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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Defining the Wavelet Bispectrum
AU - Newman, Julian
AU - Pidde, Aleksandra
AU - Stefanovska, Aneta
PY - 2021/3/31
Y1 - 2021/3/31
N2 - Bispectral analysis is an eective signal processing tool for analysing interactions between oscillations, and has been adapted to the continuous wavelet transform for time-evolving analysis of open systems. However, one unaddressed question for the wavelet bispectrum is quantication of the bispectral content of an area of scale-scale space. This makes the capacity for quantitative rather than merely qualitative interpretation of wavelet bispectrum computations very limited. In this paper, we overcome this limitation by providing suitable normalisations of the wavelet bispectrum formula that enable it to be treated as a density to be integrated. These are roughly analogous to the normalisation for second-order wavelet spectral densities. We prove that our denition of the wavelet bispectrum matches the traditional bispectrum of sums of sinusoids, in the limit as the frequency resolution tends to innity. We illustrate the improved quantitative power of our denition with numerical and experimental data.
AB - Bispectral analysis is an eective signal processing tool for analysing interactions between oscillations, and has been adapted to the continuous wavelet transform for time-evolving analysis of open systems. However, one unaddressed question for the wavelet bispectrum is quantication of the bispectral content of an area of scale-scale space. This makes the capacity for quantitative rather than merely qualitative interpretation of wavelet bispectrum computations very limited. In this paper, we overcome this limitation by providing suitable normalisations of the wavelet bispectrum formula that enable it to be treated as a density to be integrated. These are roughly analogous to the normalisation for second-order wavelet spectral densities. We prove that our denition of the wavelet bispectrum matches the traditional bispectrum of sums of sinusoids, in the limit as the frequency resolution tends to innity. We illustrate the improved quantitative power of our denition with numerical and experimental data.
KW - continuous wavelet transform
KW - wavelet bispectrum
KW - bispectral analysis
KW - time-frequency analysis
KW - lognormal wavelets
U2 - 10.1016/j.acha.2020.10.005
DO - 10.1016/j.acha.2020.10.005
M3 - Journal article
VL - 51
SP - 171
EP - 224
JO - Applied and Computational Harmonic Analysis
JF - Applied and Computational Harmonic Analysis
SN - 1063-5203
ER -