Denoising and Robust Non-Linear Wavelet Analysis

In a series of papers, Donoho and Johnstone develop a powerful theory based on wavelets for extracting nonsmooth signals from noisy data. Several nonlinear smoothing algorithms are presented which provide high performance for removing Gaussian noise from a wide range of spatially inhomogeneous signals. However, like other methods based on the linear wavelet transform, these algorithms are very sensitive to certain types of non-Gaussian noise, such as outliers. In this paper, we develop outlier resistant wavelet transforms. In these transforms, outliers and outlier patches are localized to just a few scales. By using the outlier resistant wavelet transforms, we improve upon the Donoho and Johnstone nonlinear signal extraction methods. The outlier resistant wavelet algorithms are included with the S+Wavelets object-oriented toolkit for wavelet analysis.