Multi-scale analysis

time-causal and time-recursive scale-space representation

Introduced by Lindeberg in A time-causal and time-recursive scale-covariant scale-space representation of temporal signals and past time

The time-causal and time-recursive scale-space representation is obtained by filtering any 1-D signal with the time-causal limit kernel, and provides a way to define a multi-scale analysis for signals, for which the future cannot be accessed and additionally the computations should be strictly time-recursive, in order to not require any complementary memory of the past beyond the temporal scale-space representation itself.

Source: A time-causal and time-recursive scale-covariant scale-space representation of temporal signals and past time

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