116 resultados para Nadaraya- Watson estimator
Resumo:
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.
Resumo:
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.
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This paper presents methodologies for incorporating phasor measurements into conventional state estimator. The angle measurements obtained from Phasor Measurement Units are handled as angle difference measurements rather than incorporating the angle measurements directly. Handling in such a manner overcomes the problems arising due to the choice of reference bus. Current measurements obtained from Phasor Measurement Units are treated as equivalent pseudo-voltage measurements at the neighboring buses. Two solution approaches namely normal equations approach and linear programming approach are presented to show how the Phasor Measurement Unit measurements can be handled. Comparative evaluation of both the approaches is also presented. Test results on IEEE 14 bus system are presented to validate both the approaches.
Resumo:
Algorithms for adaptive mesh refinement using a residual error estimator are proposed for fluid flow problems in a finite volume framework. The residual error estimator, referred to as the R-parameter is used to derive refinement and coarsening criteria for the adaptive algorithms. An adaptive strategy based on the R-parameter is proposed for continuous flows, while a hybrid adaptive algorithm employing a combination of error indicators and the R-parameter is developed for discontinuous flows. Numerical experiments for inviscid and viscous flows on different grid topologies demonstrate the effectiveness of the proposed algorithms on arbitrary polygonal grids.
Resumo:
The goal of speech enhancement algorithms is to provide an estimate of clean speech starting from noisy observations. The often-employed cost function is the mean square error (MSE). However, the MSE can never be computed in practice. Therefore, it becomes necessary to find practical alternatives to the MSE. In image denoising problems, the cost function (also referred to as risk) is often replaced by an unbiased estimator. Motivated by this approach, we reformulate the problem of speech enhancement from the perspective of risk minimization. Some recent contributions in risk estimation have employed Stein's unbiased risk estimator (SURE) together with a parametric denoising function, which is a linear expansion of threshold/bases (LET). We show that the first-order case of SURE-LET results in a Wiener-filter type solution if the denoising function is made frequency-dependent. We also provide enhancement results obtained with both techniques and characterize the improvement by means of local as well as global SNR calculations.
Resumo:
We address the problem of speech enhancement using a risk- estimation approach. In particular, we propose the use the Stein’s unbiased risk estimator (SURE) for solving the problem. The need for a suitable finite-sample risk estimator arises because the actual risks invariably depend on the unknown ground truth. We consider the popular mean-squared error (MSE) criterion first, and then compare it against the perceptually-motivated Itakura-Saito (IS) distortion, by deriving unbiased estimators of the corresponding risks. We use a generalized SURE (GSURE) development, recently proposed by Eldar for MSE. We consider dependent observation models from the exponential family with an additive noise model,and derive an unbiased estimator for the risk corresponding to the IS distortion, which is non-quadratic. This serves to address the speech enhancement problem in a more general setting. Experimental results illustrate that the IS metric is efficient in suppressing musical noise, which affects the MSE-enhanced speech. However, in terms of global signal-to-noise ratio (SNR), the minimum MSE solution gives better results.
Resumo:
We consider nonparametric or universal sequential hypothesis testing when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are primarily motivated from spectrum sensing in Cognitive Radios and intruder detection in wireless sensor networks. We use easily implementable universal lossless source codes to propose simple algorithms for such a setup. The algorithms are first proposed for discrete alphabet. Their performance and asymptotic properties are studied theoretically. Later these are extended to continuous alphabets. Their performance with two well known universal source codes, Lempel-Ziv code and KT-estimator with Arithmetic Encoder are compared. These algorithms are also compared with the tests using various other nonparametric estimators. Finally a decentralized version utilizing spatial diversity is also proposed and analysed.
Resumo:
State estimation is one of the most important functions in an energy control centre. An computationally efficient state estimator which is free from numerical instability/ill-conditioning is essential for security assessment of electric power grid. Whereas approaches to successfully overcome the numerical ill-conditioning issues have been proposed, an efficient algorithm for addressing the convergence issues in the presence of topological errors is yet to be evolved. Trust region (TR) methods have been successfully employed to overcome the divergence problem to certain extent. In this study, case studies are presented where the conventional algorithms including the existing TR methods would fail to converge. A linearised model-based TR method for successfully overcoming the convergence issues is proposed. On the computational front, unlike the existing TR methods for state estimation which employ quadratic models, the proposed linear model-based estimator is computationally efficient because the model minimiser can be computed in a single step. The model minimiser at each step is computed by minimising the linearised model in the presence of TR and measurement mismatch constraints. The infinity norm is used to define the geometry of the TR. Measurement mismatch constraints are employed to improve the accuracy. The proposed algorithm is compared with the quadratic model-based TR algorithm with case studies on the IEEE 30-bus system, 205-bus and 514-bus equivalent systems of part of Indian grid.
Resumo:
Recent data from high-statistics experiments that have measured the modulus of the pion electromagnetic form factor from threshold to relatively high energies are used as input in a suitable mathematical framework of analytic continuation to find stringent constraints on the shape parameters of the form factor at t = 0. The method uses also as input a precise description of the phase of the form factor in the elastic region based on Fermi-Watson theorem and the analysis of the pi pi scattering amplitude with dispersive Roy equations, and some information on the spacelike region coming from recent high precision experiments. Our analysis confirms the inconsistencies of several data on the modulus, especially from low energies, with analyticity and the input phase, noted in our earlier work. Using the data on the modulus from energies above 0.65 GeV, we obtain, with no specific parametrisation, the prediction < r(pi)(2)> is an element of (0.42, 0.44) fm(2) for the charge radius. The same formalism leads also to very narrow allowed ranges for the higher-order shape parameters at t = 0, with a strong correlation among them.
Resumo:
We consider nonparametric sequential hypothesis testing when the distribution under null hypothesis is fully known and the alternate hypothesis corresponds to some other unknown distribution. We use easily implementable universal lossless source codes to propose simple algorithms for such a setup. These algorithms are motivated from spectrum sensing application in Cognitive Radios. Universal sequential hypothesis testing using Lempel Ziv codes and Krichevsky-Trofimov estimator with Arithmetic Encoder are considered and compared for different distributions. Cooperative spectrum sensing with multiple Cognitive Radios using universal codes is also considered.
Resumo:
In this article, we derive an a posteriori error estimator for various discontinuous Galerkin (DG) methods that are proposed in (Wang, Han and Cheng, SIAM J. Numer. Anal., 48: 708-733, 2010) for an elliptic obstacle problem. Using a key property of DG methods, we perform the analysis in a general framework. The error estimator we have obtained for DG methods is comparable with the estimator for the conforming Galerkin (CG) finite element method. In the analysis, we construct a non-linear smoothing function mapping DG finite element space to CG finite element space and use it as a key tool. The error estimator consists of a discrete Lagrange multiplier associated with the obstacle constraint. It is shown for non-over-penalized DG methods that the discrete Lagrange multiplier is uniformly stable on non-uniform meshes. Finally, numerical results demonstrating the performance of the error estimator are presented.
Resumo:
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.
Resumo:
An important question in kernel regression is one of estimating the order and bandwidth parameters from available noisy data. We propose to solve the problem within a risk estimation framework. Considering an independent and identically distributed (i.i.d.) Gaussian observations model, we use Stein's unbiased risk estimator (SURE) to estimate a weighted mean-square error (MSE) risk, and optimize it with respect to the order and bandwidth parameters. The two parameters are thus spatially adapted in such a manner that noise smoothing and fine structure preservation are simultaneously achieved. On the application side, we consider the problem of image restoration from uniform/non-uniform data, and show that the SURE approach to spatially adaptive kernel regression results in better quality estimation compared with its spatially non-adaptive counterparts. The denoising results obtained are comparable to those obtained using other state-of-the-art techniques, and in some scenarios, superior.
Resumo:
The seismic hazard value of any region depends upon three important components such as probable earthquake location, maximum earthquake magnitude and the attenuation equation. This paper presents a representative way of estimating these three important components considering region specific seismotectonic features. Rupture Based Seismic Hazard Analysis (RBSHA) given by Anbazhagan et al. (2011) is used to determine the probable future earthquake locations. This approach is verified on the earthquake data of Bhuj region. The probable earthquake location for this region is identified considering earthquake data till the year 2000. These identified locations match well with the reported locations after 2000. The further Coimbatore City is selected as the study area to develop a representative seismic hazard map using RBSHA approach and to compare with deterministic seismic hazard analysis. Probable future earthquake zones for Coimbatore are located considering the rupture phenomenon as per energy release theory discussed by Anbazhagan et at (2011). Rupture character of the region has been established by estimating the subsurface rupture length of each source and normalized with respect to the length of the source. Average rupture length of the source with respect to its total length is found to be similar for most of the sources in the region, which is called as the rupture character of the region. Maximum magnitudes of probable zones are estimated considering seismic sources close by and regional rupture character established. Representative GMPEs for the study area have been selected by carrying out efficacy test through an average log likelihood value (LLH) as ranking estimator and considering the Isoseismal map. New seismic hazard map of Coimbatore has been developed using the above regional representative parameters of probable earthquake locations, maximum earthquake magnitude and best suitable GMPEs. The new hazard map gives acceleration values at bedrock for maximum possible earthquakes. These results are compared with deterministic seismic hazard map and recently published probabilistic seismic hazard values. (C) 2014 Elsevier B.V. All rights reserved.
Resumo:
The two-pion contribution from low energies to the muon magnetic moment anomaly, although small, has a large relative uncertainty since in this region the experimental data on the cross sections are neither sufficient nor precise enough. It is therefore of interest to see whether the precision can be improved by means of additional theoretical information on the pion electromagnetic form factor, which controls the leading-order contribution. In the present paper, we address this problem by exploiting analyticity and unitarity of the form factor in a parametrization-free approach that uses the phase in the elastic region, known with high precision from the Fermi-Watson theorem and Roy equations for pi pi elastic scattering as input. The formalism also includes experimental measurements on the modulus in the region 0.65-0.70 GeV, taken from the most recent e(+)e(-) ->pi(+)pi(-) experiments, and recent measurements of the form factor on the spacelike axis. By combining the results obtained with inputs from CMD2, SND, BABAR, and KLOE, we make the predictions a(mu)(pi pi,LO)2m(pi), 0.30 GeV] = (0.553 +/- 0.004) x 10(-10) and a(mu)(pi pi,LO)0.30 GeV; 0.63 GeV] = (133.083 +/- 0.837) x 10(-10). These are consistent with the other recent determinations and have slightly smaller errors.