Name
Title | ||
|---|---|---|
Asymptotic behavior of the minimum mean squared error threshold fornoisy wavelet coefficients of piecewise smooth signals |
Abstract | ||
|---|---|---|
This paper investigates the asymptotic behavior of the minimum risk threshold for wavelet coefficients with additive, homoscedastic, Gaussian noise and for a soft-thresholding scheme. We start from N samples from a signal on a continuous time axis. For piecewise smooth signals and for N→∞, this threshold behaves as C√(2logN)σ, where σ is the noise standard-deviation. The paper contains an original proof for this asymptotic behavior as well as an intuitive explanation. The paper also discusses the importance of this asymptotic behavior for practical cases when we estimate the minimum risk threshold |
Year | DOI | Venue |
|---|---|---|
2001 | 10.1109/78.923292 | IEEE Transactions on Signal Processing |
Keywords | Field | DocType |
continuous time axis,practical case,piecewise smooth signal,asymptotic behavior,intuitive explanation,error threshold fornoisy wavelet,minimum risk threshold,noise standard-deviation,original proof,Asymptotic behavior,N sample,Gaussian noise | Mathematical optimization,Mean squared error,Estimation theory,Gaussian noise,Asymptotic analysis,Piecewise,Mathematics,Wavelet transform,Estimator,Wavelet | Journal |
Volume | Issue | ISSN |
49 | 6 | 1053-587X |
Citations | PageRank | References |
8 | 0.89 | 4 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Maarten Jansen | 1 | 119 | 15.20 |
| A. Bultheel | 2 | 117 | 17.02 |