Wavelet Toolbox    

Thresholds for wavelet 1-D using Birge-Massart strategy



[THR,NKEEP] = wdcbm(C,L,ALPHA,M) returns level-dependent thresholds THR and numbers of coefficients to be kept NKEEP, for de-noising or compression. THR is obtained using a wavelet coefficients selection rule based on the Birge-Massart strategy.

[C,L] is the wavelet decomposition structure of the signal to be de-noised or compressed, at level j = length(L)-2.
ALPHA and M must be real numbers greater than 1.

THR is a vector of length j, THR(i) contains the threshold for level i.

NKEEP is a vector of length j, NKEEP(i) contains the number of coefficients to be kept at level i.

j, M and ALPHA define the strategy:

Typically ALPHA = 1.5 for compression and ALPHA = 3 for de-noising.

A default value for M is M = L(1), the number of the coarsest approximation coefficients, since the previous formula leads for i = j+1, to nj+1 = M = L(1). Recommended values for M are from L(1) to 2*L(1).

wdcbm(C,L,ALPHA) is equivalent to wdcbm(C,L,ALPHA,L(1)).


See Also
wden, wdencmp, wpdencmp


Birgé, L.; P. Massart (1997), "From model selection to adaptive estimation," in D. Pollard (ed), Festchrift for L. Le Cam, Springer, pp. 55-88.

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