Comparison of algorithms for the fast computation of the continuous wavelet transform

Michael J. Vrhel, Chulhee Lee, Michael A. Unser · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1996

We introduce a general framework for computing the continuous wavelet transform (CWT). Included in this framework is an FFT implementation as well as fast algorithms which achieve O(1) complexity per wavelet coefficient. The general approach that we present allows a straight forward comparison among a large variety of implementations. In our framework, computation of the CWT is viewed as convolving the input signal with wavelet templates that are the oblique projection of the ideal wavelets into one subspace orthogonal to a second subspace. We present this idea and discuss and compare particular implementations.

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