SURE threshold for denoising complex signals with Waveshrink
Guohua Wei, Siliang Wu · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2003
Waveshrink has been proven to be a powerful tool for the problem of signal extraction from noisy data. A key step of the procedure is the selection of the threshold parameter. Donoho and Johnstone propose of the threshold based on a SURE procedure for real signals. In this paper, we discuss the issue of threshold selection for complex signals in Waveshrink. We first review the threshold selection procedure based minimax thresholds and then propose to extend the use of SURE procedure for denoising complex signals with complex wavelet transforms. At last, an example is used to show that the extended SURE procedure is an effective method for denoising complex signals.