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Numerical differentiation based on wavelet transforms

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Numerical differentiation based on wavelet transforms

by Jianwen Luo

 

14 Feb 2007 (Updated 14 Feb 2007)

Numerical differentiation based on wavelet transforms (CWT and DWT)

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Numerical differentiation is important in various applications. However, it should be taken with caution because it can greatly amplify the noise in the data, especially at high frequencies. When a wavelet function is the derivative of a smoothing function, the wavelet transform has the combined properties of smoothing and differentiation.

Required Products Wavelet Toolbox
MATLAB release MATLAB 7.1.0 (R14SP3)
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Comments and Ratings (5)
05 Mar 2007 someone used this

superbly done!!

24 Oct 2007 Z. Haiyun

Excellent. It may be perfect by adding more spline wavelet.

30 Nov 2007 Zika Zivic

Really very nice. Thanks.

07 Apr 2009 Gianluca  
07 Apr 2009 Gianluca

Do you think the same can be applied also for integration?

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Tag Activity for this File
Tag Applied By Date/Time
time frequency Jianwen Luo 22 Oct 2008 09:00:43
wavelets Jianwen Luo 22 Oct 2008 09:00:43
wavelet Jianwen Luo 22 Oct 2008 09:00:43
differentiation Jianwen Luo 22 Oct 2008 09:00:43
derivative Jianwen Luo 22 Oct 2008 09:00:43

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