Satellite borne radar altimetry : empirical orbit refinement and ocean signal recovery techniques

Measurements of the sea surface obtained by satellite borne radar altimetry are irregularly spaced and contaminated with various modelling and correction errors. The largest source of uncertainty for low Earth orbiting satellites such as ERS-1 and Geosat may be attributed to orbital modelling errors. The empirical correction of such errors is investigated by examination of single and dual satellite crossovers, with a view to identifying the extent of any signal aliasing: either by removal of long wavelength ocean signals or introduction of additional error signals. From these studies, it was concluded that sinusoidal approximation of the dominant one cycle per revolution orbit error over arc lengths of 11,500 km did not remove a significant mesoscale ocean signal. The use of TOPEX/Poseidon dual crossovers with ERS-1 was shown to substantially improve the radial accuracy of ERS-1, except for some absorption of small TOPEX/Poseidon errors. The extraction of marine geoid information is of great interest to the oceanographic community and was the subject of the second half of this thesis. Firstly through determination of regional mean sea surfaces using Geosat data, it was demonstrated that a dataset with 70cm orbit error contamination could produce a marine geoid map which compares to better than 12cm with an accurate regional high resolution gravimetric geoid. This study was then developed into Optimal Fourier Transform Interpolation, a technique capable of analysing complete altimeter datasets for the determination of consistent global high resolution geoid maps. This method exploits the regular nature of ascending and descending data subsets thus making possible the application of fast Fourier transform algorithms. Quantitative assessment of this method was limited by the lack of global ground truth gravity data, but qualitative results indicate good signal recovery from a single 35-day cycle.

Fingerprint analysis using wavelet transform with application to compression and feature extraction

The main goal of this research is to design an efficient compression al~ gorithm for fingerprint images. The wavelet transform technique is the principal tool used to reduce interpixel redundancies and to obtain a parsimonious representation for these images. A specific fixed decomposition structure is designed to be used by the wavelet packet in order to save on the computation, transmission, and storage costs. This decomposition structure is based on analysis of information packing performance of several decompositions, two-dimensional power spectral density, effect of each frequency band on the reconstructed image, and the human visual sensitivities. This fixed structure is found to provide the "most" suitable representation for fingerprints, according to the chosen criteria. Different compression techniques are used for different subbands, based on their observed statistics. The decision is based on the effect of each subband on the reconstructed image according to the mean square criteria as well as the sensitivities in human vision. To design an efficient quantization algorithm, a precise model for distribution of the wavelet coefficients is developed. The model is based on the generalized Gaussian distribution. A least squares algorithm on a nonlinear function of the distribution model shape parameter is formulated to estimate the model parameters. A noise shaping bit allocation procedure is then used to assign the bit rate among subbands. To obtain high compression ratios, vector quantization is used. In this work, the lattice vector quantization (LVQ) is chosen because of its superior performance over other types of vector quantizers. The structure of a lattice quantizer is determined by its parameters known as truncation level and scaling factor. In lattice-based compression algorithms reported in the literature the lattice structure is commonly predetermined leading to a nonoptimized quantization approach. In this research, a new technique for determining the lattice parameters is proposed. In the lattice structure design, no assumption about the lattice parameters is made and no training and multi-quantizing is required. The design is based on minimizing the quantization distortion by adapting to the statistical characteristics of the source in each subimage. 11 Abstract Abstract Since LVQ is a multidimensional generalization of uniform quantizers, it produces minimum distortion for inputs with uniform distributions. In order to take advantage of the properties of LVQ and its fast implementation, while considering the i.i.d. nonuniform distribution of wavelet coefficients, the piecewise-uniform pyramid LVQ algorithm is proposed. The proposed algorithm quantizes almost all of source vectors without the need to project these on the lattice outermost shell, while it properly maintains a small codebook size. It also resolves the wedge region problem commonly encountered with sharply distributed random sources. These represent some of the drawbacks of the algorithm proposed by Barlaud [26). The proposed algorithm handles all types of lattices, not only the cubic lattices, as opposed to the algorithms developed by Fischer [29) and Jeong [42). Furthermore, no training and multiquantizing (to determine lattice parameters) is required, as opposed to Powell's algorithm [78). For coefficients with high-frequency content, the positive-negative mean algorithm is proposed to improve the resolution of reconstructed images. For coefficients with low-frequency content, a lossless predictive compression scheme is used to preserve the quality of reconstructed images. A method to reduce bit requirements of necessary side information is also introduced. Lossless entropy coding techniques are subsequently used to remove coding redundancy. The algorithms result in high quality reconstructed images with better compression ratios than other available algorithms. To evaluate the proposed algorithms their objective and subjective performance comparisons with other available techniques are presented. The quality of the reconstructed images is important for a reliable identification. Enhancement and feature extraction on the reconstructed images are also investigated in this research. A structural-based feature extraction algorithm is proposed in which the unique properties of fingerprint textures are used to enhance the images and improve the fidelity of their characteristic features. The ridges are extracted from enhanced grey-level foreground areas based on the local ridge dominant directions. The proposed ridge extraction algorithm, properly preserves the natural shape of grey-level ridges as well as precise locations of the features, as opposed to the ridge extraction algorithm in [81). Furthermore, it is fast and operates only on foreground regions, as opposed to the adaptive floating average thresholding process in [68). Spurious features are subsequently eliminated using the proposed post-processing scheme.

Adaptive instantaneous frequency estimation: Techniques and algorithms

This thesis deals with the problem of the instantaneous frequency (IF) estimation of sinusoidal signals. This topic plays significant role in signal processing and communications. Depending on the type of the signal, two major approaches are considered. For IF estimation of single-tone or digitally-modulated sinusoidal signals (like frequency shift keying signals) the approach of digital phase-locked loops (DPLLs) is considered, and this is Part-I of this thesis. For FM signals the approach of time-frequency analysis is considered, and this is Part-II of the thesis. In part-I we have utilized sinusoidal DPLLs with non-uniform sampling scheme as this type is widely used in communication systems. The digital tanlock loop (DTL) has introduced significant advantages over other existing DPLLs. In the last 10 years many efforts have been made to improve DTL performance. However, this loop and all of its modifications utilizes Hilbert transformer (HT) to produce a signal-independent 90-degree phase-shifted version of the input signal. Hilbert transformer can be realized approximately using a finite impulse response (FIR) digital filter. This realization introduces further complexity in the loop in addition to approximations and frequency limitations on the input signal. We have tried to avoid practical difficulties associated with the conventional tanlock scheme while keeping its advantages. A time-delay is utilized in the tanlock scheme of DTL to produce a signal-dependent phase shift. This gave rise to the time-delay digital tanlock loop (TDTL). Fixed point theorems are used to analyze the behavior of the new loop. As such TDTL combines the two major approaches in DPLLs: the non-linear approach of sinusoidal DPLL based on fixed point analysis, and the linear tanlock approach based on the arctan phase detection. TDTL preserves the main advantages of the DTL despite its reduced structure. An application of TDTL in FSK demodulation is also considered. This idea of replacing HT by a time-delay may be of interest in other signal processing systems. Hence we have analyzed and compared the behaviors of the HT and the time-delay in the presence of additive Gaussian noise. Based on the above analysis, the behavior of the first and second-order TDTLs has been analyzed in additive Gaussian noise. Since DPLLs need time for locking, they are normally not efficient in tracking the continuously changing frequencies of non-stationary signals, i.e. signals with time-varying spectra. Nonstationary signals are of importance in synthetic and real life applications. An example is the frequency-modulated (FM) signals widely used in communication systems. Part-II of this thesis is dedicated for the IF estimation of non-stationary signals. For such signals the classical spectral techniques break down, due to the time-varying nature of their spectra, and more advanced techniques should be utilized. For the purpose of instantaneous frequency estimation of non-stationary signals there are two major approaches: parametric and non-parametric. We chose the non-parametric approach which is based on time-frequency analysis. This approach is computationally less expensive and more effective in dealing with multicomponent signals, which are the main aim of this part of the thesis. A time-frequency distribution (TFD) of a signal is a two-dimensional transformation of the signal to the time-frequency domain. Multicomponent signals can be identified by multiple energy peaks in the time-frequency domain. Many real life and synthetic signals are of multicomponent nature and there is little in the literature concerning IF estimation of such signals. This is why we have concentrated on multicomponent signals in Part-H. An adaptive algorithm for IF estimation using the quadratic time-frequency distributions has been analyzed. A class of time-frequency distributions that are more suitable for this purpose has been proposed. The kernels of this class are time-only or one-dimensional, rather than the time-lag (two-dimensional) kernels. Hence this class has been named as the T -class. If the parameters of these TFDs are properly chosen, they are more efficient than the existing fixed-kernel TFDs in terms of resolution (energy concentration around the IF) and artifacts reduction. The T-distributions has been used in the IF adaptive algorithm and proved to be efficient in tracking rapidly changing frequencies. They also enables direct amplitude estimation for the components of a multicomponent

On the efficacy of Fourier series approximations for pricing European options

This paper investigates several competing procedures for computing the prices of vanilla European options, such as puts, calls and binaries, in which the underlying model has a characteristic function that is known in semi-closed form. The algorithms investigated here are the half-range Fourier cosine series, the half-range Fourier sine series and the full-range Fourier series. Their performance is assessed in simulation experiments in which an analytical solution is available and also for a simple affine model of stochastic volatility in which there is no closed-form solution. The results suggest that the half-range sine series approximation is the least effective of the three proposed algorithms. It is rather more difficult to distinguish between the performance of the halfrange cosine series and the full-range Fourier series. However there are two clear differences. First, when the interval over which the density is approximated is relatively large, the full-range Fourier series is at least as good as the half-range Fourier cosine series, and outperforms the latter in pricing out-of-the-money call options, in particular with maturities of three months or less. Second, the computational time required by the half-range Fourier cosine series is uniformly longer than that required by the full-range Fourier series for an interval of fixed length. Taken together,these two conclusions make a case for pricing options using a full-range range Fourier series as opposed to a half-range Fourier cosine series if a large number of options are to be priced in as short a time as possible.

The power of quantum Fourier sampling

How powerful are Quantum Computers? Despite the prevailing belief that Quantum Computers are more powerful than their classical counterparts, this remains a conjecture backed by little formal evidence. Shor's famous factoring algorithm [Shor97] gives an example of a problem that can be solved efficiently on a quantum computer with no known efficient classical algorithm. Factoring, however, is unlikely to be NP-Hard, meaning that few unexpected formal consequences would arise, should such a classical algorithm be discovered. Could it then be the case that any quantum algorithm can be simulated efficiently classically? Likewise, could it be the case that Quantum Computers can quickly solve problems much harder than factoring? If so, where does this power come from, and what classical computational resources do we need to solve the hardest problems for which there exist efficient quantum algorithms?

We make progress toward understanding these questions through studying the relationship between classical nondeterminism and quantum computing. In particular, is there a problem that can be solved efficiently on a Quantum Computer that cannot be efficiently solved using nondeterminism? In this thesis we address this problem from the perspective of sampling problems. Namely, we give evidence that approximately sampling the Quantum Fourier Transform of an efficiently computable function, while easy quantumly, is hard for any classical machine in the Polynomial Time Hierarchy. In particular, we prove the existence of a class of distributions that can be sampled efficiently by a Quantum Computer, that likely cannot be approximately sampled in randomized polynomial time with an oracle for the Polynomial Time Hierarchy.

Our work complements and generalizes the evidence given in Aaronson and Arkhipov's work [AA2013] where a different distribution with the same computational properties was given. Our result is more general than theirs, but requires a more powerful quantum sampler.

Design of triangular lattice photonic crystals using genetic algorithms

Genetic Algorithms (GAs) were used to design triangular lattice photonic crystals with large absolute band-gap. Considering fabricating issues, the algorithms represented the unit cell with large pixels and took the largest absolute band-gap under the fifth band as the objective function. By integrating Fourier transform data storage mechanism, the algorithms ran efficiently and effectively and optimized a triangular lattice photonic crystal with scatters in the shape of 'dielectric-air rod'. It had a large absolute band gap with relative width (ratio of gap width to midgap) 23.8%.

Low power field programmable gate array implementation of fast digital signal processing algorithms: characterisation and manipulation of data locality

Dynamic power consumption is very dependent on interconnect, so clever mapping of digital signal processing algorithms to parallelised realisations with data locality is vital. This is a particular problem for fast algorithm implementations where typically, designers will have sacrificed circuit structure for efficiency in software implementation. This study outlines an approach for reducing the dynamic power consumption of a class of fast algorithms by minimising the index space separation; this allows the generation of field programmable gate array (FPGA) implementations with reduced power consumption. It is shown how a 50% reduction in relative index space separation results in a measured power gain of 36 and 37% over a Cooley-Tukey Fast Fourier Transform (FFT)-based solution for both actual power measurements for a Xilinx Virtex-II FPGA implementation and circuit measurements for a Xilinx Virtex-5 implementation. The authors show the generality of the approach by applying it to a number of other fast algorithms namely the discrete cosine, the discrete Hartley and the Walsh-Hadamard transforms.

Efficiency Comparison of DFT/IDFT Algorithms by Evaluating Diverse Hardware Implementations

In this paper we investigate various algorithms for performing Fast Fourier Transformation (FFT)/Inverse Fast Fourier Transformation (IFFT), and proper techniques for maximizing the FFT/IFFT execution speed, such as pipelining or parallel processing, and use of memory structures with pre-computed values (look up tables -LUT) or other dedicated hardware components (usually multipliers). Furthermore, we discuss the optimal hardware architectures that best apply to various FFT/IFFT algorithms, along with their abilities to exploit parallel processing with minimal data dependences of the FFT/IFFT calculations. An interesting approach that is also considered in this paper is the application of the integrated processing-in-memory Intelligent RAM (IRAM) chip to high speed FFT/IFFT computing. The results of the assessment study emphasize that the execution speed of the FFT/IFFT algorithms is tightly connected to the capabilities of the FFT/IFFT hardware to support the provided parallelism of the given algorithm. Therefore, we suggest that the basic Discrete Fourier Transform (DFT)/Inverse Discrete Fourier Transform (IDFT) can also provide high performances, by utilizing a specialized FFT/IFFT hardware architecture that can exploit the provided parallelism of the DFT/IDF operations. The proposed improvements include simplified multiplications over symbols given in polar coordinate system, using sinе and cosine look up tables, and an approach for performing parallel addition of N input symbols.

Efficiency Comparison of DFT/IDFT Algorithms by Evaluating Diverse Hardware : Implementations,Parallelization Prospectsand Possible Improvements

In this paper we investigate various algorithms for performing Fast Fourier Transformation (FFT)/Inverse Fast Fourier Transformation (IFFT), and proper techniquesfor maximizing the FFT/IFFT execution speed, such as pipelining or parallel processing, and use of memory structures with pre-computed values (look up tables -LUT) or other dedicated hardware components (usually multipliers). Furthermore, we discuss the optimal hardware architectures that best apply to various FFT/IFFT algorithms, along with their abilities to exploit parallel processing with minimal data dependences of the FFT/IFFT calculations. An interesting approach that is also considered in this paper is the application of the integrated processing-in-memory Intelligent RAM (IRAM) chip to high speed FFT/IFFT computing. The results of the assessment study emphasize that the execution speed of the FFT/IFFT algorithms is tightly connected to the capabilities of the FFT/IFFT hardware to support the provided parallelism of the given algorithm. Therefore, we suggest that the basic Discrete Fourier Transform (DFT)/Inverse Discrete Fourier Transform (IDFT) can also provide high performances, by utilizing a specialized FFT/IFFT hardware architecture that can exploit the provided parallelism of the DFT/IDF operations. The proposed improvements include simplified multiplications over symbols given in polar coordinate system, using sinе and cosine look up tables,and an approach for performing parallel addition of N input symbols.

Valoración de opciones bajo el modelo de Kou aplicando transformada de Fourier

En esta Tesis se presenta el modelo de Kou, Difusión con saltos doble exponenciales, para la valoración de opciones Call de tipo europeo sobre los precios del petróleo como activo subyacente. Se mostrarán los cálculos numéricos para la formulación de expresiones analíticas que se resolverán mediante la implementación de algoritmos numéricos eficientes que conllevaran a los precios teóricos de las opciones evaluadas. Posteriormente se discutirán las ventajas de usar métodos como la transformada de Fourier por la sencillez relativa de su programación frente a los desarrollos de otras técnicas numéricas. Este método es usado en conjunto con el ejercicio de calibración no paramétrica de regularización, que mediante la minimización de los errores al cuadrado sujeto a una penalización fundamentada en el concepto de entropía relativa, resultaran en la obtención de precios para las opciones Call sobre el petróleo considerando una mejor capacidad del modelo de asignar precios justos frente a los transados en el mercado.

Comparative analysis of synchronization algorithms based on PLL, RDFT and Kalman Filter

This paper discusses the main characteristics and presents a comparative analysis of three synchronization algorithms based respectively, on a Phase-Locked Loop, a Kalman Filter and a Discrete Fourier Transform. It will be described the single and three-phase models of the first two methods and the single-phase model of the third one. Details on how to modify the filtering properties or dynamic response of each algorithm will be discussed in terms of their design parameters. In order to compare the different algorithms, these parameters will be set for maximum filter capability. Then, the dynamic response, during input amplitude and frequency deviations will be observed, as well as during the initialization procedure. So, advantages and disadvantages of all considered algorithms will be discussed. ©2007 IEEE.

Transformada de Fourier: teoria como base para aplicações em mecânica celeste

Pós-graduação em Matemática Universitária - IGCE

Fast fourier analysis of structural organization in decellularized cartilage-on-bone laminates

Denaturation of tissues can provide a unique biological environment for regenerative medicine application only if minimal disruption of their microarchitecture is achieved during the decellularization process. The goal is to keep the structural integrity of such a construct as functional as the tissues from which they were derived. In this work, cartilage-on-bone laminates were decellularized through enzymatic, non-ionic and ionic protocols. This work investigated the effects of decellularization process on the microarchitecture of cartiligous extracellular matrix; determining the extent of how each process deteriorated the structural organization of the network. High resolution microscopy was used to capture cross-sectional images of samples prior to and after treatment. The variation of the microarchitecture was then analysed using a well defined fast Fourier image processing algorithm. Statistical analysis of the results revealed how significant the alternations among aforementioned protocols were (p < 0.05). Ranking the treatments by their effectiveness in disrupting the ECM integrity, they were ordered as: Trypsin> SDS> Triton X-100.

Fourier Lucas-Kanade Algorithm

In this paper we propose a framework for both gradient descent image and object alignment in the Fourier domain. Our method centers upon the classical Lucas & Kanade (LK) algorithm where we represent the source and template/model in the complex 2D Fourier domain rather than in the spatial 2D domain. We refer to our approach as the Fourier LK (FLK) algorithm. The FLK formulation is advantageous when one pre-processes the source image and template/model with a bank of filters (e.g. oriented edges, Gabor, etc.) as: (i) it can handle substantial illumination variations, (ii) the inefficient pre-processing filter bank step can be subsumed within the FLK algorithm as a sparse diagonal weighting matrix, (iii) unlike traditional LK the computational cost is invariant to the number of filters and as a result far more efficient, and (iv) this approach can be extended to the inverse compositional form of the LK algorithm where nearly all steps (including Fourier transform and filter bank pre-processing) can be pre-computed leading to an extremely efficient and robust approach to gradient descent image matching. Further, these computational savings translate to non-rigid object alignment tasks that are considered extensions of the LK algorithm such as those found in Active Appearance Models (AAMs).