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.

Delineation of homogeneous hydrometeorological regions using wavelet-based global fuzzy cluster analysis

Identification of homogeneous hydrometeorological regions (HMRs) is necessary for various applications. Such regions are delineated by various approaches considering rainfall and temperature as two key variables. In conventional approaches, formation of regions is based on principal components (PCs)/statistics/indices determined from time series of the key variables at monthly and seasonal scales. An issue with use of PCs for regionalization is that they have to be extracted from contemporaneous records of hydrometeorological variables. Therefore, delineated regions may not be effective when the available records are limited over contemporaneous time period. A drawback associated with the use of statistics/indices is that they do not provide effective representation of the key variables when the records exhibit non-stationarity. Consequently, the resulting regions may not be effective for the desired purpose. To address these issues, a new approach is proposed in this article. The approach considers information extracted from wavelet transformations of the observed multivariate hydrometeorological time series as the basis for regionalization by global fuzzy c-means clustering procedure. The approach can account for dynamic variability in the time series and its non-stationarity (if any). Effectiveness of the proposed approach in forming HMRs is demonstrated by application to India, as there are no prior attempts to form such regions over the country. Drought severity-area-frequency (SAF) curves are constructed corresponding to each of the newly formed regions for the use in regional drought analysis, by considering standardized precipitation evapotranspiration index (SPEI) as the drought indicator.

IMAGE DENOISING USING OPTIMALLY WEIGHTED BILATERAL FILTERS: A SURE AND FAST APPROACH

The bilateral filter is known to be quite effective in denoising images corrupted with small dosages of additive Gaussian noise. The denoising performance of the filter, however, is known to degrade quickly with the increase in noise level. Several adaptations of the filter have been proposed in the literature to address this shortcoming, but often at a substantial computational overhead. In this paper, we report a simple pre-processing step that can substantially improve the denoising performance of the bilateral filter, at almost no additional cost. The modified filter is designed to be robust at large noise levels, and often tends to perform poorly below a certain noise threshold. To get the best of the original and the modified filter, we propose to combine them in a weighted fashion, where the weights are chosen to minimize (a surrogate of) the oracle mean-squared-error (MSE). The optimally-weighted filter is thus guaranteed to perform better than either of the component filters in terms of the MSE, at all noise levels. We also provide a fast algorithm for the weighted filtering. Visual and quantitative denoising results on standard test images are reported which demonstrate that the improvement over the original filter is significant both visually and in terms of PSNR. Moreover, the denoising performance of the optimally-weighted bilateral filter is competitive with the computation-intensive non-local means filter.

A Bayesian wavelet-based multidimensional deconvolution with sub-band emphasis

This paper proposes a new algorithm for waveletbased multidimensional image deconvolution which employs subband-dependent minimization and the dual-tree complex wavelet transform in an iterative Bayesian framework. In addition, this algorithm employs a new prior instead of the popular ℓ1 norm, and is thus able to embed a learning scheme during the iteration which helps it to achieve better deconvolution results and faster convergence. © 2008 IEEE.

Image deconvolution using a Gaussian scale mixtures model to approximate the wavelet sparseness constraint

This paper proposes to use an extended Gaussian Scale Mixtures (GSM) model instead of the conventional ℓ1 norm to approximate the sparseness constraint in the wavelet domain. We combine this new constraint with subband-dependent minimization to formulate an iterative algorithm on two shift-invariant wavelet transforms, the Shannon wavelet transform and dual-tree complex wavelet transform (DTCWT). This extented GSM model introduces spatially varying information into the deconvolution process and thus enables the algorithm to achieve better results with fewer iterations in our experiments. ©2009 IEEE.

Models and algorithms for tracking of maneuvering objects using variable rate particle filters

Standard algorithms in tracking and other state-space models assume identical and synchronous sampling rates for the state and measurement processes. However, real trajectories of objects are typically characterized by prolonged smooth sections, with sharp, but infrequent, changes. Thus, a more parsimonious representation of a target trajectory may be obtained by direct modeling of maneuver times in the state process, independently from the observation times. This is achieved by assuming the state arrival times to follow a random process, typically specified as Markovian, so that state points may be allocated along the trajectory according to the degree of variation observed. The resulting variable dimension state inference problem is solved by developing an efficient variable rate particle filtering algorithm to recursively update the posterior distribution of the state sequence as new data becomes available. The methodology is quite general and can be applied across many models where dynamic model uncertainty occurs on-line. Specific models are proposed for the dynamics of a moving object under internal forcing, expressed in terms of the intrinsic dynamics of the object. The performance of the algorithms with these dynamical models is demonstrated on several challenging maneuvering target tracking problems in clutter. © 2006 IEEE.

Using wavelet transform to study the Lipschitz local singular exponent in wall turbulence

In this paper, wavelet,transform is introduced to study the Lipschitz local singular exponent for characterising the local singularity behavior of fluctuating velocity in wall turbulence. I, is found that the local singular exponent is negative when the ejections and sweeps of coherent structures occur in a turbulent boundary layer.