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Continuous wavelet transform

In mathematics, the continuous wavelet transform (CWT) is a wavelet transform defined by

\gamma(\tau, s) =   \int_{-\infty}^{+\infty} x(t) \frac{1}{\sqrt{s}} \psi^{*} \left( \frac{t - \tau}{s} \right) dt

where τ represents translation, s represents scale and ψ(t) is the mother wavelet.

The original function can be reconstructed with the inverse transform

x(t) =   \frac{1}{C_\psi} \int_{-\infty}^{+\infty}     \int_{-\infty}^{+\infty} \gamma(\tau, s)       \psi\left( \frac{t - \tau}{s} \right) d\tau \frac{ds}{|s|^2}

where

C_\psi = \int_{-\infty}^{+\infty}   \frac{\left| \hat \Psi(\zeta) \right|^2}{\left| \zeta \right|} d\zeta

is called the admissibility constant and \hat{\Psi} is the Fourier transform of ψ. For a successful inverse transform, the admissibility constant has to satisfy the admissibility condition:

C_\psi < +\infty.

Note also that the admissibility condition implies that \hat \Psi(0) = 0, so that a wavelet must integrate to zero. For reference, the relationship between the so-called mother wavelet and the daughter wavelets is as follows:

\psi_{s,\tau}(t) = \frac{1}{\sqrt{s}} \psi \left( \frac{t-\tau}{s} \right).

Continuous wavelets

Further reading

01-04-2007 01:16:19
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