5. Application example: denoising, inverse problem
It often happens (indeed, it's the most common situation) that signals acquired from physical measurements are corrupted by measurement noise and/or modified by a device response. In such cases, observations are of the form
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where b is additive (unknown) noise and Φ is a transformation reflecting the measurement. Φ is often modeled by a linear operator. The denoising problem assumes that Φ is the identity, and we then seek to restore from observation y a signal as close as possible to x, making assumptions about noise b. In the inverse...
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(1) - CARMONA (R.), HWANG (W.L.), TORRÉSANI (B.) -
Practical Time-Frequency Analysis : continuous wavelet and Gabor transforms, with an implementation in S
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volume 9 of Wavelet Analysis and its Applications. Academic Press, San Diego (1998).
(2)...
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