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2
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1answer
149 views

Best way to find magnitude and phase of a specific frequency in an empirical time series…

I've a discrete, univariate time series, and I'm interested in to investigate a specific frequency component. Assume I'm interested in a frequency with a cycle-time of $f$ samples - and I need to get ...
2
votes
0answers
155 views

Singular Value Decomposition

I want to decompose an image $A$ using the Discrete Wavelet Transform and then find the singular values, $S$, such that $A=USV$. I will then do the same to another image such that $B=USV$. I will ...
1
vote
1answer
257 views

What is the “fourth” Haar basis function of the 4×4 Haar basis?

I know the three Haar basis functions //mother wavelet: [1 1 -1 -1] //dilation: [1 -1 0 0] //translation: [0 0 1 -1] However, the Haar basis consists of four ...
5
votes
1answer
551 views

Wavelet Theory — where do I start?

I am in the process of implementing a Fixed-Point Fast Fourier Transform. The Fixed-Point FFT requires mathematical background in the area of wavelets and lifting schemes. What are good ...
4
votes
1answer
164 views

Question in solving $\phi(t)=\phi(2t)+\phi(2t-1)$, $\phi\ne0$

Actually one can resort to the two-scale equation in multiresolution analysis. Perform Fourier transformation on both side of $\phi(t)=\phi(2t)+\phi(2t-1)$, it turns out that ...
0
votes
1answer
100 views

How to calculate dual frames under constraints?

Denote orthonormal basis in $\mathbb{R}^2$: $(\epsilon_1,\epsilon_2)=\begin{pmatrix}1&0\\0&1\end{pmatrix}$ and ...
1
vote
2answers
534 views

How to implement the Daubechies wavelet?

http://en.wikipedia.org/wiki/Daubechies_wavelet#Transform.2C_D4 I find it is difficult to understand the pseudo-code on this Wiki page. ...
1
vote
0answers
531 views

Mathematica: How to convert scales to frequencies?

According to the transform $$w(u,s)=\frac{1}{\sqrt{s}}\int _{-\infty }^{\infty }x(t) \psi ^*\left(\frac{t-u}{s}\right)dt,$$ the frequency should be $f=\omega/(2\pi)=1/(2\pi s)$ (is it right?), where ...
7
votes
3answers
687 views

Decomposing a discrete signal into a sum of rectangle functions

Hello math@stackexchange community ! I have a simple question that seems to have a non trivial answer. Given a discrete one dimensional signal $w(x)$ defined in a finite range, and the boxcar ...
6
votes
3answers
539 views

An introduction to wavelets, and the wavelet transform

I am looking for a good introduction to the wavelet transform, particularly in the context of image processing. I am very comfortable with the Fourier transforms, and I've got a good background in ...
5
votes
2answers
532 views

Which time-frequency coefficients does the Wavelet transform compute?

(I asked this on Stack Overflow a while ago and didn't get a satisfying answer, so I'm trying again here.) The Fast Fourier Transform takes O(N log N) operations, while the Fast Wavelet Transform ...