Probabilistic Analysis of Scalogram Ridges in Signal Processing

TL;DR

This paper provides a theoretical probabilistic analysis of scalogram ridges in noisy nonstationary signals, establishing their properties and bounds on deviations caused by noise, using advanced Gaussian process inequalities.

Contribution

It introduces a rigorous probabilistic framework for scalogram ridges, including their set-valued nature, uniqueness, and deviation bounds under Gaussian noise, advancing theoretical understanding in signal analysis.

Findings

Proved the uniqueness of ridge points at individual times.

Established upper hemicontinuity of the ridge process.

Derived bounds on ridge deviations depending on SNR.

Abstract

While ridges in the scalogram, determined by the squared modulus of analytic wavelet transform (AWT), is a widely accepted concept and utilized in nonstationary time series analysis, their behavior in noisy environments remains underexplored. Our object is to provide a theoretical foundation for scalogram ridges by defining ridges as a potentially set-valued random process connecting local maxima of the scalogram along the scale axis and analyzing their properties when the signal fulfills the adaptive harmonic model and is contaminated by stationary Gaussian noise. In addition to establishing several key properties of the AWT for random processes, we investigate the probabilistic characteristics of the resulting random ridge points in the scalogram. Specifically, we establish the uniqueness property of the ridge point at individual time instances and prove the upper hemicontinuity of the ridge random process. Furthermore, we derive bounds on the probability that the deviation between the ridges of noisy and clean signals exceeds a specified threshold, and these bounds depend on the signal-to-noise ratio. To achieve these ridge deviation results, we derive maximal inequalities for the complex modulus of nonstationary Gaussian processes, leveraging classical tools such as the Borell-TIS inequality and Dudley's theorem, which might be of independent interest.