Orthogonal wavelet transform


  • Comes from “multiresolution” analysis on a dyadic scale
  • In practice, an Fast (orthogonal) Wavelet Transform can be computed thanks to filter bank and subsampling
  • Same filter bank can be used to reconstruct the signal from the wavelet coefficients
  • A wavelet is then fully determined by two filters (which must fullfiled certain conditions): a low pass filter $g$ and a high pass filter $h$
FWT