Consider the periodic signal [f(t)=left{begin{array}{lr}cos (t)+D, & -1 leq t leq 0 sin left(t^{6} ight) / t^{3},

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Consider the periodic signal

\[f(t)=\left\{\begin{array}{lr}\cos (t)+D, & -1 \leq t \leq 0 \\\sin \left(t^{6}\right) / t^{3}, & 0 \leq t\leq 2\end{array}\right.\]

where \(D=\sin \left(2^{6}\right) / 2^{3}-\cos (1)\), sampled at 1024 equidistant points in \([-1,2]\). Use the wavelet transform to compress the signal. Use about \(15 \%\) of the wavelet coefficients for different wavelets models. Plot the compressed signals together with the original signal using Matlab. Calculate the relative energy errors.

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Quantitative Finance

ISBN: 9781118629956

1st Edition

Authors: Maria Cristina Mariani, Ionut Florescu

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