Note: I have asked the same question on signal processing forum,but didn't get any answer. so it might be more like a math or physics question. Hope you don't consider it as cross-post.
I am trying to calculate shannon entropy of CWT. I am not sure if I am doing it right. Assume that $W(a_i,t), i=1;2;...;M$ is a set of wavelet coefficients. The Shannon wavelet entropy is calculated by:
$E=-\sum_{i=1}^{M}d_i log(d_i)$ $\rightarrow$ where $d_i=\frac{|W(a_i,t)|}{\sum_{j=1}^{M}W(a_j,t)}$
I am confused how to calculate $E$. for example I have a coefficient matrix with size of $[M\times N]$, $M$ is scales number and $N$ is time segments. first I have to calulate $d_i$, this is my main problem. this is the wavelet coefficient matrix :
$W_{M\times N} = \begin{pmatrix} w_{a_1,1} & w_{a_1,2} & \cdots & w_{a_1,N} \\ w_{a_2,1} & w_{a_2,2} & \cdots & w_{a_2,N} \\ \vdots & \vdots & \ddots & \vdots \\ w_{a_M,1} & w_{a_M,2} & \cdots & w_{a_M,N} \end{pmatrix}$

hmm . . . I am pretty sure I am wrong, can anyone help? for example tell me how can I calculate $d_4$?
Here I have right a little MATLAB script to calculate shannon entropy of CWT.
Is it right or wrong? and what should I do?

for js=1:M     
%shannon entropy

P.S: I want to find optimum pairs of fb,fc for Morlet wavelet function. so if you look at here,free you will see why I need to calculate shannon entropy.another paper explain the method more in here too. so that's why I need to calculate shannon entropy of wavelet. I would be glad if I understand how to calculate shannon entropy for CWT. your help is much appreciated

  • $\begingroup$ CWT refers to continuous wavelet transform. @Memming $\endgroup$ – Electricman Dec 29 '13 at 18:36
  • $\begingroup$ Ah, thanks for the clarification. $\endgroup$ – Memming Dec 29 '13 at 18:41

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