How does discrete wavelet transform work?
A discrete wavelet transform (DWT) is a transform that decomposes a given signal into a number of sets, where each set is a time series of coefficients describing the time evolution of the signal in the corresponding frequency band.
Are wavelets orthogonal?
An orthogonal wavelet is a wavelet whose associated wavelet transform is orthogonal. That is, the inverse wavelet transform is the adjoint of the wavelet transform. If this condition is weakened one may end up with biorthogonal wavelets.
Why do we use wavelet transform?
The key advantage of the Wavelet Transform compared to the Fourier Transform is the ability to extract both local spectral and temporal information. A practical application of the Wavelet Transform is analyzing ECG signals which contain periodic transient signals of interest.