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thselect

Threshold selection for de-noising

Calling Sequence

THR = thselect(X,TPTR)

Parameters

X
: input vector with scaled white noise (N(0,1))
TPTR

: defines selection rules for thresholding

: TPTR = 'rigrsure', adaptive threshold selection using principle of Stein's Unbiased Risk Estimate.

: TPTR = 'heursure', heuristic variant of the first option.

: TPTR = 'sqtwolog', threshold is sqrt(2*log(length(X))).

: TPTR = 'minimaxi', minimax thresholding.

Description

Threshold selection for de-noising. The algorithm works only if the signal X has a white noise of N(0,1). Dealing with unscaled or nonwhite noise can be handled using rescaling of the threshold.

Examples

init = 2055415866; rand('seed',init); 
x = rand(1,1000,'normal');
 
thr = thselect(x,'rigrsure') 

thr = thselect(x,'sqtwolog') 

thr = thselect(x,'heursure') 

thr = thselect(x,'minimaxi')

Authors

Holger Nahrstaedt

See Also

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