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kuwisdelu / matter

Out-of-core statistical computing and signal processing
http://www.cardinalmsi.org
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Add noise estimation for multidimensional signals #28

Closed kuwisdelu closed 1 month ago

kuwisdelu commented 2 months ago

We need robust noise estimation in for N-D signals.

We have x(t) = f(t) + n(t) and want to determine n(t).

We can use a filter to estimate f^(t) from x(t), then estimate n^(t) = x(t) - f^(t).

Then we can summarize the noise n^(t) using sd(), mad(), quantile(), etc.

What filter to use for estimating f^(t)? Gaussian? Mean? Median?

kuwisdelu commented 1 month ago

Initial draft of functionality added in https://github.com/kuwisdelu/matter/commit/a522beff61763b398ec43955e1da645bd14de470