Continuous wavelet transform
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In mathematics, the continuous wavelet transform (CWT) is a wavelet transform defined by
- <math>\gamma(\tau, s) =
\int_{-\infty}^{+\infty} x(t) \frac{1}{\sqrt{s}} \psi^{*} \left( \frac{t - \tau}{s} \right) dt
<math> where <math>\tau<math> represents translation, <math>s<math> represents scale and <math>\psi(t)<math> is the mother wavelet.
The original function can be reconstructed with the inverse transform
- <math>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}
<math> where
- <math>C_\psi = \int_{-\infty}^{+\infty}
\frac{\left| \hat \Psi(\zeta) \right|^2}{\left| \zeta \right|} d\zeta
<math> is called the admissibility constant and <math>\hat{\Psi}<math> is the Fourier transform of <math>\psi<math>. For a successful inverse transform, the admissibility constant has to satisfy the admissibility condition:
- <math>C_\psi < +\infty<math>.
Note also that the admissibility condition implies that <math>\hat \Psi(0) = 0<math>, 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:
- <math>\psi_{s,\tau}(t) = \frac{1}{\sqrt{s}} \psi \left( \frac{t-\tau}{s} \right) <math>.
Continuous wavelets
- Mexican hat wavelet
- Hermitian wavelet
- Hermitian hat wavelet
- Complex Mexican hat wavelet
- Morlet wavelet
- Modified Morlet wavelet
- Addison wavelet
- Hilbert-Hermitian wavelet
Further reading
- Robi Polikar's Wavelet Tutorial (http://users.rowan.edu/~polikar/WAVELETS/WTtutorial.html)
- Jon Harrop's PhD thesis (http://www.chem.pwf.cam.ac.uk/~jdh30/papers/thesis.pdf)
- Ingrid Daubechies' Ten Lectures on Wavelets (http://www.amazon.com/exec/obidos/tg/detail/-/0898712742/103-9217989-1227857?v=glance)