The Wavelet Digest Homepage
Return to the homepage
Search the complete Wavelet Digest database
Help about the Wavelet Digest mailing list
About the Wavelet Digest
The Digest The Community
 Latest Issue  Back Issues  Events  Gallery
The Wavelet Digest
   -> Volume 3, Issue 11


Preprint: Wavelet Thresholding Techniques for Power Spectrum...
 
images/spacer.gifimages/spacer.gif Reply into Digest
Previous :: Next  
Author Message
moulin@bellcore.com (Pierre Moulin)
Guest





PostPosted: Mon Dec 02, 2002 1:12 pm    
Subject: Preprint: Wavelet Thresholding Techniques for Power Spectrum...
Reply with quote

Preprint: Wavelet Thresholding Techniques for Power Spectrum...

The following preprint is available by anonymous ftp from flash.bellcore.com
as pub/moulin/wavSE.tar.Z. On UNIX systems:
uncompress wavSE.tar.Z
tar xvf wavSE.tar

Wavelet Thresholding Techniques for Power Spectrum Estimation
(to appear in IEEE Trans. on Signal Processing, Nov. 94)

by P. Moulin

Estimation of the power spectrum $S(f)$ of a stationary random process
can be viewed as a nonparametric statistical estimation problem.
We introduce a nonparametric approach based on a wavelet representation
for the logarithm of the unknown $S(f)$. This approach offers the ability
to capture statistically significant components of $ln S(f)$ at different
resolution levels and guarantees nonnegativity of the spectrum estimator.
The spectrum estimation problem is set up as a problem of inference on
the wavelet coefficients of a signal corrupted by additive non-Gaussian noise.
We propose a wavelet thresholding technique to solve this problem under
specified noise/resolution tradeoffs and show that the wavelet coefficients
of the additive noise may be treated as independent random variables.
The thresholds are computed using a saddle-point approximation to
the distribution of the noise coefficients.
All times are GMT + 1 Hour
Page 1 of 1

 
Jump to: 
 


disclaimer - webmaster@wavelet.org
Powered by phpBB

This page was created in 0.025744 seconds : 18 queries executed : GZIP compression disabled