Optimized Wavelet Denoising for Self-Similar $\alpha $ -Stable Processes

We investigate the performance of wavelet shrinkage methods for the denoising of symmetric-α-stable (SαS) self-similar stochastic processes corrupted by additive white Gaussian noise (AWGN), where α is tied to the sparsity of the process. The wavelet transform is assumed to be orthonormal and the shrinkage function minimizes the mean-square approximation error (MMSE estimator). We derive the corre...