Averaged probability of the error in calculating wavelet coefficients for the random sample size (Q2314461)
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English | Averaged probability of the error in calculating wavelet coefficients for the random sample size |
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Averaged probability of the error in calculating wavelet coefficients for the random sample size (English)
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23 July 2019
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While analyzing data obtained during the processing of signals, in certain situations, it is desirable to reduce the noise in signals. This is achieved by using a wavelet transform which takes into account the intra correlations in adjacent samples of a digital signal. The small wavelet coefficients are usually ignored and replaced by zero, without affecting the signal. This assumption compresses the data in a digital channel and transfers it faster and economically. A further commonly used technique is to ignore the coefficients whose absolute values do not exceed a given threshold. The models studied in the literature assume that there are a fixed number of empirical wavelet coefficients. Asymptotic optimal thresholds are calculated and orders of different loss functions based on ``probability of error in estimation'' criterion. In this paper, the author considers a situation where the model is such that the number of wavelet coefficients of the signal function is random with a white noise distributed as Gaussian.
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wavelet transform
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random sample size
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Gaussian noise
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probability of error in estimate
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white noise
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signal denoising
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