  A method of determining the optimum number of levels of decomposition in
soft-thresholding wavelet denoising using Stationary Wavelet Transform is
presented here. The method calculates the risk at each level of decomposition
using Steins Unbiased Risk Estimate, analogous to calculating the sum square
error of the denoising process. The SURE risk is found to reach minimum at the
same level of decomposition as the sum square error. The advantage of this
method is that the clean signal need not be known a priori. The method can be
used with either a priori known noise variance or an estimate of the noise
variance. This allows the determination of the optimum level of decomposition
for wavelet denoising of an unknown signal so long as the noise variance can be
estimated.
