I've seen the use of a Causal wavelet mentioned a few times but have never seen any examples of them in use with Matlab. Is it possible to to perform a Wavelet Decomposition using a causal wavelet i.e. no future data. If so an example of how to do this would be greatly appreciated.

Thank you.

  • $\begingroup$ I may be wrong, but I thought that wavelet decomposition requires knowledge of the entire signal anyway, by definition. So there isn't really a way to do it in real time, unless you're stopping at a finite number of decomposition levels. $\endgroup$ – Phonon Mar 11 '14 at 22:04
  • $\begingroup$ @Phonon yes, but you can perform it as you are going, so at the end of signal you have the decomposition, as opposed to some DFT where you need to wait for all the data before you compute! $\endgroup$ – Mikhail Mar 13 '14 at 8:03

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