Skip to content

Commit

Permalink
fix typo
Browse files Browse the repository at this point in the history
  • Loading branch information
lschneiderbauer committed Jan 1, 2025
1 parent 64ea4cd commit 774d9e1
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion vignettes/sigma.Rmd
Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,7 @@ The continuous wavelet transform (CWT) essentially evaluates a correlation funct

In contrast to the [Short Time Fourier Transform](https://en.wikipedia.org/wiki/Short-time_Fourier_transform), where the window size does not depend on the frequency, the CWT models a frequency-dependent window size by the frequency depending spread of the Gaussian envelope.[^1]

[^1]: That is of course one of the selling points of the CWT: it works for all frequency ranges, while the fixed window size in the Short Time Fourier Transform will break down when probing modes whose wavelength approach the window size, at the same time it lacks a reasonable time resolutions for modes whose wavelenght is much smaller than the window size.
[^1]: That is of course one of the selling points of the CWT: it works for all frequency ranges, while the fixed window size in the Short Time Fourier Transform will break down when probing modes whose wavelength approach the window size, at the same time it lacks a reasonable time resolutions for modes whose wavelength is much smaller than the window size.

For a particular time $t$ and a reference frequency $f$, the Gaussian envelope $g(t, f)$ of the wavelet is given by $$g(t, f) \sim e^{-\left( \frac{t f}{2 \sigma} \right)^2}$$ with variance in time $\Delta t=\frac{\sigma}{f}$ which also sets the scale for the effective time resolution of the CWT at frequency $f$. The corresponding frequency resolution is given by the spreading of the Gaussian envelope in Fourier space: $\Delta f = \frac{f}{2\pi \sigma}$. The time and frequency resolution satisfy the famous time-frequency uncertainty relation $\Delta t \Delta f=\frac{1}{2\pi}$.

Expand Down

0 comments on commit 774d9e1

Please sign in to comment.