Digital Signal Processing Reference
In-Depth Information
ered a nonparametric method, i.e., it makes no a priori assumption. It is distinct from
parametric methods in which parameters must be estimated for a particular model
that is assumed a priori. For example, the most popular parametric method is that of
using least squares estimation.
13.3.1 Additive Gaussian White Noise Model
The following is a measurement model:
Y(k)
=
X(k)
+
B(k)
(13.10)
where Y(k) is the measurement signal of size N , X(k) is the a priori unknown
useful signal, and B(k) is a random noise perturbation (usually assumed to be white
Gaussian with variance σ 2 ).
The elimination or reduction of this additive noise can be achieved nonlinearly by
using multiresolution analysis under the assumption that the appropriate choice of a
decomposition basis allows discrimination of the useful signal from noise. The un-
derlying idea is that the useful signal can be described by a small number of coeffi-
cients of high-amplitude wavelets, and that the noise is spread across all coefficients.
This hypothesis justifies, in part, the traditional use of denoising by thresholding.
If d j (k) represent the wavelet coefficients of the measured signal, the estimation
of the wavelet coefficients of the useful signal, denoted d
j (k) , is generated by two
types of thresholding:
Hard thresholding
d j (k) if
d j (k)
|
|
>S ,
d
j (k)
=
(13.11)
0
otherwise;
Soft thresholding
d j (k)
S if d j (k)>S ,
d j (k) + S if d j (k)< S ,
0
d
j (k)
=
(13.12)
otherwise
σ 2ln N where N is the size of the measured signal, and σ represents the
noise standard deviation.
A robust estimator of σ is given by:
=
with S
Med d 1 (k)
σ
=
1 . 4826
×
(13.13)
d 1 (k)
where Med
|
|
designates the median value of the wavelet coefficients, for
d 1 (k)
j
=
1, in increasing order
{|
|
, 0
k
N/ 2
}
.
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