www.pudn.com > multiwavelet.rar > covm1D_appe.m

function covm=covm1D_appe(n,flt,pflt,maxlevel) 
%covm=covm1D_appe(n,flt,pflt,maxlevel) 
% 
%  This function computes covariance matrix of 1-dimensional multiwavelet  
%  transform with critically sampled preprocessing. Boundaries are handled by  
%  periodic extension. For details see [SW]. 
% 
%  Input:                                                         
%    maxlevel    integer, number of levels of decomposition       
%    pflt        string of characters, name of the prefilter; 
%                for possible names and short descriptions see coef_prep.m  
%    flt         string of characters, name of the filter; 
%                for possible names and short descriptions see coef.m  
%    n           integer, length of the intended input signal; 
%                n must be of the form integer*r*2^maxlevel;      
%                r is the number of scaling functions 
%                                                              
%  Output:                                                     
%    covm        n by n real array, covariance matrix of the transform 
%   
%  Example of Usage: 
%   covm=covm1D_appe(256,'ghm','ghmap',3)  
 
% Author: Vasily Strela 
% COPYRIGHT 1997,98 by Vasily Strela 
 
[L,H]=coef(flt); 
nf=length(L(:,1)); 
 
vs=diag(ones(1,n)); 
 
covm=zeros(n,n); 
for i=1:n 
  fp=prep1D_appe(vs(i,:),pflt); 
  transf=dec1D_pe(fp,flt,maxlevel); 
  for j=1:round(n/nf) 
    covm(nf*(j-1)+1:nf*j,i)=transf(:,j); 
  end 
end 
 
covm=covm*covm';