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sx s x I kk χ: x b x a a a ψ ψ b
sx s x I kk χ: x b x a a a ψ ψ b
1 x b
a ,b (x ) = ,a > 0,b \
a a
C a ,b = s (x ) a ,b (x ) dx = ( f , a ,b )L2 , a > 0 , b \
\
s ( x ) = sk I k ( x ) , I k = [ k, k + 1[
k ]
k +1 1 t b
C a ,b = sk dt , a > 0 , b \
k ]
k a a
t b
Making a change of variable in the integrals, y = and then ady = dt , we obtain:
a
k +1b k b
C a ,b
= a sk a
(y )dy a (y )dy , a > 0 , b \
k ]
z
Lets denote Fa (z ) =
a
(y )dy and Ga (z ) = Fa (z ) , then:
C a ,b = a s {F (k + 1 b ) F (k b )}
k ]
k a a , a > 0,b \
C a ,b = a s {G
k ]
k a (b k 1) Ga (b k )} , a > 0 , b \
The previous result is exact for a piecewise constant signal. But in fact we compute the
coefficients C a,b only for integer values of b ( b ] ). So we obtain a pointwise approximation of
the CWT. This is not the full continuous wavelet transform but only an approximation which
sometimes is not very precise, but it preserves computational time.
Ea ,b = a s G
k ]
k a (b k ) , a > 0 , b ]
We have:
Ea = a (S Ga ) , a > 0
And then:
C a = a diff (S Ga ) , a > 0
Or equivalently:
Example:
Consider the signal s ( x ) = I ( x ) , I = [ 1,1 ] , and let be the translated Haar wavelet.
{ (
C a ,b = a mes a , a [ 21 , 0] mes a , a [0, 12 ]
(1+b ) (1b )
(1+b ) (1b )
) ( )} , a > 0,b ]
In the following figure, we can see the computed values of CWT for scales 2, , 8. The computed
values are exact for even scales 2, 4, 6 and 8. And due to the discretization the values are
approximate (bad approximations) for odd values!