Filter design for CWT computation using the Shensa algorithm
نویسندگان
چکیده
Direct computation of CWT using FFT requiresO(Nlog2N) operations per scale, whereN is the data length. The Shensa algorithm is a fast algorithm to compute 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.
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