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wbmpen

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

Calling Sequence

THR = wbmpen(C,L,SIGMA,ALPHA)
wbmpen(C,L,SIGMA,ALPHA,ARG)

Parameters

THR:

global threshold. 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 the de-noising model (see WNOISEST for more information).

ALPHA:

is a tuning parameter for the penalty term and 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.

ARG:

do some plotting

Description

THR minimizes the penalized criterion given by: let t* be the minimizer of crit(t) = -sum(c(k)^2,k<=t) + 2*SIGMA^2*t*(ALPHA + log(n/t)) 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*)|.

See also


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