10-04-2017, 07:54 PM
This example discusses the problem of signal recovery from noisy data. The general denoising procedure involves three steps. The basic version of the procedure follows the steps described below:
Decompose: Choose a wavelet, choose a level N. Compute the wavelet decomposition of the signal at level N.
Threshold detail coefficients: For each level from 1 to N, select a threshold and apply soft thresholding to the detail coefficients.
Reconstruct: Compute wavelet reconstruction using the original approximation coefficients of level N and the modified detail coefficients of levels from 1 to N.
Two points must be addressed in particular:
how to choose the threshold,
and how to perform the thresholding.