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where the terms g and h are high-pass and low-pass
filter coef
cients derived from
the bases
w
and
/
. Considering a dataset of N ð n ¼
1
; ...; N Þ
samples, and intro-
ducing a vector notation, c k
and d k
can be rewrite as Daubechies ( 1988 ):
c 1
Hc 0
¼
;
ð 31 Þ
d 1
Gc 0
¼
;
with
2
3
h
ð
0
Þ
h
ð
1
Þ
h
ð
N
Þ
4
5 ;
h
ð
2
Þ
h
ð
1
Þ
h
ð
N
2
Þ
H
¼
ð 32 Þ
.
.
.
h
ð
2k
Þ
h
ð
1
2k
Þ
h
ð
N
2k
Þ
2
3
g
ð
0
Þ
g
ð
1
Þ
g
ð
N
Þ
4
5 :
g
ð
2
Þ
g
ð
1
Þ
g
ð
N
2
Þ
G
¼
ð 33 Þ
.
.
.
g
ð
2k
Þ
g
ð
1
2k
Þ
g
ð
N
2k
Þ
The procedure can be iterated obtaining:
c j
¼ Hc j 1
;
ð 34 Þ
d j
¼ Gd j 1
:
Then:
c j
¼ H j c 0
;
ð 35 Þ
d j
¼ G j d 0
;
where H j is obtained by applying the H
filter j times, and G j is obtained by applying
the H
filter once. Hence any signal may be decomposed
into its contributions in different regions of the time-frequency space by projection
on the corresponding wavelet basis function. The lowest frequency content of the
signal is represented on a set of scaling functions. The number of wavelet and
scaling function coef
filter j
1 times and the G
cients decreases dyadically at coarser scales due to the dyadic
discretization of the dilation and translation parameters. The algorithms for com-
puting the wavelet decomposition are based on representing the projection of the
signal on the corresponding basis function as a
filtering operation (Mallat 1989 ).
Convolution with the
filter H represents projection on the scaling function, and
convolution with the
filter G represents projection on a wavelet. Thus, the signal
f
is decomposed at different scales, the detail scale matrices and approximation
scale matrices. De
ð
n
Þ
ning L the decomposition levels, the approximation scale A L
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