Gaussian process models for sensor-centric robot localisation

This paper presents an approach to building an observation likelihood function from a set of sparse, noisy training observations taken from known locations by a sensor with no obvious geometric model. The basic approach is to fit an interpolant to the training data, representing the expected observation, and to assume additive sensor noise. This paper takes a Bayesian view of the problem, maintaining a posterior over interpolants rather than simply the maximum-likelihood interpolant, giving a measure of uncertainty in the map at any point. This is done using a Gaussian process framework. To validate the approach experimentally, a model of an environment is built using observations from an omni-directional camera. After a model has been built from the training data, a particle filter is used to localise while traversing this environment

Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise

In this paper we extend the ideas of Brugnano, Iavernaro and Trigiante in their development of HBVM($s,r$) methods to construct symplectic Runge-Kutta methods for all values of $s$ and $r$ with $s\geq r$. However, these methods do not see the dramatic performance improvement that HBVMs can attain. Nevertheless, in the case of additive stochastic Hamiltonian problems an extension of these ideas, which requires the simulation of an independent Wiener process at each stage of a Runge-Kutta method, leads to methods that have very favourable properties. These ideas are illustrated by some simple numerical tests for the modified midpoint rule.

Benefiting white noise in developing feedforward active noise control systems

In many applications of active noise control (ANC), an online secondary path modelling method using a white noise as a training signal is required to ensure convergence of the system. The modelling accuracy and the convergence rate increase when a white noise with larger variance is used, however larger the variance increases the residual noise, which decreases performance of the system. The proposed algorithm uses the advantages of the white noise with larger variance to model the secondary path, but the injection is stopped at the optimum point to increase performance of the system. In this approach, instead of continuous injection of the white noise, a sudden change in secondary path during the operation makes the algorithm to reactivate injection of the white noise to adjust the secondary path estimation. Comparative simulation results shown in this paper indicate effectiveness of the proposed method.

Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise

There has been considerable recent work on the development of energy conserving one-step methods that are not symplectic. Here we extend these ideas to stochastic Hamiltonian problems with additive noise and show that there are classes of Runge-Kutta methods that are very effective in preserving the expectation of the Hamiltonian, but care has to be taken in how the Wiener increments are sampled at each timestep. Some numerical simulations illustrate the performance of these methods.

Multi-site study of additive genetic effects on fractional anisotropy of cerebral white matter: Comparing meta and megaanalytical approaches for data pooling

Combining datasets across independent studies can boost statistical power by increasing the numbers of observations and can achieve more accurate estimates of effect sizes. This is especially important for genetic studies where a large number of observations are required to obtain sufficient power to detect and replicate genetic effects. There is a need to develop and evaluate methods for joint-analytical analyses of rich datasets collected in imaging genetics studies. The ENIGMA-DTI consortium is developing and evaluating approaches for obtaining pooled estimates of heritability through meta-and mega-genetic analytical approaches, to estimate the general additive genetic contributions to the intersubject variance in fractional anisotropy (FA) measured from diffusion tensor imaging (DTI). We used the ENIGMA-DTI data harmonization protocol for uniform processing of DTI data from multiple sites. We evaluated this protocol in five family-based cohorts providing data from a total of 2248 children and adults (ages: 9-85) collected with various imaging protocols. We used the imaging genetics analysis tool, SOLAR-Eclipse, to combine twin and family data from Dutch, Australian and Mexican-American cohorts into one large "mega-family". We showed that heritability estimates may vary from one cohort to another. We used two meta-analytical (the sample-size and standard-error weighted) approaches and a mega-genetic analysis to calculate heritability estimates across-population. We performed leave-one-out analysis of the joint estimates of heritability, removing a different cohort each time to understand the estimate variability. Overall, meta- and mega-genetic analyses of heritability produced robust estimates of heritability.

The effect of dialect mismatch on likelihood-maximising speech enhancement for noise-robust speech recognition

Traditional speech enhancement methods optimise signal-level criteria such as signal-to-noise ratio, but these approaches are sub-optimal for noise-robust speech recognition. Likelihood-maximising (LIMA) frameworks are an alternative that optimise parameters of enhancement algorithms based on state sequences generated for utterances with known transcriptions. Previous reports of LIMA frameworks have shown significant promise for improving speech recognition accuracies under additive background noise for a range of speech enhancement techniques. In this paper we discuss the drawbacks of the LIMA approach when multiple layers of acoustic mismatch are present – namely background noise and speaker accent. Experimentation using LIMA-based Mel-filterbank noise subtraction on American and Australian English in-car speech databases supports this discussion, demonstrating that inferior speech recognition performance occurs when a second layer of mismatch is seen during evaluation.

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.

Instantaneous phase of the autocorrelation and robustness to signal-dependent noise

The phase of an analytic signal constructed from the autocorrelation function of a signal contains significant information about the shape of the signal. Using Bedrosian's (1963) theorem for the Hilbert transform it is proved that this phase is robust to multiplicative noise if the signal is baseband and the spectra of the signal and the noise do not overlap. Higher-order spectral features are interpreted in this context and shown to extract nonlinear phase information while retaining robustness. The significance of the result is that prior knowledge of the spectra is not required.

Designing a new robust on-line secondary path modeling technique for feedforward active noise control systems

Several approaches have been introduced in the literature for active noise control (ANC) systems. Since the filtered-x least-mean-square (FxLMS) algorithm appears to be the best choice as a controller filter, researchers tend to improve performance of ANC systems by enhancing and modifying this algorithm. This paper proposes a new version of the FxLMS algorithm, as a first novelty. In many ANC applications, an on-line secondary path modeling method using white noise as a training signal is required to ensure convergence of the system. As a second novelty, this paper proposes a new approach for on-line secondary path modeling on the basis of a new variable-step-size (VSS) LMS algorithm in feed forward ANC systems. The proposed algorithm is designed so that the noise injection is stopped at the optimum point when the modeling accuracy is sufficient. In this approach, a sudden change in the secondary path during operation makes the algorithm reactivate injection of the white noise to re-adjust the secondary path estimate. Comparative simulation results shown in this paper indicate the effectiveness of the proposed approach in reducing both narrow-band and broad-band noise. In addition, the proposed ANC system is robust against sudden changes of the secondary path model.

An efficient online secondary path estimation for feedback active noise control systems

In practical cases for active noise control (ANC), the secondary path has usually a time varying behavior. For these cases, an online secondary path modeling method that uses a white noise as a training signal is required to ensure convergence of the system. The modeling accuracy and the convergence rate are increased when a white noise with a larger variance is used. However, the larger variance increases the residual noise, which decreases performance of the system and additionally causes instability problem to feedback structures. A sudden change in the secondary path leads to divergence of the online secondary path modeling filter. To overcome these problems, this paper proposes a new approach for online secondary path modeling in feedback ANC systems. The proposed algorithm uses the advantages of white noise with larger variance to model the secondary path, but the injection is stopped at the optimum point to increase performance of the algorithm and to prevent the instability effect of the white noise. In this approach, instead of continuous injection of the white noise, a sudden change in secondary path during the operation makes the algorithm to reactivate injection of the white noise to correct the secondary path estimation. In addition, the proposed method models the secondary path without the need of using off-line estimation of the secondary path. Considering the above features increases the convergence rate and modeling accuracy, which results in a high system performance. Computer simulation results shown in this paper indicate effectiveness of the proposed method.

A variable step-size FxLMS algorithm for feedforward active noise control systems based on a new online secondary path modelling technique

Several approaches have been introduced in literature for active noise control (ANC) systems. Since FxLMS algorithm appears to be the best choice as a controller filter, researchers tend to improve performance of ANC systems by enhancing and modifying this algorithm. This paper proposes a new version of FxLMS algorithm. In many ANC applications an online secondary path modelling method using a white noise as a training signal is required to ensure convergence of the system. This paper also proposes a new approach for online secondary path modelling in feedfoward ANC systems. The proposed algorithm stops injection of the white noise at the optimum point and reactivate the injection during the operation, if needed, to maintain performance of the system. Benefiting new version of FxLMS algorithm and not continually injection of white noise makes the system more desirable and improves the noise attenuation performance. Comparative simulation results indicate effectiveness of the proposed approach.

A new online secondary path modelling method for feedforward active noise control systems

An online secondary path modelling method using a white noise as a training signal is required in many applications of active noise control (ANC) to ensure convergence of the system. Not continually injection of white noise during system operation makes the system more desirable. The purposes of the proposed method are two folds: controlling white noise by preventing continually injection, and benefiting white noise with a larger variance. The modelling accuracy and the convergence rate increase when a white noise with larger variance is used, however larger the variance increases the residual noise, which decreases performance of the system. This paper proposes a new approach for online secondary path modelling in feedfoward ANC systems. The proposed algorithm uses the advantages of the white noise with larger variance to model the secondary path, but the injection is stopped at the optimum point to increase performance of the system. Comparative simulation results shown in this paper indicate effectiveness of the proposed approach in controlling active noise.