Wavelet Toolbox    

Penalized threshold for wavelet 1-D or 2-D de-noising



THR = wbmpen(C,L,SIGMA,ALPHA) returns global threshold THR for de-noising. THR is obtained by a wavelet coefficients selection rule using a penalization method provided by Birge-Massart.

[C,L] is the wavelet decomposition structure of the signal or image to be de-noised.

SIGMA is the standard deviation of the zero mean Gaussian white noise in de-noising model (see wnoisest for more information).

ALPHA is a tuning parameter for the penalty term. It must be a real number greater than 1. The sparsity of the wavelet representation of the de-noised signal or image grows with ALPHA. Typically ALPHA = 2.

THR minimizes the penalized criterion given by

let t* be the minimizer of

where c(k) are the wavelet coefficients sorted in decreasing order of their absolute value and n is the number of coefficients; then THR = c(t*).

wbmpen(C,L,SIGMA,ALPHA,ARG) computes the global threshold and, in addition, plots three curves:


See Also
wden, wdencmp, wpbmpen, wpdencmp

  waverec2 wcodemat