A WAVELET FILTERING APPLICATION FOR ON-LINE DYNAMIC DATA RECONCILIATION

Discrete wavelet transform (DWT) is known for its signal processing ability. In the recent researches, DWT is adopted for signal filtering before executing dynamic data reconciliation. While on-line dynamic data reconciliation is concerned, the computation is heavy duo to the filtering in every time instant. In this article, a shift property of the DWT is indicated and is applied to reduce the computation duty. The efficiency of this application is also discussed.