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New algorithms for the continuous wavelet transform are developed that are easy to apply, each consisting of a single-pass finite impulse response (FIR) filter, and several times faster than the fastest existing algorithms. The single-pass filter, named WT-FIR-1, is made possible by applying constraint equations to least-squares estimation of filter coefficients, which removes the need for separate low-pass and high-pass filters. Non-dyadic two-scale relations are developed and it is shown that filters based on them can work more efficiently than dyadic ones. Example applications to the Mexican hat wavelet are presented.
Date of Publication: Jan.1, 2013