Discrete Wavelet Transform (DWT)

Wavelet transform has recently become a very popular when it comes to analysis, de-noising and compression of signals and images. This section describes functions used to perform single- and multilevel Discrete Wavelet Transforms.

Single level dwt

See the signal extension modes section for the list of available options and the dwt_coeff_len() function for information on getting the expected result length.

The transform can be performed over one axis of multi-dimensional data. By default this is the last axis. For multi-dimensional transforms see the 2D transforms section.

Multilevel decomposition using wavedec

Partial Discrete Wavelet Transform data decomposition downcoef

Maximum decomposition level - dwt_max_level, dwtn_max_level

Result coefficients length - dwt_coeff_len

Based on the given input data length (data_len), wavelet decomposition filter length (filter_len) and signal extension mode, the dwt_coeff_len() function calculates the length of the resulting coefficients arrays that would be created while performing dwt() transform.

filter_len can be either an int or Wavelet object for convenience.