Filter design for CWT computation using the Shensa algorithm

  • Authors:

  • Y. T. Chan;K. C. Ho

  • Affiliations:

  • Dept. of Electr. & Comput. Eng., R. Mil. Coll. of Canada, Kingston, Ont., Canada;-

  • Venue:
  • ICASSP '99 Proceedings of the Acoustics, Speech, and Signal Processing, 1999. on 1999 IEEE International Conference - Volume 03
  • Year:
  • 1999

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Abstract

Direct computation of the continuous wavelet transform (CWT) using FFT requires O (Nlog/sub 2/N) operations per scale, where N is the data length. The Shensa (1992) algorithm is a fast algorithm to compute the CWT that uses only O(N) operations per scale. The application of the algorithm requires the design of a bandpass and a lowpass filter for a given mother wavelet function. Previous design method involves multi-dimensional numerical search and is computationally intensive. This paper proposes an iterative method to design the optimum filters. It computes in each iteration least-squares solutions only and does not need numerical search. The proposed filter design method is corroborated by simulations.