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Browse Journals & Magazines > Signal Processing, IEEE Trans ...> Volume:49 Issue:6 Help

Asymptotic behavior of the minimum mean squared error threshold for noisy wavelet coefficients of piecewise smooth signals

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2 Author(s)
Jansen, M. ; Dept. of Comput. Sci., Belgian Found. for Sci. Res., Heverlee, Belgium ; Bultheel, A.

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

Published in:
Signal Processing, IEEE Transactions on  (Volume:49 ,  Issue: 6 )

Date of Publication: Jun 2001

Page(s):
1113 - 1118
ISSN :
1053-587X
INSPEC Accession Number:
6942981
Digital Object Identifier :
10.1109/78.923292
Product Type:
Journals & Magazines
Date of Current Version :
07 August 2002
Issue Date :
Jun 2001
Sponsored by :
IEEE Signal Processing Society

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