
Re: time and frequency marginals in the wavelet scalogram and energy
Posted:
Dec 10, 2013 9:13 PM


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 socalled 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) > > > > P(f,t)= scalogram and s(t) signal > > > > Time marginal: > > integral(P(f,t)df=s(t).^2 > > 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.

