Robust filtering and smoothing with gaussian processes

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP) models. GPs are gaining increasing importance in signal processing, machine learning, robotics, and control for representing unknown system functions by posterior probability distributions. This modern way of system identification is more robust than finding point estimates of a parametric function representation. Our principled filtering/smoothing approach for GP dynamic systems is based on analytic moment matching in the context of the forward-backward algorithm. Our numerical evaluations demonstrate the robustness of the proposed approach in situations where other state-of-the-art Gaussian filters and smoothers can fail. © 2011 IEEE.

Evaluation of sets of oriented and non-oriented receptive fields as local descriptors

Local descriptors are increasingly used for the task of object recognition because of their perceived robustness with respect to occlusions and to global geometrical deformations. We propose a performance criterion for a local descriptor based on the tradeoff between selectivity and invariance. In this paper, we evaluate several local descriptors with respect to selectivity and invariance. The descriptors that we evaluated are Gaussian derivatives up to the third order, gray image patches, and Laplacian-based descriptors with either three scales or one scale filters. We compare selectivity and invariance to several affine changes such as rotation, scale, brightness, and viewpoint. Comparisons have been made keeping the dimensionality of the descriptors roughly constant. The overall results indicate a good performance by the descriptor based on a set of oriented Gaussian filters. It is interesting that oriented receptive fields similar to the Gaussian derivatives as well as receptive fields similar to the Laplacian are found in primate visual cortex.

Comparative evaluation of pedestrian detection methods for mobile bus surveillance

We present a comparative evaluation of the state-of-art algorithms for detecting pedestrians in low frame rate and low resolution footage acquired by mobile sensors. Four approaches are compared: a) The Histogram of Oriented Gradient (HoG) approach [1]; b) A new histogram feature that is formed by the weighted sum of both the gradient magnitude and the filter responses from a set of elongated Gaussian filters [2] corresponding to the quantised orientation, called Histogram of Oriented Gradient Banks (HoGB) approach; c) The codebook based HoG feature with branch-and-bound (efficient subwindow search) algorithm [3] and; d) The codebook based HoGB approach. Results show that the HoG based detector achieves the highest performance in terms of the true positive detection, the HoGB approach has the lowest false positives whilst maintaining a comparable true positive rate to the HoG, and the codebook approaches allow computationally efficient detection.

Estimação de frequência usando sensores de erro com atrasos adaptativos

This paper proposes a solution to improve the performance of the first order Early Error Sensing (EES) Adaptive Time Delay Tanlock Loops (ATDTL) presented in (Al-Zaabi, Al-Qutayri e Al-Araji, 2005), regarding to frequency estimation and tracking time. The EES-ATDTL are phaselocked-loops (PLL) used to hardware implementations, due to their simple structure. Fixed-points theorems are used to determine conditions for rapid convergence of the estimation process and a estimative of the frecuency input is obtained with a Gaussian filter that improves the gain adaptation. The mathematical models are the presented by (Al-Araji, Al-Qutayri e Al-Zaabi, 2006). Simulations have been performed to evaluate the theoretical results.

Image Space Adaptive Rendering

In this thesis, we develop an adaptive framework for Monte Carlo rendering, and more specifically for Monte Carlo Path Tracing (MCPT) and its derivatives. MCPT is attractive because it can handle a wide variety of light transport effects, such as depth of field, motion blur, indirect illumination, participating media, and others, in an elegant and unified framework. However, MCPT is a sampling-based approach, and is only guaranteed to converge in the limit, as the sampling rate grows to infinity. At finite sampling rates, MCPT renderings are often plagued by noise artifacts that can be visually distracting. The adaptive framework developed in this thesis leverages two core strategies to address noise artifacts in renderings: adaptive sampling and adaptive reconstruction. Adaptive sampling consists in increasing the sampling rate on a per pixel basis, to ensure that each pixel value is below a predefined error threshold. Adaptive reconstruction leverages the available samples on a per pixel basis, in an attempt to have an optimal trade-off between minimizing the residual noise artifacts and preserving the edges in the image. In our framework, we greedily minimize the relative Mean Squared Error (rMSE) of the rendering by iterating over sampling and reconstruction steps. Given an initial set of samples, the reconstruction step aims at producing the rendering with the lowest rMSE on a per pixel basis, and the next sampling step then further reduces the rMSE by distributing additional samples according to the magnitude of the residual rMSE of the reconstruction. This iterative approach tightly couples the adaptive sampling and adaptive reconstruction strategies, by ensuring that we only sample densely regions of the image where adaptive reconstruction cannot properly resolve the noise. In a first implementation of our framework, we demonstrate the usefulness of our greedy error minimization using a simple reconstruction scheme leveraging a filterbank of isotropic Gaussian filters. In a second implementation, we integrate a powerful edge aware filter that can adapt to the anisotropy of the image. Finally, in a third implementation, we leverage auxiliary feature buffers that encode scene information (such as surface normals, position, or texture), to improve the robustness of the reconstruction in the presence of strong noise.

On the decorrelation filtering of RL05 GRACE data for global applications

In autumn 2012, the new release 05 (RL05) of monthly geopotencial spherical harmonics Stokes coefficients (SC) from GRACE (Gravity Recovery and Climate Experiment) mission was published. This release reduces the noise in high degree and order SC, but they still need to be filtered. One of the most common filtering processing is the combination of decorrelation and Gaussian filters. Both of them are parameters dependent and must be tuned by the users. Previous studies have analyzed the parameters choice for the RL05 GRACE data for oceanic applications, and for RL04 data for global application. This study updates the latter for RL05 data extending the statistics analysis. The choice of the parameters of the decorrelation filter has been optimized to: (1) balance the noise reduction and the geophysical signal attenuation produced by the filtering process; (2) minimize the differences between GRACE and model-based data; (3) maximize the ratio of variability between continents and oceans. The Gaussian filter has been optimized following the latter criteria. Besides, an anisotropic filter, the fan filter, has been analyzed as an alternative to the Gauss filter, producing better statistics.

Patch-based and multiresolution optimum bilateral filters for denoising images corrupted by Gaussian noise

We propose optimal bilateral filtering techniques for Gaussian noise suppression in images. To achieve maximum denoising performance via optimal filter parameter selection, we adopt Stein's unbiased risk estimate (SURE)-an unbiased estimate of the mean-squared error (MSE). Unlike MSE, SURE is independent of the ground truth and can be used in practical scenarios where the ground truth is unavailable. In our recent work, we derived SURE expressions in the context of the bilateral filter and proposed SURE-optimal bilateral filter (SOBF). We selected the optimal parameters of SOBF using the SURE criterion. To further improve the denoising performance of SOBF, we propose variants of SOBF, namely, SURE-optimal multiresolution bilateral filter (SMBF), which involves optimal bilateral filtering in a wavelet framework, and SURE-optimal patch-based bilateral filter (SPBF), where the bilateral filter parameters are optimized on small image patches. Using SURE guarantees automated parameter selection. The multiresolution and localized denoising in SMBF and SPBF, respectively, yield superior denoising performance when compared with the globally optimal SOBF. Experimental validations and comparisons show that the proposed denoisers perform on par with some state-of-the-art denoising techniques. (C) 2015 SPIE and IS&T

Design of super-resolution filters with a Gaussian beam in optical data storage systems

Super-resolution filters based on a Gaussian beam are proposed to reduce the focusing spot in optical data storage systems. Both of amplitude filters and pure-phase filters are designed respectively to gain the desired intensity distributions. Their performances are analysed and compared with those based on plane wave in detail. The energy utilizations are presented. The simulation results show that our designed super-resolution filters are favourable for use in optical data storage systems in terms of performance and energy utilization.

Performance analysis of adaptive lattice filters for FM signals and alpha-stable processes

The performance of an adaptive filter may be studied through the behaviour of the optimal and adaptive coefficients in a given environment. This thesis investigates the performance of finite impulse response adaptive lattice filters for two classes of input signals: (a) frequency modulated signals with polynomial phases of order p in complex Gaussian white noise (as nonstationary signals), and (b) the impulsive autoregressive processes with alpha-stable distributions (as non-Gaussian signals). Initially, an overview is given for linear prediction and adaptive filtering. The convergence and tracking properties of the stochastic gradient algorithms are discussed for stationary and nonstationary input signals. It is explained that the stochastic gradient lattice algorithm has many advantages over the least-mean square algorithm. Some of these advantages are having a modular structure, easy-guaranteed stability, less sensitivity to the eigenvalue spread of the input autocorrelation matrix, and easy quantization of filter coefficients (normally called reflection coefficients). We then characterize the performance of the stochastic gradient lattice algorithm for the frequency modulated signals through the optimal and adaptive lattice reflection coefficients. This is a difficult task due to the nonlinear dependence of the adaptive reflection coefficients on the preceding stages and the input signal. To ease the derivations, we assume that reflection coefficients of each stage are independent of the inputs to that stage. Then the optimal lattice filter is derived for the frequency modulated signals. This is performed by computing the optimal values of residual errors, reflection coefficients, and recovery errors. Next, we show the tracking behaviour of adaptive reflection coefficients for frequency modulated signals. This is carried out by computing the tracking model of these coefficients for the stochastic gradient lattice algorithm in average. The second-order convergence of the adaptive coefficients is investigated by modeling the theoretical asymptotic variance of the gradient noise at each stage. The accuracy of the analytical results is verified by computer simulations. Using the previous analytical results, we show a new property, the polynomial order reducing property of adaptive lattice filters. This property may be used to reduce the order of the polynomial phase of input frequency modulated signals. Considering two examples, we show how this property may be used in processing frequency modulated signals. In the first example, a detection procedure in carried out on a frequency modulated signal with a second-order polynomial phase in complex Gaussian white noise. We showed that using this technique a better probability of detection is obtained for the reduced-order phase signals compared to that of the traditional energy detector. Also, it is empirically shown that the distribution of the gradient noise in the first adaptive reflection coefficients approximates the Gaussian law. In the second example, the instantaneous frequency of the same observed signal is estimated. We show that by using this technique a lower mean square error is achieved for the estimated frequencies at high signal-to-noise ratios in comparison to that of the adaptive line enhancer. The performance of adaptive lattice filters is then investigated for the second type of input signals, i.e., impulsive autoregressive processes with alpha-stable distributions . The concept of alpha-stable distributions is first introduced. We discuss that the stochastic gradient algorithm which performs desirable results for finite variance input signals (like frequency modulated signals in noise) does not perform a fast convergence for infinite variance stable processes (due to using the minimum mean-square error criterion). To deal with such problems, the concept of minimum dispersion criterion, fractional lower order moments, and recently-developed algorithms for stable processes are introduced. We then study the possibility of using the lattice structure for impulsive stable processes. Accordingly, two new algorithms including the least-mean P-norm lattice algorithm and its normalized version are proposed for lattice filters based on the fractional lower order moments. Simulation results show that using the proposed algorithms, faster convergence speeds are achieved for parameters estimation of autoregressive stable processes with low to moderate degrees of impulsiveness in comparison to many other algorithms. Also, we discuss the effect of impulsiveness of stable processes on generating some misalignment between the estimated parameters and the true values. Due to the infinite variance of stable processes, the performance of the proposed algorithms is only investigated using extensive computer simulations.

Extended Kalman filters using explicit and derivative-free local linearizations

We propose three variants of the extended Kalman filter (EKF) especially suited for parameter estimations in mechanical oscillators under Gaussian white noises. These filters are based on three versions of explicit and derivative-free local linearizations (DLL) of the non-linear drift terms in the governing stochastic differential equations (SDE-s). Besides a basic linearization of the non-linear drift functions via one-term replacements, linearizations using replacements through explicit Euler and Newmark expansions are also attempted in order to ensure higher closeness of true solutions with the linearized ones. Thus, unlike the conventional EKF, the proposed filters do not need computing derivatives (tangent matrices) at any stage. The measurements are synthetically generated by corrupting with noise the numerical solutions of the SDE-s through implicit versions of these linearizations. In order to demonstrate the effectiveness and accuracy of the proposed methods vis-à-vis the conventional EKF, numerical illustrations are provided for a few single degree-of-freedom (DOF) oscillators and a three-DOF shear frame with constant parameters.

Jet Engine Health Signal Denoising Using Optimally Weighted Recursive Median Filters

The removal of noise and outliers from health signals is an important problem in jet engine health monitoring. Typically, health signals are time series of damage indicators, which can be sensor measurements or features derived from such measurements. Sharp or sudden changes in health signals can represent abrupt faults and long term deterioration in the system is typical of gradual faults. Simple linear filters tend to smooth out the sharp trend shifts in jet engine signals and are also not good for outlier removal. We propose new optimally designed nonlinear weighted recursive median filters for noise removal from typical health signals of jet engines. Signals for abrupt and gradual faults and with transient data are considered. Numerical results are obtained for a jet engine and show that preprocessing of health signals using the proposed filter significantly removes Gaussian noise and outliers and could therefore greatly improve the accuracy of diagnostic systems. [DOI: 10.1115/1.3200907].

Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

SURE-FAST BILATERAL FILTERS

Edge-preserving smoothing is widely used in image processing and bilateral filtering is one way to achieve it. Bilateral filter is a nonlinear combination of domain and range filters. Implementing the classical bilateral filter is computationally intensive, owing to the nonlinearity of the range filter. In the standard form, the domain and range filters are Gaussian functions and the performance depends on the choice of the filter parameters. Recently, a constant time implementation of the bilateral filter has been proposed based on raisedcosine approximation to the Gaussian to facilitate fast implementation of the bilateral filter. We address the problem of determining the optimal parameters for raised-cosine-based constant time implementation of the bilateral filter. To determine the optimal parameters, we propose the use of Stein's unbiased risk estimator (SURE). The fast bilateral filter accelerates the search for optimal parameters by faster optimization of the SURE cost. Experimental results show that the SURE-optimal raised-cosine-based bilateral filter has nearly the same performance as the SURE-optimal standard Gaussian bilateral filter and the Oracle mean squared error (MSE)-based optimal bilateral filter.