How to find continuous wavelet filter bank coefficients in MATLAB?

Question

I use cwtfilterbank to create continuous wavelet filters but this routine just give me frequency response of filters. How can I find filters coefficients?

Answer 1

If you want the filter bank (the filters of all levels of your transform at once) you would get a matrix, where every row (of the same length as the signal) contains the filter at one position.

So the bottom half of the matrix is level 1 (detail coefficients only, you only need half the matrix because of downsampling), the next quarter is level 2 (detail only again) and so on.

For a transform of level L, the final 2^(-L) coefficients are the approximation coefficients at that level. There's some code to do that here, as an example the matrix of a 3-level Haar transform on a signal of length 16 is given here.