Complex Mexican hat wavelet

In applied mathematics, the complex Mexican hat wavelet is a low-oscillation, complex-valued, wavelet for the continuous wavelet transform. This wavelet is formulated in terms of its Fourier transform as the Hilbert analytic signal of the conventional Mexican hat wavelet:

:\hat{\Psi}(\omega) = \begin{cases}

2\sqrt{\frac{2}{3}}\pi^{-\frac{1}{4}}\omega^2 e^{-\frac{1}{2}\omega^2} & \omega\geq0 \\

0 & \omega\leq 0.

\end{cases}

Temporally, this wavelet can be expressed in terms of the error function,

as:

:\Psi(t) = \frac{2}{\sqrt{3}}\pi^{-\frac{1}{4}}\left(\sqrt{\pi}\left(1 - t^2\right)e^{-\frac{1}{2}t^2} - \left(\sqrt{2}it + \sqrt{\pi}\operatorname{erf}\left[\frac{i}{\sqrt{2}}t\right]\left(1 - t^2\right)e^{-\frac{1}{2}t^2}\right)\right).

This wavelet has O\left(|t|^{-3}\right) asymptotic temporal decay in |\Psi(t)|,

dominated by the discontinuity of the second derivative of \hat{\Psi}(\omega) at \omega = 0.

This wavelet was proposed in 2002 by Addison et al.[http://sbe.napier.ac.uk/staff/paddison/wavelet.htm P. S. Addison, et al., The Journal of Sound and Vibration, 2002] {{webarchive|url=https://archive.today/20000226173323/http://sbe.napier.ac.uk/staff/paddison/wavelet.htm |date=2000-02-26 }} for applications requiring high temporal precision time-frequency analysis.

References