Best basis algorithm for signal enhancement
We propose a best basis algorithm for signal enhancement in white Gaussian noise. We base our search of best basis on a criterion of minimal reconstruction error of the underlying signal. We subsequently compare our simple error criterion to the Stein (1981) unbiased risk estimator, and provide a substantiating example to demonstrate its performance. A review is also given of noise removal by thresholding and of wavepacket orthonormal bases.