Question about CWT

If is a wavelet, let { a,b }a >0 , b \ be the associated wavelet family, where :

1 x b
a ,b (x ) = ,a > 0,b \
a a

The wavelet coefficients are given by the following formulae:

C a ,b = s (x ) a ,b (x ) dx = ( f , a ,b )L2 , a > 0 , b \
\

If s is a piecewise constant signal (or a piecewise approximation of a given signal) we have:

s ( x ) = sk I k ( x ) , I k = [ k, k + 1[
k ]

To simplify the notations, we suppose that is a real valued function, so = .

Then the wavelet coefficient is equal to:
k +1 1 t b
C a ,b = s (t ) dt , a > 0 , b \
k ]
k a a

k +1 1 t b
C a ,b = sk dt , a > 0 , b \
k ]
k a a

So, like in the documentation we may write:

1 k +1 t b
k t b
C a ,b =
a

k ]
s k





a


dt

a
dt





, a > 0,b \

t b
Making a change of variable in the integrals, y = and then ady = dt , we obtain:
a

k +1b k b
C a ,b
= a sk a
(y )dy a (y )dy , a > 0 , b \



k ]
z

Lets denote Fa (z ) =
a
(y )dy and Ga (z ) = Fa (z ) , then:

C a ,b = a s {F (k + 1 b ) F (k b )}
k ]
k a a , a > 0,b \

C a ,b = a s {G
k ]
k a (b k 1) Ga (b k )} , a > 0 , b \

The previous result is exact for a piecewise constant signal. But in fact we compute the
coefficients C a,b only for integer values of b ( b ] ). So we obtain a pointwise approximation of
the CWT. This is not the full continuous wavelet transform but only an approximation which
sometimes is not very precise, but it preserves computational time.

To perform the computation, we use the following numerical scheme:

 Question about CWT

Ea ,b = a s G
k ]
k a (b k ) , a > 0 , b ]

And then, using the following notations for sequences:

Ea = {Ea , j }j ] , S = {s j }j ] , Ga = {Ga, j }j]

We have:

Ea = a (S Ga ) , a > 0

And then:

C a = a diff (S Ga ) , a > 0

Or equivalently:

C a,b = a diff (S Ga )b , a > 0 , b ]

Example:
Consider the signal s ( x ) = I ( x ) , I = [ 1,1 ] , and let be the translated Haar wavelet.

So ( x ) = 1 ( x ) 0, 1 ( x ) . We can compute the exact value of CWT.

2,0 2I

{ (
C a ,b = a mes a , a [ 21 , 0] mes a , a [0, 12 ]

(1+b ) (1b )

(1+b ) (1b )
) ( )} , a > 0,b ]

In the following figure, we can see the computed values of CWT for scales 2, , 8. The computed
values are exact for even scales 2, 4, 6 and 8. And due to the discretization the values are
approximate (bad approximations) for odd values!