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http://dx.doi.org/10.5351/CSAM.2015.22.2.159

Signal Reconstruction by Synchrosqueezed Wavelet Transform  

Park, Minsu (Department of Statistics, Seoul National University)
Oh, Hee-Seok (Department of Statistics, Seoul National University)
Kim, Donghoh (Department of Applied Mathematics, Sejong University)
Publication Information
Communications for Statistical Applications and Methods / v.22, no.2, 2015 , pp. 159-172 More about this Journal
Abstract
This paper considers the problem of reconstructing an underlying signal from noisy data. This paper presents a reconstruction method based on synchrosqueezed wavelet transform recently developed for multiscale representation. Synchrosqueezed wavelet transform based on continuous wavelet transform is efficient to estimate the instantaneous frequency of each component that consist of a signal and to reconstruct components. However, an objective selection method for the optimal number of intrinsic mode type functions is required. The proposed method is obtained by coupling the synchrosqueezed wavelet transform with cross-validation scheme. Simulation studies and musical instrument sounds are used to compare the empirical performance of the proposed method with existing methods.
Keywords
Cross-validation; empirical mode decomposition; intrinsic mode type function; synchrosqueezed wavelet transform; wavelets;
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