Study on denoising of fractal signal based on Shannon entropy

In this paper, the wavelet coefficients´ Shannon entropy of 1/f fractal signal and white noise at different scales is analyzed. Based on the proportion of wavelet coefficients´ Shannon entropy of 1/f signal with that of signal polluted by noise at each scale, a new method of estimating 1/f fractal signal from added white noise is proposed in this paper. The simulation results show that this method is effective and practicable. Since it doesn´t need to know the parameters of fractal signal and the statistical characteristic of added white noise in advance, this method is suitable in many situations.