[2] HONG L,CHEN G R,CHUI C K.A Filter-bank-based Kalman Filtering Technique for Wavelet Estimation and Decomposition of Random Signal[J].IEEE Trans.On Circuits and systems Ⅱ:Analog and Digital Signal Processing,1998,45(2):237-241

[3] WEN X B,TIAN Z,LIN W.Robust Kalman Filter and Smoothing Recursive Estimator for Multiscale Autoregressive Process[C]//ICSP'04.7th International Conf.Beijing:IEEE,2004,1(1):364-367

[6] MALLAT S.A Wavelet Tour of Signal Processing(Second Edition)[M].San Diego:Academic Press,1999

[8] DONOHO D L.Denoising by soft thresholding[J].IEEE Trans on Information Theory,1995,41(3):613-627