Reconstruction of bandlimited signals from noisy data by thresholding

The problem of recovering bandlimited signals from discrete and noisy data is studied. A nonlinear signal processing algorithm based on thresholding noisy data prior to reconstruction is proposed for improving the accuracy and robustness of reconstruction. The upper bound and the exact formula for mean integrated squared error of the proposed reconstruction scheme is established. The performance of the proposed reconstruction scheme is compared to that of the classical Whittaker-Shannon interpolation scheme.