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A new method for variance estimation of white noise corrupting a signal

  • Jun Han
  • , Lijun Xu*
  • *Corresponding author for this work
  • Capital Normal University
  • Institute of Cancer Research and Royal Marsden NHS Trust

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Presented in this paper is a new method for estimating the variance of white noise corrupting a signal using Donoho and Johnstone (D-J) threshold. For piecewise smooth signals with limited number of incontinuities, the new method is insensitive to outliers, i.e., the large value coefficients associated to signal incontinuities, and is of higher efficiency than the median absolute deviation (MAD)-based variance estimator. Evaluation of the new method is implemented using a simulated piecewise smooth signal and a real differential pressure signal Comparisons with the MAD-based variance estimator are also given.

Original languageEnglish
Title of host publicationIMTC'06 - Proceedings of the IEEE Instrumentation and Measurement Technology Conference
Pages1447-1451
Number of pages5
DOIs
StatePublished - 2006
Externally publishedYes
EventIMTC'06 - IEEE Instrumentation and Measurement Technology Conference - Sorrento, Italy
Duration: 24 Apr 200627 Apr 2006

Publication series

NameConference Record - IEEE Instrumentation and Measurement Technology Conference
ISSN (Print)1091-5281

Conference

ConferenceIMTC'06 - IEEE Instrumentation and Measurement Technology Conference
Country/TerritoryItaly
CitySorrento
Period24/04/0627/04/06

Keywords

  • Piece-wise smooth
  • Thresholding
  • Variance estimation
  • Wavelet transform
  • White noise

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