Quasi-optimal algorithm of estimating the coefficients of wavelet expansions during signal filtration

Yu. E. Voskoboinikov, Alexander V. Gochakov · Optoelectronics Instrumentation and Data Processing · 2010

The proposed algorithm calculates its own filtration factor for each coefficient of the wavelet expansion of a noisy signal. The optimal filtration factor depends on the signal-to-noise ratio, which is estimated with a specially constructed iterative procedure. The limit points of this procedure are determined. A computational experiment performed shows that the proposed approach can be effectively used in problems of filtration and compression of noisy signals and images.

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