Title :
Fourier and filterbank analyses of signal-dependent noise
Author_Institution :
Dept. of Stat. One Oxford Street, Harvard Univ., Cambridge, MA
fDate :
March 31 2008-April 4 2008
Abstract :
Owing to the lack of resolution of the measurement and the randomness inherent in the signal and the measuring devices, the measurement noise is often signal-dependent. Although the statistical modeling of filterbank, wavelets, and short-time Fourier coefficients enjoys immense popularity, transform-based estimation of signal is difficult because the effects of signal-dependent noise permeate across multiple coefficients and subbands. In this work, we show how a general class of signal-dependent noise can be characterized to an arbitrary precision in a Haar filterbank and Fourier representation. The structure of noise in the transform domain admits a variant of Stein´s unbiased estimate of risk conducive to processing the corrupted signal in the transform domain, and estimators involving Poisson processes are discussed.
Keywords :
AWGN; Fourier analysis; Haar transforms; signal denoising; Fourier analysis; Fourier representation; Haar filterbank; filterbank analyses; signal-dependent noise; AWGN; Additive white noise; Bayesian methods; Electrons; Filter bank; Fourier transforms; Gaussian noise; Noise measurement; Signal analysis; Wavelet transforms; Bayesian estimation; Fourier transform; Stein’s unbiased estimate of risk; filterbank; signal-dependent noise;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2008. ICASSP 2008. IEEE International Conference on
Conference_Location :
Las Vegas, NV
Print_ISBN :
978-1-4244-1483-3
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2008.4518410