www.pudn.com > multiwavelet.rar > covm1D_rrpe.m

function covm=covm1D_rrpe(n,flt,maxlevel) 
%covm=covm1D_rrpe(n,flt,maxlevel) 
% 
%  This function computes covariance matrix of 1-dimensional multiwavelet  
%  transform with oversampled ("repeated row") preprocessing. Boundaries are  
%  handled by periodic extension. For details see [SW]. 
% 
%  Input:                                                       
%    maxlevel    integer, number of levels of decomposition     
%    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*2^maxlevel; 
%                r is the number of scaling functions   
% 
%  Output:                       
%    covm        r*n by r*n real array, covariance matrix of the transform 
%   
%  Example of Usage: 
%   covm=covm1D_rrpe(256,'ghm',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(nf*n,n); 
for i=1:n 
  fp=prep1D_rr(vs(i,:),flt); 
  transf=dec1D_pe(fp,flt,maxlevel); 
  for j=1:n 
    covm(nf*(j-1)+1:nf*j,i)=transf(:,j); 
  end 
end 
 
covm=covm*covm';