Time Frequency Decomposition Example (Download Code)

This example compares Iterative Soft Thresholding (IST) to Least Angle Regression (LARS) when recovering two types of signal: a simple Dirac and a Fourier transformed Dirac.


The first plot shows a random noisy signal with spikes (in red), and it's reconstruction using IST (in blue). The two plots below that give true and estimated denoised signal, using ITS. The first plot denoises spikes in the time domain, the second plot denoises spikes in the fourier domain.

The following three plots follow the same notion as above, except using the Least Angle Regression solver. The first plot displays a randomly generated signal of spikes, and the lower two the denoising in the time domain and the fourier domain.