Denoising and robust nonlinear wavelet analysis
A. Gregory Bruce, David L. Donoho, Hong‐Ye Gao, R. Douglas Martin · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1994
In a series of papers, Donoho and Johnstone develop a powerful theory based on wavelets for extracting non-smooth signals from noisy data. Several nonlinear smoothing algorithms are presented which provide high performance for removing Gaussian noise from a wide range of spatially inhomogeneous signals. However, like other methods based on the linear wavelet transform, these algorithms are very sensitive to certain types of non-Gaussian noise, such as outliers. In this paper, we develop outlier resistant wavelet transforms. In these transforms, outliers and outlier patches are localized to just a few scales. By using the outlier resistant wavelet transform, we improve upon the Donoho and Johnstone nonlinear signal extraction methods. The outlier resistant wavelet algorithms are included with the 'S+WAVELETS' object-oriented toolkit for wavelet analysis.