Robust signal extrapolation using wavelets

Abstract

A new approach for signal extrapolation based on wavelet representation: known as scale-time limited extrapolation and a denoising process is investigated in this research. We first examine a new signal modeling technique using wavelets and the corresponding scale-time limited signal extrapolation algorithm. Then, the sensitivity of the algorithm to noise is discussed, and a denoising algorithm based on the time-localization property of the wavelet transform is proposed. By integrating the denoising process and the iterative scale-time limited extrapolation algorithm, we obtain a very robust signal extrapolation algorithm for noisy data. A simulation result of signal extrapolation from noisy observed data is presented to illustrate the performance of the proposed robust signal extrapolation algorithm.<>