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Numerical differentiation based on wavelet transforms

5.0 | 9 ratings Rate this file 31 Downloads (last 30 days) File Size: 966 KB File ID: #13948 Version: 1.0
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Numerical differentiation based on wavelet transforms


Jianwen Luo (view profile)


14 Feb 2007 (Updated )

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 (11)
28 Jan 2017 Oskar Elek

I don't have the Wavelet Toolbox, but the _dwt variant worked out-of-the-box for me, and it worked precisely as advertised. Many thanks to the author for publishing this!

03 Mar 2016 Mohammed alsubhi


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10 Jul 2014 karlosgk

karlosgk (view profile)

12 Aug 2013 Yotam Stern

excellent work!

really helpful, i was just looking into this and stumbled upon this file through google.

19 Apr 2013 James Ganong

Your method worked to solve a problem that stumped me for years! I work with tracking data from ocean animals. These data can be very noisy, but I was able to extract good speed data.

05 Apr 2012 Marc Cote

Thank you, exactly what I needed.

07 Apr 2009 Gianluca

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

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07 Apr 2009 Gianluca

30 Nov 2007 Zika Zivic

Really very nice. Thanks.

24 Oct 2007 Z. Haiyun

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

05 Mar 2007 someone used this

superbly done!!

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