| 基于D-J阈值的加性白噪声方差估计改进方法研究 |
| |
| 引用本文： | 韩骏,何敬锁,刘菁.基于D-J阈值的加性白噪声方差估计改进方法研究[J].首都师范大学学报(自然科学版),2007,28(2):36-39,43. |
| |
| 作者姓名： | 韩骏 何敬锁 刘菁 |
| |
| 作者单位： | 1. 首都师范大学教育技术系,北京,100037
2. 都师范大学物理系,北京,100037 |
| |
| 摘 要： | 本文提出了一种基于D-J阈值的加性白噪声方差估计方法．与中值方差估计方法相比，采用本文提出的方法估计的噪声方差从统计意义上看更准确，并具有更小的离散性．本文通过模拟的逐段光滑信号来评价该方法的有效性，并给出了与中值方差估计方法的比较结果．结果显示特别是在信号采样序列的长度有限时，采用本文方法可以获得比中值估计方法更准确、更可靠的白噪声方差估计．
|
| 关 键 词： | 方差估计 加性白噪声 小波变换 D-J阈值 |
| 修稿时间： | 2006-07-04 |
D-J Threshold-Based Estimation of White Noise Variance |
| |
| Han Jun,He Jingshuo,Liu Jing.D-J Threshold-Based Estimation of White Noise Variance[J].Journal of Capital Normal University(Natural Science Edition),2007,28(2):36-39,43. |
| |
| Authors: | Han Jun He Jingshuo Liu Jing |
| |
| Institution: | 1.Department of Educational Technology, Capital Normal University, Beijing 100037; 2 Physics Department, Capital Normal University, Beijing 100037 |
| |
| Abstract: | In this paper,a Donoho and Johnstone(D-J) threshold-based approach for the estimation of variance of additive white noise corrupting a signal is presented.Compared with the median variance estimator,the variance estimated using this approach is more accurate and of smaller divergence in a statistical sense.In particular,when the sample sequence of a signal has a limited number of samples,the approach provides more reliable estimate of noise variance than themedian variance estimator.Evaluation of the approach is implemented using a simulated piecewise smooth signal.Comparisons with the median variance estimator are also given. |
| |
| Keywords: | Variance estimation additive white noise wavelet transform D-Jthreshold |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
