On the Selection of Optimum Savitzky-Golay Filters

Savitzky-Golay (S-G) filters are finite impulse response lowpass filters obtained while smoothing data using a local least-squares (LS) polynomial approximation. Savitzky and Golay proved in their hallmark paper that local LS fitting of polynomials and their evaluation at the mid-point of the approximation interval is equivalent to filtering with a fixed impulse response. The problem that we address here is, ``how to choose a pointwise minimum mean squared error (MMSE) S-G filter length or order for smoothing, while preserving the temporal structure of a time-varying signal.'' We solve the bias-variance tradeoff involved in the MMSE optimization using Stein's unbiased risk estimator (SURE). We observe that the 3-dB cutoff frequency of the SURE-optimal S-G filter is higher where the signal varies fast locally, and vice versa, essentially enabling us to suitably trade off the bias and variance, thereby resulting in near-MMSE performance. At low signal-to-noise ratios (SNRs), it is seen that the adaptive filter length algorithm performance improves by incorporating a regularization term in the SURE objective function. We consider the algorithm performance on real-world electrocardiogram (ECG) signals. The results exhibit considerable SNR improvement. Noise performance analysis shows that the proposed algorithms are comparable, and in some cases, better than some standard denoising techniques available in the literature.

A Savitzky-Golay Filtering Perspective of Dynamic Feature Computation

We address the classical problem of delta feature computation, and interpret the operation involved in terms of Savitzky- Golay (SG) filtering. Features such as themel-frequency cepstral coefficients (MFCCs), obtained based on short-time spectra of the speech signal, are commonly used in speech recognition tasks. In order to incorporate the dynamics of speech, auxiliary delta and delta-delta features, which are computed as temporal derivatives of the original features, are used. Typically, the delta features are computed in a smooth fashion using local least-squares (LS) polynomial fitting on each feature vector component trajectory. In the light of the original work of Savitzky and Golay, and a recent article by Schafer in IEEE Signal Processing Magazine, we interpret the dynamic feature vector computation for arbitrary derivative orders as SG filtering with a fixed impulse response. This filtering equivalence brings in significantly lower latency with no loss in accuracy, as validated by results on a TIMIT phoneme recognition task. The SG filters involved in dynamic parameter computation can be viewed as modulation filters, proposed by Hermansky.

Fragment-based real-time object tracking: a sparse representation approach

Real-time object tracking is a critical task in many computer vision applications. Achieving rapid and robust tracking while handling changes in object pose and size, varying illumination and partial occlusion, is a challenging task given the limited amount of computational resources. In this paper we propose a real-time object tracker in l(1) framework addressing these issues. In the proposed approach, dictionaries containing templates of overlapping object fragments are created. The candidate fragments are sparsely represented in the dictionary fragment space by solving the l(1) regularized least squares problem. The non zero coefficients indicate the relative motion between the target and candidate fragments along with a fidelity measure. The final object motion is obtained by fusing the reliable motion information. The dictionary is updated based on the object likelihood map. The proposed tracking algorithm is tested on various challenging videos and found to outperform earlier approach.

Temporal Envelope Fit of Transient Audio Signals

We address the problem of temporal envelope modeling for transient audio signals. We propose the Gamma distribution function (GDF) as a suitable candidate for modeling the envelope keeping in view some of its interesting properties such as asymmetry, causality, near-optimal time-bandwidth product, controllability of rise and decay, etc. The problem of finding the parameters of the GDF becomes a nonlinear regression problem. We overcome the hurdle by using a logarithmic envelope fit, which reduces the problem to one of linear regression. The logarithmic transformation also has the feature of dynamic range compression. Since temporal envelopes of audio signals are not uniformly distributed, in order to compute the amplitude, we investigate the importance of various loss functions for regression. Based on synthesized data experiments, wherein we have a ground truth, and real-world signals, we observe that the least-squares technique gives reasonably accurate amplitude estimates compared with other loss functions.

Optimal synthesis of adjustable planar four-bar crank-rocker type mechanisms for approximate multi-path generation

This paper deals with an optimization based method for synthesis of adjustable planar four-bar, crank-rocker mechanisms. For multiple different and desired paths to be traced by a point on the coupler, a two stage method first determines the parameters of the possible driving dyads. Then the remaining mechanism parameters are determined in the second stage where a least-squares based circle-fitting procedure is used. Compared to existing formulations, the optimization method uses less number of design variables. Two numerical examples demonstrate the effectiveness of the proposed synthesis method. (C) 2013 Elsevier Ltd. All rights reserved.

Learning from positive and unlabelled examples using maximum margin clustering

Learning from Positive and Unlabelled examples (LPU) has emerged as an important problem in data mining and information retrieval applications. Existing techniques are not ideally suited for real world scenarios where the datasets are linearly inseparable, as they either build linear classifiers or the non-linear classifiers fail to achieve the desired performance. In this work, we propose to extend maximum margin clustering ideas and present an iterative procedure to design a non-linear classifier for LPU. In particular, we build a least squares support vector classifier, suitable for handling this problem due to symmetry of its loss function. Further, we present techniques for appropriately initializing the labels of unlabelled examples and for enforcing the ratio of positive to negative examples while obtaining these labels. Experiments on real-world datasets demonstrate that the non-linear classifier designed using the proposed approach gives significantly better generalization performance than the existing relevant approaches for LPU.

Projection-based atom selection in orthogonal matching pursuit for compressive sensing

For compressive sensing, we endeavor to improve the atom selection strategy of the existing orthogonal matching pursuit (OMP) algorithm. To achieve a better estimate of the underlying support set progressively through iterations, we use a least squares solution based atom selection method. From a set of promising atoms, the choice of an atom is performed through a new method that uses orthogonal projection along-with a standard matched filter. Through experimental evaluations, the effect of projection based atom selection strategy is shown to provide a significant improvement for the support set recovery performance, in turn, the compressive sensing recovery.

Low complexity joint estimation of synchronization impairments in sparse channel for MIMO-OFDM system

Low complexity joint estimation of synchronization impairments and channel in a single-user MIMO-OFDM system is presented in this paper. Based on a system model that takes into account the effects of synchronization impairments such as carrier frequency offset, sampling frequency offset, and symbol timing error, and channel, a Maximum Likelihood (ML) algorithm for the joint estimation is proposed. To reduce the complexity of ML grid search, the number of received signal samples used for estimation need to be reduced. The conventional channel estimation techniques using Least-Squares (LS) or Maximum a posteriori (MAP) methods fail for the reduced sample under-determined system, which results in poor performance of the joint estimator. The proposed ML algorithm uses Compressed Sensing (CS) based channel estimation method in a sparse fading scenario, where the received samples used for estimation are less than that required for an LS or MAP based estimation. The performance of the estimation method is studied through numerical simulations, and it is observed that CS based joint estimator performs better than LS and MAP based joint estimator. (C) 2013 Elsevier GmbH. All rights reserved.

Performance evaluation of typical approximation algorithms for nonconvex l(p)-minimization in diffuse optical tomography

The sparse estimation methods that utilize the l(p)-norm, with p being between 0 and 1, have shown better utility in providing optimal solutions to the inverse problem in diffuse optical tomography. These l(p)-norm-based regularizations make the optimization function nonconvex, and algorithms that implement l(p)-norm minimization utilize approximations to the original l(p)-norm function. In this work, three such typical methods for implementing the l(p)-norm were considered, namely, iteratively reweighted l(1)-minimization (IRL1), iteratively reweighted least squares (IRLS), and the iteratively thresholding method (ITM). These methods were deployed for performing diffuse optical tomographic image reconstruction, and a systematic comparison with the help of three numerical and gelatin phantom cases was executed. The results indicate that these three methods in the implementation of l(p)-minimization yields similar results, with IRL1 fairing marginally in cases considered here in terms of shape recovery and quantitative accuracy of the reconstructed diffuse optical tomographic images. (C) 2014 Optical Society of America

Basis pursuit deconvolution for improving model-based reconstructed images in photoacoustic tomography

The model-based image reconstruction approaches in photoacoustic tomography have a distinct advantage compared to traditional analytical methods for cases where limited data is available. These methods typically deploy Tikhonov based regularization scheme to reconstruct the initial pressure from the boundary acoustic data. The model-resolution for these cases represents the blur induced by the regularization scheme. A method that utilizes this blurring model and performs the basis pursuit deconvolution to improve the quantitative accuracy of the reconstructed photoacoustic image is proposed and shown to be superior compared to other traditional methods via three numerical experiments. Moreover, this deconvolution including the building of an approximate blur matrix is achieved via the Lanczos bidagonalization (least-squares QR) making this approach attractive in real-time. (C) 2014 Optical Society of America

TIME VARYING LINEAR PREDICTION USING SPARSITY CONSTRAINTS

Time-varying linear prediction has been studied in the context of speech signals, in which the auto-regressive (AR) coefficients of the system function are modeled as a linear combination of a set of known bases. Traditionally, least squares minimization is used for the estimation of model parameters of the system. Motivated by the sparse nature of the excitation signal for voiced sounds, we explore the time-varying linear prediction modeling of speech signals using sparsity constraints. Parameter estimation is posed as a 0-norm minimization problem. The re-weighted 1-norm minimization technique is used to estimate the model parameters. We show that for sparsely excited time-varying systems, the formulation models the underlying system function better than the least squares error minimization approach. Evaluation with synthetic and real speech examples show that the estimated model parameters track the formant trajectories closer than the least squares approach.

GLOBAL REGISTRATION OF MULTIPLE POINT CLOUDS USING SEMIDEFINITE PROGRAMMING

Consider N points in R-d and M local coordinate systems that are related through unknown rigid transforms. For each point, we are given (possibly noisy) measurements of its local coordinates in some of the coordinate systems. Alternatively, for each coordinate system, we observe the coordinates of a subset of the points. The problem of estimating the global coordinates of the N points (up to a rigid transform) from such measurements comes up in distributed approaches to molecular conformation and sensor network localization, and also in computer vision and graphics. The least-squares formulation of this problem, although nonconvex, has a well-known closed-form solution when M = 2 (based on the singular value decomposition (SVD)). However, no closed-form solution is known for M >= 3. In this paper, we demonstrate how the least-squares formulation can be relaxed into a convex program, namely, a semidefinite program (SDP). By setting up connections between the uniqueness of this SDP and results from rigidity theory, we prove conditions for exact and stable recovery for the SDP relaxation. In particular, we prove that the SDP relaxation can guarantee recovery under more adversarial conditions compared to earlier proposed spectral relaxations, and we derive error bounds for the registration error incurred by the SDP relaxation. We also present results of numerical experiments on simulated data to confirm the theoretical findings. We empirically demonstrate that (a) unlike the spectral relaxation, the relaxation gap is mostly zero for the SDP (i.e., we are able to solve the original nonconvex least-squares problem) up to a certain noise threshold, and (b) the SDP performs significantly better than spectral and manifold-optimization methods, particularly at large noise levels.

Modified Greedy Pursuits for Improving Sparse Recovery

Compressive Sensing (CS) theory combines the signal sampling and compression for sparse signals resulting in reduction in sampling rate. In recent years, many recovery algorithms have been proposed to reconstruct the signal efficiently. Subspace Pursuit and Compressive Sampling Matching Pursuit are some of the popular greedy methods. Also, Fusion of Algorithms for Compressed Sensing is a recently proposed method where several CS reconstruction algorithms participate and the final estimate of the underlying sparse signal is determined by fusing the estimates obtained from the participating algorithms. All these methods involve solving a least squares problem which may be ill-conditioned, especially in the low dimension measurement regime. In this paper, we propose a step prior to least squares to ensure the well-conditioning of the least squares problem. Using Monte Carlo simulations, we show that in low dimension measurement scenario, this modification improves the reconstruction capability of the algorithm in clean as well as noisy measurement cases.

Event-triggered sampling using signal extrema for instantaneous amplitude and instantaneous frequency estimation

Event-triggered sampling (ETS) is a new approach towards efficient signal analysis. The goal of ETS need not be only signal reconstruction, but also direct estimation of desired information in the signal by skillful design of event. We show a promise of ETS approach towards better analysis of oscillatory non-stationary signals modeled by a time-varying sinusoid, when compared to existing uniform Nyquist-rate sampling based signal processing. We examine samples drawn using ETS, with events as zero-crossing (ZC), level-crossing (LC), and extrema, for additive in-band noise and jitter in detection instant. We find that extrema samples are robust, and also facilitate instantaneous amplitude (IA), and instantaneous frequency (IF) estimation in a time-varying sinusoid. The estimation is proposed solely using extrema samples, and a local polynomial regression based least-squares fitting approach. The proposed approach shows improvement, for noisy signals, over widely used analytic signal, energy separation, and ZC based approaches (which are based on uniform Nyquist-rate sampling based data-acquisition and processing). Further, extrema based ETS in general gives a sub-sampled representation (relative to Nyquistrate) of a time-varying sinusoid. For the same data-set size captured with extrema based ETS, and uniform sampling, the former gives much better IA and IF estimation. (C) 2015 Elsevier B.V. All rights reserved.

Optimum Parameter Selection in Sparse Reconstruction of Frequency-Domain Optical-Coherence Tomography Signals

For a multilayered specimen, the back-scattered signal in frequency-domain optical-coherence tomography (FDOCT) is expressible as a sum of cosines, each corresponding to a change of refractive index in the specimen. Each of the cosines represent a peak in the reconstructed tomogram. We consider a truncated cosine series representation of the signal, with the constraint that the coefficients in the basis expansion be sparse. An l(2) (sum of squared errors) data error is considered with an l(1) (summation of absolute values) constraint on the coefficients. The optimization problem is solved using Weiszfeld's iteratively reweighted least squares (IRLS) algorithm. On real FDOCT data, improved results are obtained over the standard reconstruction technique with lower levels of background measurement noise and artifacts due to a strong l(1) penalty. The previous sparse tomogram reconstruction techniques in the literature proposed collecting sparse samples, necessitating a change in the data capturing process conventionally used in FDOCT. The IRLS-based method proposed in this paper does not suffer from this drawback.