Differentiating noisy radiocommunications signals: wavelet estimation of a derivative in the presence of heteroscedastic noise

Radio scientists require estimates of the rate of change in rain-induced signals. Unfortunately, these signals are observed in the presence of atmospheric noise, which has a variance that is dependent on temperature, pressure and other climatic variables. We develop a systematic approach to the problem, using wavelet differentiation combined with coefficient-dependent thresholding, and illustrate the considerable benefits that this provides over more conventional techniques. Copyright 2005 Royal Statistical Society.