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.

Three-dimensional acoustic analysis of an elliptical chamber muffler with a side inlet and a side outlet

The acoustical behaviour of an elliptical chamber muffler having a side inlet and side outlet port is analyzed in this paper, wherein a uniform velocity piston source is assumed to model the 3-D acoustic field in the elliptical chamber cavity. Towards this end, we consider the modal expansion of the acoustic pressure field in the elliptical cavity in terms of the angular and radial Mathieu func-tions, subjected to the rigid wall condition. Then, the Green's function due to the point source lo-cated on the side (curved) surface of the elliptical chamber is obtained. On integrating this function over the elliptical piston area on the curved surface of the elliptical chamber and subsequent divi-sion by the area of the elliptic piston, one obtains the acoustic pressure field due to the piston driven source which is equivalent to considering plane wave propagation in the side ports. Thus, one can obtain the acoustic pressure response functions, i.e., the impedance matrix (Z) parameters due to the sources (ports) located on the side surface, from which one may also obtain a progressive wave rep-resentation in terms of the scattering matrix (S). Finally, the acoustic performance of the muffler is evaluated in terms of the Transmission loss (TL) which is computed in terms of the scattering pa-rameters. The effect of the axial length of the muffler and the angular location of the ports on the TL characteristics is studied in detail. The acoustically long chambers show dominant axial plane wave propagation while the TL spectrum of short chambers indicates the dominance of the trans-versal modes. The 3-D analytical results are compared with the 3-D FEM simulations carried on a commercial software and are shown to be in an excellent agreement, thereby validating the analyti-cal procedure suggested in this work.

Taylor series expansion based multidimensional image reconstruction for confocal and 4pi microscopy

We propose and experimentally demonstrate a three-dimensional (3D) image reconstruction methodology based on Taylor series approximation (TSA) in a Bayesian image reconstruction formulation. TSA incorporates the requirement of analyticity in the image domain, and acts as a finite impulse response filter. This technique is validated on images obtained from widefield, confocal laser scanning fluorescence microscopy and two-photon excited 4pi (2PE-4pi) fluorescence microscopy. Studies on simulated 3D objects, mitochondria-tagged yeast cells (labeled with Mitotracker Orange) and mitochondrial networks (tagged with Green fluorescent protein) show a signal-to-background improvement of 40% and resolution enhancement from 360 to 240 nm. This technique can easily be extended to other imaging modalities (single plane illumination microscopy (SPIM), individual molecule localization SPIM, stimulated emission depletion microscopy and its variants).

Maximum likelihood algorithms for joint estimation of synchronisation impairments and channel in multiple input multiple output-orthogonal frequency division multiplexing system

Maximum likelihood (ML) algorithms, for the joint estimation of synchronisation impairments and channel in multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) system, are investigated in this work. A system model that takes into account the effects of carrier frequency offset, sampling frequency offset, symbol timing error and channel impulse response is formulated. Cramer-Rao lower bounds for the estimation of continuous parameters are derived, which show the coupling effect among different impairments and the significance of the joint estimation. The authors propose an ML algorithm for the estimation of synchronisation impairments and channel together, using the grid search method. To reduce the complexity of the joint grid search in the ML algorithm, a modified ML (MML) algorithm with multiple one-dimensional searches is also proposed. Further, a stage-wise ML (SML) algorithm using existing algorithms, which estimate less number of parameters, is also proposed. Performance of the estimation algorithms is studied through numerical simulations and it is found that the proposed ML and MML algorithms exhibit better performance than SML algorithm.

Delay optimized zero-forcing channel shortening algorithm for wireless communication

In Orthogonal Frequency Division Multiplexing and Discrete Multitone transceivers, a guard interval called Cyclic Prefix (CP) is inserted to avoid inter-symbol interference. The length of the CP is usually greater than the impulse response of the channel resulting in a loss of useful data carriers. In order to avoid long CP, a time domain equalizer is used to shorten the channel. In this paper, we propose a method to include a delay in the zero-forcing equalizer and obtain an optimal value of the delay, based on the location of zeros of the channel. The performance of the algorithms is studied using numerical simulations.

Joint estimation of synchronization impairments in MIMO-OFDM system

A joint Maximum Likelihood (ML) estimation algorithm for the synchronization impairments such as Carrier Frequency Offset (CFO), Sampling Frequency Offset (SFO) and Symbol Timing Error (STE) in single user MIMO-OFDM system is investigated in this work. A received signal model that takes into account the nonlinear effects of CFO, SFO, STE and Channel Impulse Response (CIR) is formulated. Based on the signal model, a joint ML estimation algorithm is proposed. Cramer-Rao Lower Bound (CRLB) for the continuous parameters CFO and SFO is derived for the cases of with and without channel response effects and is used to compare the effect of coupling between different estimated parameters. The performance of the estimation method is studied through numerical simulations.

Joint Approximately Sparse Channel Estimation and Data Detection in OFDM Systems Using Sparse Bayesian Learning

It is well known that the impulse response of a wide-band wireless channel is approximately sparse, in the sense that it has a small number of significant components relative to the channel delay spread. In this paper, we consider the estimation of the unknown channel coefficients and its support in OFDM systems using a sparse Bayesian learning (SBL) framework for exact inference. In a quasi-static, block-fading scenario, we employ the SBL algorithm for channel estimation and propose a joint SBL (J-SBL) and a low-complexity recursive J-SBL algorithm for joint channel estimation and data detection. In a time-varying scenario, we use a first-order autoregressive model for the wireless channel and propose a novel, recursive, low-complexity Kalman filtering-based SBL (KSBL) algorithm for channel estimation. We generalize the KSBL algorithm to obtain the recursive joint KSBL algorithm that performs joint channel estimation and data detection. Our algorithms can efficiently recover a group of approximately sparse vectors even when the measurement matrix is partially unknown due to the presence of unknown data symbols. Moreover, the algorithms can fully exploit the correlation structure in the multiple measurements. Monte Carlo simulations illustrate the efficacy of the proposed techniques in terms of the mean-square error and bit error rate performance.

Robust Savitzky-Golay Filters

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.

Joint Channel Estimation and Data Detection in MIMO-OFDM Systems: A Sparse Bayesian Learning Approach

The impulse response of wireless channels between the N-t transmit and N-r receive antennas of a MIMO-OFDM system are group approximately sparse (ga-sparse), i.e., NtNt the channels have a small number of significant paths relative to the channel delay spread and the time-lags of the significant paths between transmit and receive antenna pairs coincide. Often, wireless channels are also group approximately cluster-sparse (gac-sparse), i.e., every ga-sparse channel consists of clusters, where a few clusters have all strong components while most clusters have all weak components. In this paper, we cast the problem of estimating the ga-sparse and gac-sparse block-fading and time-varying channels in the sparse Bayesian learning (SBL) framework and propose a bouquet of novel algorithms for pilot-based channel estimation, and joint channel estimation and data detection, in MIMO-OFDM systems. The proposed algorithms are capable of estimating the sparse wireless channels even when the measurement matrix is only partially known. Further, we employ a first-order autoregressive modeling of the temporal variation of the ga-sparse and gac-sparse channels and propose a recursive Kalman filtering and smoothing (KFS) technique for joint channel estimation, tracking, and data detection. We also propose novel, parallel-implementation based, low-complexity techniques for estimating gac-sparse channels. Monte Carlo simulations illustrate the benefit of exploiting the gac-sparse structure in the wireless channel in terms of the mean square error (MSE) and coded bit error rate (BER) performance.

Spectral intensity distribution of trapped

To calculate static response properties of a many-body system, local density approximation (LDA) can be safely applied. But, to obtain dynamical response functions, the applicability of LDA is limited bacause dynamics of the system needs to be considered as well. To examine this in the context of cold atoms, we consider a system of non-interacting spin4 fermions confined by a harmonic trapping potential. We have calculated a very important response function, the spectral intensity distribution function (SIDF), both exactly and using LDA at zero temperature and compared with each other for different dimensions, trap frequencies and momenta. The behaviour of the SIDF at a particular momentum can be explained by noting the behaviour of the density of states (DoS) of the free system (without trap) in that particular dimension. The agreement between exact and LDA SIDFs becomes better with increase in dimensions and number of particles.

Necessary and sufficient conditions for optimality in constrained general sum stochastic games

In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.

Optimal input cross-power spectra in shake table testing of asymmetric structures

The study considers earthquake shake table testing of bending-torsion coupled structures under multi-component stationary random earthquake excitations. An experimental procedure to arrive at the optimal excitation cross-power spectral density (psd) functions which maximize/minimize the steady state variance of a chosen response variable is proposed. These optimal functions are shown to be derivable in terms of a set of system frequency response functions which could be measured experimentally without necessitating an idealized mathematical model to be postulated for the structure under study. The relationship between these optimized cross-psd functions to the most favourable/least favourable angle of incidence of seismic waves on the structure is noted. The optimal functions are also shown to be system dependent, mathematically the sharpest, and correspond to neither fully correlated motions nor independent motions. The proposed experimental procedure is demonstrated through shake table studies on two laboratory scale building frame models.

Component Assembling Model and Its Application to Quasi-Brittle Damage

Potential energy can be approximated by ‘‘pair-functional’’ potentials which is composed of pair potentials and embedding energy. Pair potentials are grouped according to discrete directions of atomic bonds such that each group is represented by an orientational component. Meanwhile, another kind of component, the volumetric one is derived from embedding energy. Damage and fracture are the changing and breaking of atomic bonds at the most fundamental level and have been reflected by the changing of these components’ properties. Therefore, material is treated as a component assembly, and its constitutive equations are formed by means of assembling these two kinds of components’ response functions. This material model is referred to as the component assembling model. Theoretical analysis and numerical computing indicate that the proposed model has the capacity of reproducing some results satisfactorily, with the advantages of physical explicitness and intrinsic induced anisotropy, etc.

Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.