On uncertainty in wavelet-based signal analysis

The evaluation of uncertainty is a task usually neglected by people performing wavelet-based measurements. In this paper, the wavelet analysis aimed at gauging the synthesis of transient disturbances is considered, and a general expression of the uncertainty affecting this synthesis is provided. Simulations have been performed to validate the above expression, which holds no matter which mother wavelet is used and the kind of disturbance. Results of experiments on actual signals are also reported and discussed.