Estimation of signals in colored non gaussian noise based on Gaussian Mixture models

Non-Gaussianity of signals/noise often results in significant performance degradation for systems, which are designed using the Gaussian assumption. So non-Gaussian signals/noise require a different modelling and processing approach. In this paper, we discuss a new Bayesian estimation technique for non-Gaussian signals corrupted by colored non Gaussian noise. The method is based on using zero mean finite Gaussian Mixture Models (GMMs) for signal and noise. The estimation is done using an adaptive non-causal nonlinear filtering technique. The method involves deriving an estimator in terms of the GMM parameters, which are in turn estimated using the EM algorithm. The proposed filter is of finite length and offers computational feasibility. The simulations show that the proposed method gives a significant improvement compared to the linear filter for a wide variety of noise conditions, including impulsive noise. We also claim that the estimation of signal using the correlation with past and future samples leads to reduced mean squared error as compared to signal estimation based on past samples only.

SPSA algorithms with measurement reuse

Four algorithms, all variants of Simultaneous Perturbation Stochastic Approximation (SPSA), are proposed. The original one-measurement SPSA uses an estimate of the gradient of objective function L containing an additional bias term not seen in two-measurement SPSA. As a result, the asymptotic covariance matrix of the iterate convergence process has a bias term. We propose a one-measurement algorithm that eliminates this bias, and has asymptotic convergence properties making for easier comparison with the two-measurement SPSA. The algorithm, under certain conditions, outperforms both forms of SPSA with the only overhead being the storage of a single measurement. We also propose a similar algorithm that uses perturbations obtained from normalized Hadamard matrices. The convergence w.p. 1 of both algorithms is established. We extend measurement reuse to design two second-order SPSA algorithms and sketch the convergence analysis. Finally, we present simulation results on an illustrative minimization problem.

A Training-Based Iterative Detection/Channel Estimation Scheme for Large Non-Orthogonal STBC MIMO Systems

In this paper, we propose a training-based channel estimation scheme for large non-orthogonal space-time block coded (STBC) MIMO systems.The proposed scheme employs a block transmission strategy where an N-t x N-t pilot matrix is sent (for training purposes) followed by several N-t x N-t square data STBC matrices, where Nt is the number of transmit antennas. At the receiver, we iterate between channel estimation (using an MMSE estimator) and detection (using a low-complexity likelihood ascent search (LAS) detector) till convergence or for a fixed number of iterations. Our simulation results show that excellent bit error rate and nearness-to-capacity performance are achieved by the proposed scheme at low complexities. The fact that we could show such good results for large STBCs (e.g., 16 x 16 STBC from cyclic division algebras) operating at spectral efficiencies in excess of 20 bps/Hz (even after accounting for the overheads meant for pilot-based channel estimation and turbo coding) establishes the effectiveness of the proposed scheme.

On subspace method for source localization

A method of source localization in shallow water, based on subspace concept, is described. It is shown that a vector representing the source in the image space spanned by the direction vectors of the source images is orthogonal to the noise eigenspace of the covariance matrix. Computer simulation has shown that a horizontal array of eight sensors can accurately localize one or more uncorrelated sources in shallow water dominated by multipath propagation.

Parametric instability of stochastic columns

Columns which have stochastically distributed Young's modulus and mass density and are subjected to deterministic periodic axial loadings are considered. The general case of a column supported on a Winkler elastic foundation of random stiffness and also on discrete elastic supports which are also random is considered. Material property fluctuations are modeled as independent one-dimensional univariate homogeneous real random fields in space. In addition to autocorrelation functions or their equivalent power spectral density functions, the input random fields are characterized by scale of fluctuations or variance functions for their second order properties. The foundation stiffness coefficient and the stiffnesses of discrete elastic supports are treated to constitute independent random variables. The system equations of boundary frequencies are obtained using Bolotin's method for deterministic systems. Stochastic FEM is used to obtain the discrete system with random as well as periodic coefficients. Statistical properties of boundary frequencies are derived in terms of input parameter statistics. A complete covariance structure is obtained. The equations developed are illustrated using a numerical example employing a practical correlation structure.

Relationship between the controllability grammian and closed-loop eigenvalues: the single input case

The controllability grammian is important in many control applications. Given a set of closed-loop eigenvalues the corresponding controllability grammian can be obtained by computing the controller which assigns the eigenvalues and then by solving the Lyapunov equation that defines the grammian. The relationship between the controllability grammian, resulting from state feedback, and the closed-loop eigenvalues of a single input linear time invariant (LTI) system is obtained. The proposed methodology does not require the computation of the controller that assigns the specified eigenvalues. The closed-loop system matrix is obtained from the knowledge of the open-loop system matrix, control influence matrix and the specified closed-loop eigenvalues. Knowing the closed-loop system matrix, the grammian is then obtained from the solution of the Lyapunov equation that defines it. Finally the proposed idea is extended to find the state covariance matrix for a specified set of closed-loop eigenvalues (without computing the controller), due to impulsive input in the disturbance channel and to solve the eigenvalue assignment problem for the single input case.

Dynamic coupling between the LID and NMP domain motions in the catalytic conversion of ATP and AMP to ADP by adenylate kinase

The catalytic conversion of adenosine triphosphate (ATP) and adenosine monophosphate (AMP) to adenosine diphosphate (ADP) by adenylate kinase (ADK) involves large amplitude, ligand induced domain motions, involving the opening and the closing of ATP binding domain (LID) and AMP binding domain (NMP) domains, during the repeated catalytic cycle. We discover and analyze an interesting dynamical coupling between the motion of the two domains during the opening, using large scale atomistic molecular dynamics trajectory analysis, covariance analysis, and multidimensional free energy calculations with explicit water. Initially, the LID domain must open by a certain amount before the NMP domain can begin to open. Dynamical correlation map shows interesting cross-peak between LID and NMP domain which suggests the presence of correlated motion between them. This is also reflected in our calculated two-dimensional free energy surface contour diagram which has an interesting elliptic shape, revealing a strong correlation between the opening of the LID domain and that of the NMP domain. Our free energy surface of the LID domain motion is rugged due to interaction with water and the signature of ruggedness is evident in the observed root mean square deviation variation and its fluctuation time correlation functions. We develop a correlated dynamical disorder-type theoretical model to explain the observed dynamic coupling between the motion of the two domains in ADK. Our model correctly reproduces several features of the cross-correlation observed in simulations. (C) 2011 American Institute of Physics. doi:10.1063/1.3516588]

Decorrelation of broad band signals by toeplitz-block-toeplitz structuring

We propose F-norm of the cross-correlation part of the array covariance matrix as a measure of correlation between the impinging signals and study the performance of different decorrelation methods in the broadband case using this measure. We first show that dimensionality of the composite signal subspace, defined as the number of significant eigenvectors of the source sample covariance matrix, collapses in the presence of multipath and the spatial smoothing recovers this dimensionality. Using an upper bound on the proposed measure, we then study the decorrelation of the broadband signals with spatial smoothing and the effect of spacing and directions of the sources on the rate of decorrelation with progressive smoothing. Next, we introduce a weighted smoothing method based on Toeplitz-block-Toeplitz (TBT) structuring of the data covariance matrix which decorrelates the signals much faster than the spatial smoothing. Computer simulations are included to demonstrate the performance of the two methods.

Weighted subspace methods and spatial smoothing: analysis and comparison

The effect of using a spatially smoothed forward-backward covariance matrix on the performance of weighted eigen-based state space methods/ESPRIT, and weighted MUSIC for direction-of-arrival (DOA) estimation is analyzed. Expressions for the mean-squared error in the estimates of the signal zeros and the DOA estimates, along with some general properties of the estimates and optimal weighting matrices, are derived. A key result is that optimally weighted MUSIC and weighted state-space methods/ESPRIT have identical asymptotic performance. Moreover, by properly choosing the number of subarrays, the performance of unweighted state space methods can be significantly improved. It is also shown that the mean-squared error in the DOA estimates is independent of the exact distribution of the source amplitudes. This results in a unified framework for dealing with DOA estimation using a uniformly spaced linear sensor array and the time series frequency estimation problems.

Stability of stochastic Leipholz column with stochastic loading

The Leipholz column which is having the Young modulus and mass per unit length as stochastic processes and also the distributed tangential follower load behaving stochastically is considered. The non self-adjoint differential equation and boundary conditions are considered to have random field coefficients. The standard perturbation method is employed. The non self-adjoint operators are used within the regularity domain. Full covariance structure of the free vibration eigenvalues and critical loads is derived in terms of second order properties of input random fields characterizing the system parameter fluctuations. The mean value of critical load is calculated using the averaged problem and the corresponding eigenvalue statistics are sought. Through the frequency equation a transformation is done to yield load parameter statistics. A numerical study incorporating commonly observed correlation models is reported which illustrates the full potentials of the derived expressions.

Some Algorithms for Eigensubspace Estimation

An important tool in signal processing is the use of eigenvalue and singular value decompositions for extracting information from time-series/sensor array data. These tools are used in the so-called subspace methods that underlie solutions to the harmonic retrieval problem in time series and the directions-of-arrival (DOA) estimation problem in array processing. The subspace methods require the knowledge of eigenvectors of the underlying covariance matrix to estimate the parameters of interest. Eigenstructure estimation in signal processing has two important classes: (i) estimating the eigenstructure of the given covariance matrix and (ii) updating the eigenstructure estimates given the current estimate and new data. In this paper, we survey some algorithms for both these classes useful for harmonic retrieval and DOA estimation problems. We begin by surveying key results in the literature and then describe, in some detail, energy function minimization approaches that underlie a class of feedback neural networks. Our approaches estimate some or all of the eigenvectors corresponding to the repeated minimum eigenvalue and also multiple orthogonal eigenvectors corresponding to the ordered eigenvalues of the covariance matrix. Our presentation includes some supporting analysis and simulation results. We may point out here that eigensubspace estimation is a vast area and all aspects of this cannot be fully covered in a single paper. (C) 1995 Academic Press, Inc.

Direction of arrival estimation in the presence of distributed noise sources: Cumulant based approach

In the past few years there have been attempts to develop subspace methods for DoA (direction of arrival) estimation using a fourth?order cumulant which is known to de?emphasize Gaussian background noise. To gauge the relative performance of the cumulant MUSIC (MUltiple SIgnal Classification) (c?MUSIC) and the standard MUSIC, based on the covariance function, an extensive numerical study has been carried out, where a narrow?band signal source has been considered and Gaussian noise sources, which produce a spatially correlated background noise, have been distributed. These simulations indicate that, even though the cumulant approach is capable of de?emphasizing the Gaussian noise, both bias and variance of the DoA estimates are higher than those for MUSIC. To achieve comparable results the cumulant approach requires much larger data, three to ten times that for MUSIC, depending upon the number of sources and how close they are. This is attributed to the fact that in the estimation of the cumulant, an average of a product of four random variables is needed to make an evaluation. Therefore, compared to those in the evaluation of the covariance function, there are more cross terms which do not go to zero unless the data length is very large. It is felt that these cross terms contribute to the large bias and variance observed in c?MUSIC. However, the ability to de?emphasize Gaussian noise, white or colored, is of great significance since the standard MUSIC fails when there is colored background noise. Through simulation it is shown that c?MUSIC does yield good results, but only at the cost of more data.

Relative performances of textural models in estimating soil moisture characteristic

The soil moisture characteristic (SMC) forms an important input to mathematical models of water and solute transport in the unsaturated-soil zone. Owing to their simplicity and ease of use, texture-based regression models are commonly used to estimate the SMC from basic soil properties. In this study, the performances of six such regression models were evaluated on three soils. Moisture characteristics generated by the regression models were statistically compared with the characteristics developed independently from laboratory and in-situ retention data of the soil profiles. Results of the statistical performance evaluation, while providing useful information on the errors involved in estimating the SMC, also highlighted the importance of the nature of the data set underlying the regression models. Among the models evaluated, the one possessing an underlying data set of in-situ measurements was found to be the best estimator of the in-situ SMC for all the soils. Considerable errors arose when a textural model based on laboratory data was used to estimate the field retention characteristics of unsaturated soils.

Signal compression through spatial frequency-based motion estimation

The interest in low bit rate video coding has increased considerably. Despite rapid progress in storage density and digital communication system performance, demand for data-transmission bandwidth and storage capacity continue to exceed the capabilities of available technologies. The growth of data-intensive digital audio, video applications and the increased use of bandwidth-limited media such as video conferencing and full motion video have not only sustained the need for efficient ways to encode analog signals, but made signal compression central to digital communication and data-storage technology. In this paper we explore techniques for compression of image sequences in a manner that optimizes the results for the human receiver. We propose a new motion estimator using two novel block match algorithms which are based on human perception. Simulations with image sequences have shown an improved bit rate while maintaining ''image quality'' when compared to conventional motion estimation techniques using the MAD block match criteria.

Performance analysis of a modified spatial smoothing technique for direction estimation

The statistical performance analysis of ESPRIT, root-MUSIC, minimum-norm methods for direction estimation, due to finite data perturbations, using the modified spatially smoothed covariance matrix, is developed. Expressions for the mean-squared error in the direction estimates are derived based on a common framework. Based on the analysis, the use of the modified smoothed covariance matrix improves the performance of the methods when the sources are fully correlated. Also, the performance is better even when the number of subarrays is large unlike in the case of the conventionally smoothed covariance matrix. However, the performance for uncorrelated sources deteriorates due to an artificial correlation introduced by the modified smoothing. The theoretical expressions are validated using extensive simulations. (C) 1999 Elsevier Science B.V. All rights reserved.