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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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