The USC Andrew and Erna Viterbi School of Engineering USC Signal and Image Processing Institute USC Ming Hsieh Department of Electrical Engineering University of Southern California

Technical Report USC-SIPI-254

“Robust Scale/Time-Limited Extrapolation with Denoising”

by Li-Chien Lin and C.-C. Jay Kuo

March 1994

We examine a new signal modeling technique using wavelets, and propose an iterative scale/time-limited extrapolation algorithm. The ill-posedness of the problem is discussed. To obtain a robust extrapolation scheme for handling noisy data, we incorporate the extrapolation algorithm with a denoising procedure which exploits the time-localization property of the wavelet transform. A numerical experiment is given to compare the proposed algorithm with the regularized extrapolation method.

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