LGT wavelet transform from scratch

This post walks through an implementation of theLeGall-Tabatabai wavelet transform.

Introduction

If you haven’t read my previous poston performing the Haar wavelet transform, be sure to check it out to developa good foundation for the content we’ll be exploring in this post.I also found this postto be a helpful reference when reading up on LGT transforms.

The LGT (5/3) wavelet transform we’ll be working with is a bit more complex than theHaar wavelet transform but offers characteristics...