| Wavelet Toolbox | |
Detecting Discontinuities and Breakdown Points II
The purpose of this example is to show how analysis by wavelets can detect a discontinuity in one of a signal's derivatives. The signal, while apparently a single smooth curve, is actually composed of two separate exponentials that are connected at time = 500. The discontinuity occurs only in the second derivative, at time = 500.
We have zoomed in on the middle part of the signal to show more clearly what happens around time = 500. The details are high only in the middle of the signal and are negligible elsewhere. This suggests the presence of high-frequency information -- a sudden change or discontinuity -- around time = 500.
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