基于迭代方法的软阈值估计小波去噪

基于小波变换的阈值去噪方法依赖于信号的长度和噪声的方差。在大多数情况下,噪声的方差是未知的,需要对其进行估计。提出一种基于软阈值函数估计阈值大小的算法。该算法是一种迭代算法,证明了该算法的收敛性,并分析了该算法运算量。数值实验表明该算法估计阈值的准确性和MAD方法相当,同时计算量远远小于MAD方法。

Wavelet denoising to estimate the soft-threshold based on iterative methods

Thresholding based on wavelet depends on the length of the signal and the level of the noise.In most cases,the variance of the noise is unknown,so it needs to be estimated.This paper proposes an iterative method to estimate the threshold based on soft-thresholding.The convergence of the iterative algorithm is proved,and an analysis of the computational time is given.Numerical experiment shows that the algorithm is competitive to the MAD method,and the computational time is much less than MAD method.