About using cwt function
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Alexander Voznesensky
on 10 Aug 2017
Edited: Alexander Voznesensky
on 18 Aug 2017
Hi guys! I'm a little bit confused about using cwt function. I know, that some wavelets have a scaling function (phi), but some have only wavelet function (psi). But, as far as I know, cwt uses only psi. So, we have only detail coefficients. What about approximation coefficients, obtained with phi?
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Wayne King
on 15 Aug 2017
Hi Alexander, For the CWT, the scaling functions are not commonly used. For discrete analysis wavelets are typically defined in terms of a multiresolution analysis. A multiresolution analysis is a nested series of subspaces and their orthogonal complements. The bases for the subspaces are the scaling functions (dilated versions of the scaling function for $V_0$) and the wavelets are derived from the scaling functions.
In the CWT, that is not the case. One usually starts with the wavelet, typically some rapidly-decreasing oscillatory function like a modulated Gaussian. You can however obtain the scaling function as the integral, $\int_{s'}^{\infty} \dfrac{\hat{\psi}(s \omega)}{s} ds$ where $s'$ is the maximum scale you have in the CWT. $\hat{\psi}$ here is the Fourier transform of the wavelet.
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