Efficient computation of densely sampled wavelet transforms
Douglas L. Jones, Richard G. Baraniuk · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1991
An efficient algorithm is presented for computing the continuous wavelet transform and the wideband ambiguity function on a sample grid with uniform time spacing but arbitrary sampling in scale. The method is based on the chirp z-transform and requires the same order of computation as constant-bandwidth analysis techniques, such as the short-time Fourier transform and the narrowband ambiguity function. An alternative spline approximation method which is more efficient when the number of scale samples is large is also described.