Computation#
Here are some numerical computing strategies:
The algorithm only does conversion between wavelet coefficients and sqeuence in frequency domain. (I)FFT are used to transform between time and frequency domain.
Outside the transition band, value of Meyer kernel is either \(1\) or \(0\). So, calculate the transition band only.
Transform#
\[w_{mn}=A\frac{(-1)^{mn}}2\sum_{k=0}^{N-1}\left(\tilde{x}[k-mN_t]\pm\tilde{x}[k+mN_t]\right)
\tilde{\phi}[k]\mathrm{e}^{\mathrm{i}\pi nk/N_t}.\]
Summation regarding \(k\) contains \(2N_t\) items actually and can be calculated with IFFT. For real sequence \(x[j]\), the above formula is reduced to
\[\begin{split}\begin{gather}
w_{mn} = A(-1)^{mn} \mathcal{O}_{mn}\sum_{k}\tilde{x}[k-mN_t]\tilde{\phi}[k]\mathrm{e}^{\mathrm{i}\pi nk/N_t}. \\
O_{mn} = \mathcal{R},\qquad\text{if}\; m+n\;\text{even}\quad \text{else}\; \mathcal{I}.
\end{gather}\end{split}\]
Inverse transform#
\[\tilde{x}[k] = \frac12 \sum_{m}\left(\tilde{\phi}[k-mN_t]\pm\tilde{\phi}[k+mN_t]\right)
\sum_{n}A_{mn}w_{mn}\mathrm{e}^{-\mathrm{i}\pi nk/N_t}.\]
Summation regarding \(n\) can be calculated with FFT. For real sequence \(x[j]\), items with negative \(k\) are redudant. Therefore, \(\tilde{\phi}[k+mN_t]\) is ignored.
Attention
Special treatment for \(m=0\) and \(N_f/2\).