93 resultados para conditional least squares
Resumo:
Local polynomial approximation of data is an approach towards signal denoising. Savitzky-Golay (SG) filters are finite-impulse-response kernels, which convolve with the data to result in polynomial approximation for a chosen set of filter parameters. In the case of noise following Gaussian statistics, minimization of mean-squared error (MSE) between noisy signal and its polynomial approximation is optimum in the maximum-likelihood (ML) sense but the MSE criterion is not optimal for non-Gaussian noise conditions. In this paper, we robustify the SG filter for applications involving noise following a heavy-tailed distribution. The optimal filtering criterion is achieved by l(1) norm minimization of error through iteratively reweighted least-squares (IRLS) technique. It is interesting to note that at any stage of the iteration, we solve a weighted SG filter by minimizing l(2) norm but the process converges to l(1) minimized output. The results show consistent improvement over the standard SG filter performance.
Resumo:
We develop a new dictionary learning algorithm called the l(1)-K-svp, by minimizing the l(1) distortion on the data term. The proposed formulation corresponds to maximum a posteriori estimation assuming a Laplacian prior on the coefficient matrix and additive noise, and is, in general, robust to non-Gaussian noise. The l(1) distortion is minimized by employing the iteratively reweighted least-squares algorithm. The dictionary atoms and the corresponding sparse coefficients are simultaneously estimated in the dictionary update step. Experimental results show that l(1)-K-SVD results in noise-robustness, faster convergence, and higher atom recovery rate than the method of optimal directions, K-SVD, and the robust dictionary learning algorithm (RDL), in Gaussian as well as non-Gaussian noise. For a fixed value of sparsity, number of dictionary atoms, and data dimension, l(1)-K-SVD outperforms K-SVD and RDL on small training sets. We also consider the generalized l(p), 0 < p < 1, data metric to tackle heavy-tailed/impulsive noise. In an image denoising application, l(1)-K-SVD was found to result in higher peak signal-to-noise ratio (PSNR) over K-SVD for Laplacian noise. The structural similarity index increases by 0.1 for low input PSNR, which is significant and demonstrates the efficacy of the proposed method. (C) 2015 Elsevier B.V. All rights reserved.
Resumo:
It was demonstrated in earlier work that, by approximating its range kernel using shiftable functions, the nonlinear bilateral filter can be computed using a series of fast convolutions. Previous approaches based on shiftable approximation have, however, been restricted to Gaussian range kernels. In this work, we propose a novel approximation that can be applied to any range kernel, provided it has a pointwise-convergent Fourier series. More specifically, we propose to approximate the Gaussian range kernel of the bilateral filter using a Fourier basis, where the coefficients of the basis are obtained by solving a series of least-squares problems. The coefficients can be efficiently computed using a recursive form of the QR decomposition. By controlling the cardinality of the Fourier basis, we can obtain a good tradeoff between the run-time and the filtering accuracy. In particular, we are able to guarantee subpixel accuracy for the overall filtering, which is not provided by the most existing methods for fast bilateral filtering. We present simulation results to demonstrate the speed and accuracy of the proposed algorithm.