Denoising via nonorthogonal wavelet transforms

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In most applications in signal analysis and image processing the observed data sets are contami\-nated by noise. An important issue in the context of the signal decontamination issue is how to estimate the underlying clear signal from the set of noisy observations. A method proposed earlier [\textit{D. L. Donoho} and \textit{I. M. Johnstone}, Biometrika 81, 425--455 (1994; Zbl 0815.62019); \textit{D. L. Donoho}, IEEE Trans. Inf. Theory 41, 613--627 (1995; Zbl 0820.62002)], which is concerned with the situation of detecting a signal in additive Gaussian white noise, provides a step forward in solving the denoising problem via thresholding of orthogonal wavelet coefficients. The present paper contains the stochastic noise model and reexamines the three main results of this denoising procedure, namely results on the threshold-selection, the quality of the \(L^2\)-approximation, and the smoothness characterization of the denoised function. These three topics are investigated with respect to biorthogonal and redundant wavelet transforms. Specifically, the authors study whether the original denoising procedure proposed by Donoho and Johnstone for orthogonal discrete wavelet transforms can be transfered to the case of using non-orthogonal wavelet transforms. Of course, the application of non-orthogonal wavelet transforms leads to the appearance of non-zero cross-correlation functions. The analysis demonstrates that a generalization of the denoising scheme to non-orthogonal wavelet transforms requires some modifications of the original decontamination scheme. It is evident that non-zero cross-correlations require a larger scale-wavelet dependent threshold than the uniform threshold for orthogonal discrete wavelet transforms. For the entire collection see [Zbl 0996.00017].




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