Simultaneous wavelet and spline smoothing of noisy data

  • Authors:

  • P. L. Ainsleigh;C. K. Chui

  • Affiliations:

  • Naval Research Laboratory, Underwater Sound Reference Detachment, Orlando, FL;Departments of Electrical Engineering and of Mathematics, Texas A&M University, College Station, TX

  • Venue:
  • ICASSP'93 Proceedings of the 1993 IEEE international conference on Acoustics, speech, and signal processing: digital speech processing - Volume III
  • Year:
  • 1993

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Abstract

We propose two new octavewise algorithms for data smoothing based on spline wavelets. These algorithms utilize the time and frequency localization capabilities of wavelets to selectively smooth certain time windows within each octave and to allow more degrees of freedom in smoothing the individual frequency bands. For cases where some a priori information concerning the location of the noise within the octaves is known, we propose a simple FIR filtering scheme to smooth the data. A more optimal technique using generalized cross validation with multiple smoothing parameters is also proposed.