Continuous wavelet transform with arbitrary scales and O(N) complexity

The continuous wavelet transform (CWT) is a common signal-processing tool for the analysis of nonstationary signals. We propose here a new B-spline-based method that allows the CWT computation at any scale. A nice property of the algorithm is that the computational cost is independent of the scale value. Its complexity is of the same order as that of the fastest published methods, without being restricted to dyadic or integer scales. The method reduces to the 6ltering of an auxiliary (pre-integrated) signal with an expanded mask that acts as a kind of modi6ed ‘9 a trous’ 6lter. The algorithm is well-suited for a parallel implementation. ? 2002 Elsevier Science B.V. All rights reserved.