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thselect

Threshold selection for de-noising

Syntax

Description

thselect is a one-dimensional de-noising oriented function.

THR = thselect(X,TPTR) returns threshold X-adapted value using selection rule defined by string TPTR.

Available selection rules are

TPTR = 'rigrsure', adaptive threshold selection using principle of Stein's Unbiased Risk Estimate.

TPTR = 'heursure', heuristic variant of the first option.

TPTR = 'sqtwolog', threshold is sqrt(2*log(length(X))).

TPTR = 'minimaxi', minimax thresholding.

Threshold selection rules are based on the underlying model y = f(t) + e where e is a white noise N(0,1). Dealing with unscaled or nonwhite noise can be handled using rescaling output threshold THR (see SCAL parameter in wden for more information).

Available options are

Examples

See Also
wden

References

Donoho, D.L. (1993), "Progress in wavelet analysis and WVD: a ten minute tour," in Progress in wavelet analysis and applications, Y. Meyer, S. Roques, pp. 109-128. Frontières Ed.

Donoho, D.L.; I.M. Johnstone (1994), "Ideal spatial adaptation by wavelet shrinkage," Biometrika, vol 81, pp. 425-455.

Donoho, D.L. (1995), "De-noising by soft-thresholding," IEEE Trans. on Inf. Theory, 41, 3, pp. 613-627.


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