Connection between SVD and Discrete Fourier Transform for Denoising

6k Views Asked by At

Denoising signals (in particular, 2D arrays, such as images) can be done by removing the high frequency components of the discrete Fourier transform (which is related to convolution with a Gaussian kernel) or by removing the smallest singular values. I was wondering if there is a known, specific mathematical connection between these two approaches.

I've seen a little discussion on the topic here and here, but I didn't really glean much specifically except the mention of circulant matrices.