Wavelet analysis of signals with gaps

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Abstract
A recently introduced algorithm [Frick et al., Astrophys. J. 483, 426 (1997)] of spectral analysis of data with gaps via a modified continuous wavelet transform is developed and studied. This algorithm is based on a family of functions called "gapped wavelets" which fulfill the admissibility condition on the gapped support. The wavelet family is characterized by an additional parameter which should be calculated for every scale and position. Three theorems concerning the properties of gapped wavelet transform are formulated and proved. They affirm the global stability of the algorithm as well as its stability in both limits of large and small scales. These results are illustrated by some numerical examples, which show that the algorithm really attenuates the artifacts coming from gaps (and/or boundaries), and is particularly efficient at small and large scales.

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