Abstract
The purpose of the work is to present successful applications of a modified wavelet shrinkage method for the accurate and fast estimation of a transfer function. Although the experimental process of determining a transfer function introduces not only Gaussian but also non-Gaussian noises, most existing estimation methods are based only on a Gaussian noise model. To overcome this limitation, we propose to employ a modified wavelet shrinkage method in which L1 -based median filtering and L2 -based wavelet shrinkage are applied repeatedly. The underlying theory behind this approach is briefly explained and the superior performance of this modified wavelet shrinkage technique is demonstrated by a numerical example.