Wavelets II - Vanishing Moments and Spectral Factorization

Vincent Herrmann October 11, 2016

In the previous blog post I described the workings of the Fast Wavelet Transform (FWT) and how wavelets and filters are related. As promised, in this article we will see how to construct useful filters. Concretely, we will find a way to calculate the Daubechies filters, named after Ingrid Daubechies, who invented them and also laid much of the mathematical foundations for wavelet analysis.

Besides the content of the last post, you should be familiar with basic complex algebra, the...


Wavelets I - From Filter Banks to the Dilation Equation

Vincent Herrmann September 28, 20168 comments

This is the first in what I hope will be a series of posts about wavelets, particularly about the Fast Wavelet Transform (FWT). The FWT is extremely useful in practice and also very interesting from a theoretical point of view. Of course there are already plenty of resources, but I found them tending to be either simple implementation guides that do not touch on the many interesting and sometimes crucial connections. Or they are highly mathematical and definition-heavy, for a...


Wavelets I - From Filter Banks to the Dilation Equation

Vincent Herrmann September 28, 20168 comments

This is the first in what I hope will be a series of posts about wavelets, particularly about the Fast Wavelet Transform (FWT). The FWT is extremely useful in practice and also very interesting from a theoretical point of view. Of course there are already plenty of resources, but I found them tending to be either simple implementation guides that do not touch on the many interesting and sometimes crucial connections. Or they are highly mathematical and definition-heavy, for a...


Wavelets II - Vanishing Moments and Spectral Factorization

Vincent Herrmann October 11, 2016

In the previous blog post I described the workings of the Fast Wavelet Transform (FWT) and how wavelets and filters are related. As promised, in this article we will see how to construct useful filters. Concretely, we will find a way to calculate the Daubechies filters, named after Ingrid Daubechies, who invented them and also laid much of the mathematical foundations for wavelet analysis.

Besides the content of the last post, you should be familiar with basic complex algebra, the...