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Topic: time and frequency marginals in the wavelet scalogram and energy
Replies: 5   Last Post: Dec 11, 2013 7:24 PM

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Derek Goring

Posts: 3,892
Registered: 12/7/04
Re: time and frequency marginals in the wavelet scalogram and energy
Posted: Dec 10, 2013 9:13 PM
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On Wednesday, December 11, 2013 1:54:20 PM UTC+13, palmar wrote:
> Hi there:
>
> I have been looking for some matlab code to compute the time and frequency marginals in the wavelet scalogram.
>
>
>
> Moreover I was trying to to verify the so-called total energy condition of the scalogram, basically the energy of the scalogram should match the energy of the signal.
>
>
>
> I have done a double integral of the scalogram and the result doesn´t match the energy of the signal, so I should be doing something wrong since the result should be wavelet dependent, and we should take that in account when calculating the energy of the signal.
>
>
>
> integral(integral(P(f,t))= sum(norm(s(t)).^2)
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> P(f,t)= scalogram and s(t) signal
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> Time marginal:
>
> integral(P(f,t)df=|s(t)|.^2
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> Frequency marginal
>
> integral(P(f,t)dt=|S(w)|.^2
>
> Any ideas?
>
> Thanks


I assume you're talking about continuous wavelets?
If so, have a look at this site:
http://paos.colorado.edu/research/wavelets/

There's a paper that explains all this stuff with details of how you must construct the integral depending upon the mother wavelet.
Also, there are Matlab routines.






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