High-resolution time-series analysis with an error-free wave-shaping filter of finite length

Physics

Scientific paper

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Scientific paper

A new stable time-domain wave-shaping filter of finite length was designed which enables one to transform any given wavelet exactly into an output made up of a sequence of spikes separated by zeros or a sequence of wavelets whose shapes are identical to that of a desired wavelet. The filter differs in principle from conventional wave-shaping filters such as the least-squares filter in that it is an optimum filter in an ``error-distribution'' sense. By exploiting some properties of symmetric functions the filter weights may be derived entirely in the time domain by a series of convolution operations. In this paper further examples are presented which show how the filter automatically develops its memory and anticipation components and how the anticipation component of the inverse of a minimum delay wavelet disappears as the filter length is increased.

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