Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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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)
  • Received : 2015.01.04
  • Accepted : 2015.02.20
  • Published : 2015.03.31
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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.

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References

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