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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Douma, S.G. de Hoog, T.J. Van den Hof, P.M.J. |
| Copyright Year | 2000 |
| Description | Author affiliation: Dept. of Appl. Phys., Delft Univ. of Technol., Netherlands (Douma, S.G.) |
| Abstract | A variance reduction scheme is presented for non-parametric transfer function estimators based on the use of wavelets as an alternative to the traditional spectral windowing. The latter can be generalized into a variance reduction method based on thresholding (omitting or altering) the coefficients of an orthogonal series expansion of the estimator to be smoothed. The choice of threshold level is crucial, distinguishing between coefficients related predominantly to estimation errors and those associated with the underlying true function. The standard wavelet threshold operation with a constant or level-dependent threshold can not be applied to wavelet coefficients of spectral density functions. The nonstationarity in the statistical properties of these estimators reveals itself in the wavelet domain as significant peaks. An efficient threshold level should follow the standard deviation of each wavelet coefficient. New exact expressions of the standard deviation are presented. An estimator based on these expressions is proved to provide an appropriate threshold level. |
| Starting Page | 3327 |
| Ending Page | 3330 |
| File Size | 393161 |
| Page Count | 4 |
| File Format | |
| ISBN | 0780366387 |
| ISSN | 01912216 |
| DOI | 10.1109/CDC.2000.912213 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2000-12-12 |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Transfer functions Wavelet coefficients Noise reduction Discrete wavelet transforms Estimation error Density functional theory Ear Wavelet analysis Control systems Physics |
| Content Type | Text |
| Resource Type | Article |
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