Signal denoising using principal curves: Application to timewarping

One of the most important problems with current time warping algorithms in the literature is sensitivity to noise. To improve the noise robustness of the current algorithms, we propose a denoising step based on the likelihood maximization of the pairwise signals. This approach is independent of the selection of the particular time warping algorithm, and can be coupled with any algorithm in the literature. Improvement in noise robustness not only brings increased robustness to current time warping applications, but also may trigger new application areas where the signals that need to be compared are buried in noise.