Extraction of slow and fast dynamics of multiple time scale systems using wavelet techniques

Luciano A Magrini1, Margarete Oliveira Domingues2, Elbert E N Macau3

  • 1Federal Institute of Education, Science and Technology of São Paulo (IFSP), São Paulo 01109-010, Brazil.

Summary

This study introduces a wavelet-based method to separate fast and slow dynamics in time-series data. This technique aids in understanding complex systems, even without clear frequency peaks.

Related Concept Videos

Discrete Fourier Transform01:15

Discrete Fourier Transform

The Discrete Fourier Transform (DFT) is a fundamental tool in signal processing, extending the discrete-time Fourier transform by evaluating discrete signals at uniformly spaced frequency intervals. This transformation converts a finite sequence of time-domain samples into frequency components, each representing complex sinusoids ordered by frequency. The DFT translates these sequences into the frequency domain, effectively indicating the magnitude and phase of each frequency component present...
718
State Space Representation01:27

State Space Representation

The frequency-domain technique, commonly used in analyzing and designing feedback control systems, is effective for linear, time-invariant systems. However, it falls short when dealing with nonlinear, time-varying, and multiple-input multiple-output systems. The time-domain or state-space approach addresses these limitations by utilizing state variables to construct simultaneous, first-order differential equations, known as state equations, for an nth-order system.
Consider an RLC circuit, a...
450
Linear Approximation in Time Domain01:21

Linear Approximation in Time Domain

Nonlinear systems often require sophisticated approaches for accurate modeling and analysis, with state-space representation being particularly effective. This method is especially useful for systems where variables and parameters vary with time or operating conditions, such as in a simple pendulum or a translational mechanical system with nonlinear springs.
For a simple pendulum with a mass evenly distributed along its length and the center of mass located at half the pendulum's length,...
253
Fast Fourier Transform01:10

Fast Fourier Transform

The Fast Fourier Transform (FFT) is a computational algorithm designed to compute the Discrete Fourier Transform (DFT) efficiently. By breaking down the calculations into smaller, manageable sections, the FFT significantly reduces the computational complexity involved. Direct computation of an N-point DFT requires N2 complex multiplications, whereas the FFT algorithm needs only (N/2)log⁡2N multiplications, offering a much faster performance.
The computational efficiency of the FFT becomes...
754
Velocity and Acceleration of a Wave00:51

Velocity and Acceleration of a Wave

A wave propagates through a medium with a constant speed, known as a wave velocity. It is different from the speed of the particles of the medium, which is not constant. In addition, the velocity of the medium is perpendicular to the velocity of the wave. The variable speed of the particles of the medium implies that there must be acceleration associated with it. 
The velocity of the particles can be obtained by taking the partial derivative of the position equation with respect to time....
4.6K
Discrete-Time Fourier Series01:20

Discrete-Time Fourier Series

The Discrete-Time Fourier Series (DTFS) is a fundamental concept in signal processing, serving as the discrete-time counterpart to the continuous-time Fourier series. It allows for the representation and analysis of discrete-time periodic signals in terms of their frequency components. Unlike its continuous counterpart, which utilizes integrals, the calculation of DTFS expansion coefficients involves summations due to the discrete nature of the signal.
For a discrete-time periodic signal x[n]...
558