Based on the orthogonal multiwavelet model of 1/f signals, smoothing fractal signals from white Gaussian noise with multiwavelet filter is proposed. The proposed multiwavelet method is very simple and easy to realize....Based on the orthogonal multiwavelet model of 1/f signals, smoothing fractal signals from white Gaussian noise with multiwavelet filter is proposed. The proposed multiwavelet method is very simple and easy to realize. Compared with Wornell's single wavelet method, the new method has r filtering factors at each scale and has higher filtering speed, where r is the multiplicity of multiwavelet. Also due to the advantages of multiwavelet, the multiwavelet method performs better than that of Wornell's. Simulation results verify the analysis, and Wornell's method is the special case of our method when r = 1.展开更多
This paper studies wavelet estimations for supersmooth density functions with additive noises. We first show lower bounds of Lprisk(1 p < ∞) with both moderately and severely ill-posed noises. Then a Shannon wavel...This paper studies wavelet estimations for supersmooth density functions with additive noises. We first show lower bounds of Lprisk(1 p < ∞) with both moderately and severely ill-posed noises. Then a Shannon wavelet estimator provides optimal or nearly-optimal estimations over Lprisks for p 2, and a nearly-optimal result for 1 < p < 2 under both noises. In the nearly-optimal cases, the ratios of upper and lower bounds are determined. When p = 1, we give a nearly-optimal estimation with moderately ill-posed noise by using the Meyer wavelet. Finally, the practical estimators are considered. Our results are motivated by the work of Pensky and Vidakovic(1999), Butucea and Tsybakov(2008), Comte et al.(2006), Lacour(2006) and Lounici and Nickl(2011).展开更多
基金Supported by the National Laboratory of Space Microwave Technology Foundation(No.51473030105JB3201).
文摘Based on the orthogonal multiwavelet model of 1/f signals, smoothing fractal signals from white Gaussian noise with multiwavelet filter is proposed. The proposed multiwavelet method is very simple and easy to realize. Compared with Wornell's single wavelet method, the new method has r filtering factors at each scale and has higher filtering speed, where r is the multiplicity of multiwavelet. Also due to the advantages of multiwavelet, the multiwavelet method performs better than that of Wornell's. Simulation results verify the analysis, and Wornell's method is the special case of our method when r = 1.
基金supported by National Natural Science Foundation of China (Grant Nos. 11526150, 11601383 and 11271038)
文摘This paper studies wavelet estimations for supersmooth density functions with additive noises. We first show lower bounds of Lprisk(1 p < ∞) with both moderately and severely ill-posed noises. Then a Shannon wavelet estimator provides optimal or nearly-optimal estimations over Lprisks for p 2, and a nearly-optimal result for 1 < p < 2 under both noises. In the nearly-optimal cases, the ratios of upper and lower bounds are determined. When p = 1, we give a nearly-optimal estimation with moderately ill-posed noise by using the Meyer wavelet. Finally, the practical estimators are considered. Our results are motivated by the work of Pensky and Vidakovic(1999), Butucea and Tsybakov(2008), Comte et al.(2006), Lacour(2006) and Lounici and Nickl(2011).
