Noise reduction by wavelet soft shrinking
"Soft shrinking" removes noise from the input signal x by the
- compute the discrete wavelet transform of x
- replace each value d of each detail signal by
where the threshold t is ,
r is the noise level, and N the length of x.
- number n of octaves (decomposition depth)
- noise level r (standard deviation)
"Soft shrinking" is used for the filtering of nonstationary time series,
and the smoothing of signals with unknown type of noise.
y = WaveletSoftShrink(x,n,r);
Define wavelet, Load wavelet,
Save wavelet, Decompose,
Reconstruct, Hard shrinking,