arXiv:2510.05834eess.SPcs.NA2025-10被引 1

构建可实时处理的因果小波,实现时间信号多尺度分析

Time-causal and time-recursive wavelets

  • 基于因果平滑核构造时间小波,保证不生成新结构
  • 通过一阶递归滤波级联实现低资源实时计算
  • 能反映信号中局部时间结构的持续时长

本文提出一种时间因果小波分析框架,适用于未来数据不可用的实时信号处理。基于时间尺度空间理论,对满足非创建性(non-creation)的时序平滑核进行完整分类,构建出从特殊时间因果平滑核(时间因果极限核)的时序导数得到的时间小波。该核满足变差减小性和平滑变换的时序尺度协方差,确保在不同时间尺度下对信号结构的一致处理。由此可将信号分解为多尺度成分,同时满足时间因果性。论文建立了此类时间因果小波表示的理论基础,并将其结构关系映射至非因果的Ricker或墨西哥帽小波。此外,描述了使用级联一阶递归滤波器实现高效离散近似的方法,支持数值稳定、低资源消耗的实时处理。还量化了连续尺度性质向离散实现的转移,证明所提方法能反映输入信号中局部主导时间结构的持续时长。

原文摘要 · Abstract (English)

This paper presents a framework for time-causal wavelet analysis. It targets real-time processing of temporal signals, where data from the future are not available. The study builds upon temporal scale-space theory, originating from a complete classification of temporal smoothing kernels that guarantee non-creation of new structures from finer to coarser temporal scale levels. We construct temporal wavelets from the temporal derivatives of a special time-causal smoothing kernel, referred to as the time-causal limit kernel, as arising from the classification of variation-diminishing smoothing transformations with the complementary requirement of temporal scale covariance, to guarantee self-similar handling of structures in the input signal at different temporal scales. This enables decomposition of the signal into different components at different scales, while adhering to temporal causality. The paper establishes theoretical foundations for these time-causal wavelet representations, and maps structural relationships to the non-causal Ricker or Mexican hat wavelets. We also describe how efficient discrete approximations of the presented theory can be performed in terms of first-order recursive filters coupled in cascade, which enables numerically well-conditioned real-time processing with low resource usage. We characterize and quantify how the continuous scaling properties transfer to the discrete implementation, demonstrating how the proposed time-causal wavelet representation can reflect the duration of locally dominant temporal structures in the input signal.

小波分析因果建模实时处理

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。