Nested Sampling and its Applications in Stable Compressive Covariance Estimation and Phase Retrieval with Near-Minimal Measurements

Compressed covariance sensing using quadratic samplers is gaining increasing interest in recent literature. Covariance matrix often plays the role of a sufficient statistic in many signal and information processing tasks. However, owing to the large dimension of the data, it may become necessary to obtain a compressed sketch of the high dimensional covariance matrix to reduce the associated storage and communication costs. Nested sampling has been proposed in the past as an efficient sub-Nyquist sampling strategy that enables perfect reconstruction of the autocorrelation sequence of Wide-Sense Stationary (WSS) signals, as though it was sampled at the Nyquist rate. The key idea behind nested sampling is to exploit properties of the difference set that naturally arises in quadratic measurement model associated with covariance compression. In this thesis, we will focus on developing novel versions of nested sampling for low rank Toeplitz covariance estimation, and phase retrieval, where the latter problem finds many applications in high resolution optical imaging, X-ray crystallography and molecular imaging. The problem of low rank compressive Toeplitz covariance estimation is first shown to be fundamentally related to that of line spectrum recovery. In absence if noise, this connection can be exploited to develop a particular kind of sampler called the Generalized Nested Sampler (GNS), that can achieve optimal compression rates. In presence of bounded noise, we develop a regularization-free algorithm that provably leads to stable recovery of the high dimensional Toeplitz matrix from its order-wise minimal sketch acquired using a GNS. Contrary to existing TV-norm and nuclear norm based reconstruction algorithms, our technique does not use any tuning parameters, which can be of great practical value. The idea of nested sampling idea also finds a surprising use in the problem of phase retrieval, which has been of great interest in recent times for its convex formulation via PhaseLift, By using another modified version of nested sampling, namely the Partial Nested Fourier Sampler (PNFS), we show that with probability one, it is possible to achieve a certain conjectured lower bound on the necessary measurement size. Moreover, for sparse data, an l1 minimization based algorithm is proposed that can lead to stable phase retrieval using order-wise minimal number of measurements.

CONCURRENT LOCALIZATION AND MAPPING WITH SONAR SENSORS AND CONSIDERATION OF VEHICLE MOTION

Simultaneous Localization and Mapping (SLAM) is a procedure used to determine the location of a mobile vehicle in an unknown environment, while constructing a map of the unknown environment at the same time. Mobile platforms, which make use of SLAM algorithms, have industrial applications in autonomous maintenance, such as the inspection of flaws and defects in oil pipelines and storage tanks. A typical SLAM consists of four main components, namely, experimental setup (data gathering), vehicle pose estimation, feature extraction, and filtering. Feature extraction is the process of realizing significant features from the unknown environment such as corners, edges, walls, and interior features. In this work, an original feature extraction algorithm specific to distance measurements obtained through SONAR sensor data is presented. This algorithm has been constructed by combining the SONAR Salient Feature Extraction Algorithm and the Triangulation Hough Based Fusion with point-in-polygon detection. The reconstructed maps obtained through simulations and experimental data with the fusion algorithm are compared to the maps obtained with existing feature extraction algorithms. Based on the results obtained, it is suggested that the proposed algorithm can be employed as an option for data obtained from SONAR sensors in environment, where other forms of sensing are not viable. The algorithm fusion for feature extraction requires the vehicle pose estimation as an input, which is obtained from a vehicle pose estimation model. For the vehicle pose estimation, the author uses sensor integration to estimate the pose of the mobile vehicle. Different combinations of these sensors are studied (e.g., encoder, gyroscope, or encoder and gyroscope). The different sensor fusion techniques for the pose estimation are experimentally studied and compared. The vehicle pose estimation model, which produces the least amount of error, is used to generate inputs for the feature extraction algorithm fusion. In the experimental studies, two different environmental configurations are used, one without interior features and another one with two interior features. Numerical and experimental findings are discussed. Finally, the SLAM algorithm is implemented along with the algorithms for feature extraction and vehicle pose estimation. Three different cases are experimentally studied, with the floor of the environment intentionally altered to induce slipping. Results obtained for implementations with and without SLAM are compared and discussed. The present work represents a step towards the realization of autonomous inspection platforms for performing concurrent localization and mapping in harsh environments.