Universal Denoising of Discrete-Time Continuous-Amplitude Signals

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Publication:3604875

DOI10.1109/TIT.2008.2006438zbMATH Open1319.94022arXiv0807.3396OpenAlexW2564427589MaRDI QIDQ3604875FDOQ3604875

Tsachy Weissman, K. Sivaramakrishnan

Publication date: 24 February 2009

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Abstract: We consider the problem of reconstructing a discrete-time signal (sequence) with continuous-valued components corrupted by a known memoryless channel. When performance is measured using a per-symbol loss function satisfying mild regularity conditions, we develop a sequence of denoisers that, although independent of the distribution of the underlying `clean' sequence, is universally optimal in the limit of large sequence length. This sequence of denoisers is universal in the sense of performing as well as any sliding window denoising scheme which may be optimized for the underlying clean signal. Our results are initially developed in a ``semi-stochastic setting, where the noiseless signal is an unknown individual sequence, and the only source of randomness is due to the channel noise. It is subsequently shown that in the fully stochastic setting, where the noiseless sequence is a stationary stochastic process, our schemes universally attain optimum performance. The proposed schemes draw from nonparametric density estimation techniques and are practically implementable. We demonstrate efficacy of the proposed schemes in denoising gray-scale images in the conventional additive white Gaussian noise setting, with additional promising results for less conventional noise distributions.


Full work available at URL: https://arxiv.org/abs/0807.3396






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