Abstract

We revisit the construction of wavelets on the interval with various degrees of polynomial exactness, and explain how existing schemes for orthogonal- and Spline wavelets can be extended to compactly supported delay-normalized wavelets. The contribution differs substantially from previous ones in how results are stated and deduced: linear algebra notation is exploited more heavily, and the use of sums and complicated index notation is reduced. This extended use of linear algebra eases translation to software, and a general open source implementation, which uses the deductions in this paper as a reference, has been developed. Key features of this implementation is its flexibility w.r.t. the length of the input, as well as its generality regarding the wavelet transform.

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