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First, I am so sorry for my dumb and stupid question, I am very beginner with signals.
Say that I have an ultrasonic sensor cabled to an ADC (Analog to Digital Converter).
The ADC converts the analog values issued from the sensor to numerical/digital values between 0 and 1023 to be read by the Raspberry Pi.
My question is "Can I apply CWT (Continuous Wavelet Transform) on those values that I got from the ADC? (since they are the digital form of the analog signal issued from the ultrasonic sensor)" or shall I only apply CWT on an analog signal?

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The short answer is yes, you can use the CWT on your analog signal.

There is a Matlab example at:

https://www.mathworks.com/help/wavelet/examples/time-frequency-analysis-with-the-continuous-wavelet-transform.html

You use a digital computer in either case.

You might want to sample at a higher rate if you are looking at signals with short transient components. A general rule of thumb is about 5 X Nyquist rate sampling.

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