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Properties

  • The wavelet transform is covariant by translation in time and scaling, which means that

    \begin{displaymath}y(t) = \sqrt{\vert a_0\vert}\ x(a_0(t-t_0)) \ \Rightarrow\ T_y(t,a;\Psi) =
T_x(a_0^*(t-t_0),a/a_0;\Psi).\end{displaymath}

    The corresponding group of transforms is called the affine group (to be compared to the Weyl-Heisenberg group).

  • The signal $x$ can be recovered from its continuous wavelet transform according to the formula

    \begin{displaymath}x(t) = \int_{-\infty}^{+\infty}\int_{-\infty}^{+\infty} T_x(s,a;\Phi)\
\Psi_{s,a}(t)\ ds\ \frac{da}{a^2}\end{displaymath}

    where $\Phi$ is the synthesis wavelet, if the following admissibility condition is verified by $\Phi$ and $\Psi$:

    \begin{displaymath}\int_{-\infty}^{+\infty} \Psi(\nu)\ \Phi^*(\nu)\ \frac{d\nu}{\vert\nu\vert}\ =\
1.\end{displaymath}

  • Time and frequency resolutions, like in the STFT case, are related via the Heisenberg-Gabor inequality. However, in the present case, these two resolutions depend on the frequency: the frequency resolution (resp. time resolution) becomes poorer (resp. better) as the analysis frequency grows.



Eric Chassande-Mottin 2005-10-26

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