On the Analytic Wavelet Transform

An exact and general expression for the analytic wavelet transform of a real-valued signal is constructed, resolving the time-dependent effects of nonnegligible amplitude and frequency modulation. The analytic signal is first locally represented as a modulated oscillation, demodulated by its own instantaneous frequency, and then Taylor-expanded at each point in time. The terms in this expansion, called the instantaneous modulation functions, are time-varying functions which quantify, at increasingly higher orders, the local departures of the signal from a uniform sinusoidal oscillation. Closed-form expressions for these functions are found in terms of Bell polynomials and derivatives of the signal´s instantaneous frequency and bandwidth. The analytic wavelet transform is shown to depend upon the interaction between the signal´s instantaneous modulation functions and frequency-domain derivatives of the wavelet, inducing a hierarchy of departures of the transform away from a perfect representation of the signal. The form of these deviation terms suggests a set of conditions for matching the wavelet properties to suit the variability of the signal, in which case our expressions simplify considerably. One may then quantify the time-varying bias associated with signal estimation via wavelet ridge analysis, and choose wavelets to minimize this bias.