Estimation of fractal signals using wavelets and filter banks

A filter bank design based on orthonormal wavelets and equipped with a multiscale Wiener filter was recently proposed for signal restoration and for signal smoothing of 1/f family of fractal signals corrupted by external noise. The conclusions obtained in these papers are based on the following simplificative hypotheses: (1) The wavelet transformation is a whitening filter, and (2) the approximation term of the wavelet expansion can be avoided when the number of octaves in the multiresolution analysis is large enough. In this paper, we show that the estimation of 1/f processes in noise can be improved avoiding these two hypotheses. Explicit expressions of the mean-square error are given, and numerical comparisons with previous results are shown.