Maximal Entropy Principle Wavelet Denoising

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作者
Gao, Jian-Bo
Yang, Heng
Hu, Xin-Yao
Hu, Dong-Cheng
机构
[1] Department of Automation, Tsinghua University, Beijing 100084, China
[2] Department of Chemistry, Tsinghua University, Beijing 100084, China
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In the filed of wavelet denoising, an essential problem is how to determine the cutting threshold of wavelet coefficients that divides the coefficients corresponding to signal and noise respectively. The wavelet denoising method discussed here determines this threshold by using the maximal entropy principle (MEP) of information theory. From the basic principle of probalility theory, it can be deduced that the detailed wavelet coefficients sequence of an arbitrary distributed random noise sequence satisfies a normal distribution. Based on this conclusion, an optimal threshold is determined using MEP. Such that the coefficients whose absolute values are less than the threshold satisfies a normal probabilistic distribution. This threshold is an optimal value that distinguishes the wavelet coefficients of signal and noise in view of statistics. The simulation analysis using spectral data and the comparison with other methods showed that this method provides a best improvement of signal-to-noise ratio, and its performance is least sensitive to the change of signal-to-noise ratio.
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