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I use cwtfilterbank to create continuous wavelet filters but this routine just give me frequency response of filters. How can I find filters coefficients?

Cris Luengo
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Yousef Bahrami
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1 Answers1

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If you want the filter bank (the filters of all levels of your transform at once) you would get a matrix, where every row (of the same length as the signal) contains the filter at one position.

So the bottom half of the matrix is level 1 (detail coefficients only, you only need half the matrix because of downsampling), the next quarter is level 2 (detail only again) and so on.

For a transform of level L, the final 2^(-L) coefficients are the approximation coefficients at that level. There's some code to do that here, as an example the matrix of a 3-level Haar transform on a signal of length 16 is given here.

alle_meije
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  • Thanks for your answer, actually I look for continuous wavelet filter bank not discrete wavelet. Sites you introduced talking about discrete wavelet filter banks. – Yousef Bahrami Nov 16 '21 at 13:54
  • That does not exist for the cwt. However you can plot individual wavelets using https://nl.mathworks.com/help/wavelet/ref/cwtfilterbank.wavelets.html -- of you combine all of them in one plot that could be closer to what you want? – alle_meije Apr 23 '22 at 04:25