Wavelet Toolbox

Wavelet Coefficients and Self-Similarity

From an intuitive point of view, the wavelet decomposition consists of calculating a "resemblance index" between the signal and the wavelet. If the index is large, the resemblance is strong, otherwise it is slight. The indices are the wavelet coefficients.

If a signal is similar to itself at different scales, then the "resemblance index," or wavelet coefficients also will be similar at different scales. In the coefficients plot, which shows scale on the vertical axis, this self-similarity generates a characteristic pattern.

Detecting Self-Similarity

Discussion