966 resultados para Consistent Covariance-matrix


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This paper presents a new application of two dimensional Principal Component Analysis (2DPCA) to the problem of online character recognition in Tamil Script. A novel set of features employing polynomial fits and quartiles in combination with conventional features are derived for each sample point of the Tamil character obtained after smoothing and resampling. These are stacked to form a matrix, using which a covariance matrix is constructed. A subset of the eigenvectors of the covariance matrix is employed to get the features in the reduced sub space. Each character is modeled as a separate subspace and a modified form of the Mahalanobis distance is derived to classify a given test character. Results indicate that the recognition accuracy using the 2DPCA scheme shows an approximate 3% improvement over the conventional PCA technique.

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Most of the existing WCET estimation methods directly estimate execution time, ET, in cycles. We propose to study ET as a product of two factors, ET = IC * CPI, where IC is instruction count and CPI is cycles per instruction. Considering directly the estimation of ET may lead to a highly pessimistic estimate since implicitly these methods may be using worst case IC and worst case CPI. We hypothesize that there exists a functional relationship between CPI and IC such that CPI=f(IC). This is ascertained by computing the covariance matrix and studying the scatter plots of CPI versus IC. IC and CPI values are obtained by running benchmarks with a large number of inputs using the cycle accurate architectural simulator, Simplescalar on two different architectures. It is shown that the benchmarks can be grouped into different classes based on the CPI versus IC relationship. For some benchmarks like FFT, FIR etc., both IC and CPI are almost a constant irrespective of the input. There are other benchmarks that exhibit a direct or an inverse relationship between CPI and IC. In such a case, one can predict CPI for a given IC as CPI=f(IC). We derive the theoretical worst case IC for a program, denoted as SWIC, using integer linear programming(ILP) and estimate WCET as SWIC*f(SWIC). However, if CPI decreases sharply with IC then measured maximum cycles is observed to be a better estimate. For certain other benchmarks, it is observed that the CPI versus IC relationship is either random or CPI remains constant with varying IC. In such cases, WCET is estimated as the product of SWIC and measured maximum CPI. It is observed that use of the proposed method results in tighter WCET estimates than Chronos, a static WCET analyzer, for most benchmarks for the two architectures considered in this paper.

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We consider the MIMO X channel (XC), a system consisting of two transmit-receive pairs, where each transmitter communicates with both the receivers. Both the transmitters and receivers are equipped with multiple antennas. First, we derive an upper bound on the sum-rate capacity of the MIMO XC under individual power constraint at each transmitter. The sum-rate capacity of the two-user multiple access channel (MAC) that results when receiver cooperation is assumed forms an upper bound on the sum-rate capacity of the MIMO XC. We tighten this bound by considering noise correlation between the receivers and deriving the worst noise covariance matrix. It is shown that the worst noise covariance matrix is a saddle-point of a zero-sum, two-player convex-concave game, which is solved through a primal-dual interior point method that solves the maximization and the minimization parts of the problem simultaneously. Next, we propose an achievable scheme which employs dirty paper coding at the transmitters and successive decoding at the receivers. We show that the derived upper bound is close to the achievable region of the proposed scheme at low to medium SNRs.

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We propose a novel space-time descriptor for region-based tracking which is very concise and efficient. The regions represented by covariance matrices within a temporal fragment, are used to estimate this space-time descriptor which we call the Eigenprofiles(EP). EP so obtained is used in estimating the Covariance Matrix of features over spatio-temporal fragments. The Second Order Statistics of spatio-temporal fragments form our target model which can be adapted for variations across the video. The model being concise also allows the use of multiple spatially overlapping fragments to represent the target. We demonstrate good tracking results on very challenging datasets, shot under insufficient illumination conditions.

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This paper considers the problem of channel estimation at the transmitter in a spatial multiplexing-based Time Division Duplex (TDD) Multiple Input Multiple Output (MIMO) system with perfect CSIR. A novel channel-dependent Reverse Channel Training (RCT) sequence is proposed, using which the transmitter estimates the beamforming vectors for forward link data transmission. This training sequence is designed based on the following two metrics: (i) a capacity lower bound, and (ii) the mean square error in the estimate. The performance of the proposed training scheme is analyzed and is shown to significantly outperform the conventional orthogonal RCT sequence. Also, in the case where the transmitter uses water-filling power allocation for data transmission, a novel RCT sequence is proposed and optimized with respect to the MSE in estimating the transmit covariance matrix.

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A new representation of spatio-temporal random processes is proposed in this work. In practical applications, such processes are used to model velocity fields, temperature distributions, response of vibrating systems, to name a few. Finding an efficient representation for any random process leads to encapsulation of information which makes it more convenient for a practical implementations, for instance, in a computational mechanics problem. For a single-parameter process such as spatial or temporal process, the eigenvalue decomposition of the covariance matrix leads to the well-known Karhunen-Loeve (KL) decomposition. However, for multiparameter processes such as a spatio-temporal process, the covariance function itself can be defined in multiple ways. Here the process is assumed to be measured at a finite set of spatial locations and a finite number of time instants. Then the spatial covariance matrix at different time instants are considered to define the covariance of the process. This set of square, symmetric, positive semi-definite matrices is then represented as a third-order tensor. A suitable decomposition of this tensor can identify the dominant components of the process, and these components are then used to define a closed-form representation of the process. The procedure is analogous to the KL decomposition for a single-parameter process, however, the decompositions and interpretations vary significantly. The tensor decompositions are successfully applied on (i) a heat conduction problem, (ii) a vibration problem, and (iii) a covariance function taken from the literature that was fitted to model a measured wind velocity data. It is observed that the proposed representation provides an efficient approximation to some processes. Furthermore, a comparison with KL decomposition showed that the proposed method is computationally cheaper than the KL, both in terms of computer memory and execution time.

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In this paper, we consider decode-and-forward (DF) relay beamforming for secrecy with cooperative jamming (CJ) in the presence of multiple eavesdroppers. The communication between a source-destination pair is aided by a multiple-input multiple-output (MIMO) relay. The source has one transmit antenna and the destination and eavesdroppers have one receive antenna each. The source and the MIMO relay are constrained with powers P-S and P-R, respectively. We relax the rank-1 constraint on the signal beamforming matrix and transform the secrecy rate max-min optimization problem to a single maximization problem, which is solved by semidefinite programming techniques. We obtain the optimum source power, signal relay weights, and jamming covariance matrix. We show that the solution of the rank-relaxed optimization problem has rank-1. Numerical results show that CJ can improve the secrecy rate.

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In this paper, we consider decode-and-forward (DF) relay beamforming for secrecy with cooperative jamming (CJ) in the presence of multiple eavesdroppers. The communication between a source-destination pair is aided by a multiple-input multiple-output (MIMO) relay. The source has one transmit antenna and the destination and eavesdroppers have one receive antenna each. The source and the MIMO relay are constrained with powers P-S and P-R, respectively. We relax the rank-1 constraint on the signal beamforming matrix and transform the secrecy rate max-min optimization problem to a single maximization problem, which is solved by semidefinite programming techniques. We obtain the optimum source power, signal relay weights, and jamming covariance matrix. We show that the solution of the rank-relaxed optimization problem has rank-1. Numerical results show that CJ can improve the secrecy rate.

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In this paper, we consider the problem of power allocation in MIMO wiretap channel for secrecy in the presence of multiple eavesdroppers. Perfect knowledge of the destination channel state information (CSI) and only the statistical knowledge of the eavesdroppers CSI are assumed. We first consider the MIMO wiretap channel with Gaussian input. Using Jensen's inequality, we transform the secrecy rate max-min optimization problem to a single maximization problem. We use generalized singular value decomposition and transform the problem to a concave maximization problem which maximizes the sum secrecy rate of scalar wiretap channels subject to linear constraints on the transmit covariance matrix. We then consider the MIMO wiretap channel with finite-alphabet input. We show that the transmit covariance matrix obtained for the case of Gaussian input, when used in the MIMO wiretap channel with finite-alphabet input, can lead to zero secrecy rate at high transmit powers. We then propose a power allocation scheme with an additional power constraint which alleviates this secrecy rate loss problem, and gives non-zero secrecy rates at high transmit powers.

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The dissertation is concerned with the mathematical study of various network problems. First, three real-world networks are considered: (i) the human brain network (ii) communication networks, (iii) electric power networks. Although these networks perform very different tasks, they share similar mathematical foundations. The high-level goal is to analyze and/or synthesis each of these systems from a “control and optimization” point of view. After studying these three real-world networks, two abstract network problems are also explored, which are motivated by power systems. The first one is “flow optimization over a flow network” and the second one is “nonlinear optimization over a generalized weighted graph”. The results derived in this dissertation are summarized below.

Brain Networks: Neuroimaging data reveals the coordinated activity of spatially distinct brain regions, which may be represented mathematically as a network of nodes (brain regions) and links (interdependencies). To obtain the brain connectivity network, the graphs associated with the correlation matrix and the inverse covariance matrix—describing marginal and conditional dependencies between brain regions—have been proposed in the literature. A question arises as to whether any of these graphs provides useful information about the brain connectivity. Due to the electrical properties of the brain, this problem will be investigated in the context of electrical circuits. First, we consider an electric circuit model and show that the inverse covariance matrix of the node voltages reveals the topology of the circuit. Second, we study the problem of finding the topology of the circuit based on only measurement. In this case, by assuming that the circuit is hidden inside a black box and only the nodal signals are available for measurement, the aim is to find the topology of the circuit when a limited number of samples are available. For this purpose, we deploy the graphical lasso technique to estimate a sparse inverse covariance matrix. It is shown that the graphical lasso may find most of the circuit topology if the exact covariance matrix is well-conditioned. However, it may fail to work well when this matrix is ill-conditioned. To deal with ill-conditioned matrices, we propose a small modification to the graphical lasso algorithm and demonstrate its performance. Finally, the technique developed in this work will be applied to the resting-state fMRI data of a number of healthy subjects.

Communication Networks: Congestion control techniques aim to adjust the transmission rates of competing users in the Internet in such a way that the network resources are shared efficiently. Despite the progress in the analysis and synthesis of the Internet congestion control, almost all existing fluid models of congestion control assume that every link in the path of a flow observes the original source rate. To address this issue, a more accurate model is derived in this work for the behavior of the network under an arbitrary congestion controller, which takes into account of the effect of buffering (queueing) on data flows. Using this model, it is proved that the well-known Internet congestion control algorithms may no longer be stable for the common pricing schemes, unless a sufficient condition is satisfied. It is also shown that these algorithms are guaranteed to be stable if a new pricing mechanism is used.

Electrical Power Networks: Optimal power flow (OPF) has been one of the most studied problems for power systems since its introduction by Carpentier in 1962. This problem is concerned with finding an optimal operating point of a power network minimizing the total power generation cost subject to network and physical constraints. It is well known that OPF is computationally hard to solve due to the nonlinear interrelation among the optimization variables. The objective is to identify a large class of networks over which every OPF problem can be solved in polynomial time. To this end, a convex relaxation is proposed, which solves the OPF problem exactly for every radial network and every meshed network with a sufficient number of phase shifters, provided power over-delivery is allowed. The concept of “power over-delivery” is equivalent to relaxing the power balance equations to inequality constraints.

Flow Networks: In this part of the dissertation, the minimum-cost flow problem over an arbitrary flow network is considered. In this problem, each node is associated with some possibly unknown injection, each line has two unknown flows at its ends related to each other via a nonlinear function, and all injections and flows need to satisfy certain box constraints. This problem, named generalized network flow (GNF), is highly non-convex due to its nonlinear equality constraints. Under the assumption of monotonicity and convexity of the flow and cost functions, a convex relaxation is proposed, which always finds the optimal injections. A primary application of this work is in the OPF problem. The results of this work on GNF prove that the relaxation on power balance equations (i.e., load over-delivery) is not needed in practice under a very mild angle assumption.

Generalized Weighted Graphs: Motivated by power optimizations, this part aims to find a global optimization technique for a nonlinear optimization defined over a generalized weighted graph. Every edge of this type of graph is associated with a weight set corresponding to the known parameters of the optimization (e.g., the coefficients). The motivation behind this problem is to investigate how the (hidden) structure of a given real/complex valued optimization makes the problem easy to solve, and indeed the generalized weighted graph is introduced to capture the structure of an optimization. Various sufficient conditions are derived, which relate the polynomial-time solvability of different classes of optimization problems to weak properties of the generalized weighted graph such as its topology and the sign definiteness of its weight sets. As an application, it is proved that a broad class of real and complex optimizations over power networks are polynomial-time solvable due to the passivity of transmission lines and transformers.

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This thesis studies three classes of randomized numerical linear algebra algorithms, namely: (i) randomized matrix sparsification algorithms, (ii) low-rank approximation algorithms that use randomized unitary transformations, and (iii) low-rank approximation algorithms for positive-semidefinite (PSD) matrices.

Randomized matrix sparsification algorithms set randomly chosen entries of the input matrix to zero. When the approximant is substituted for the original matrix in computations, its sparsity allows one to employ faster sparsity-exploiting algorithms. This thesis contributes bounds on the approximation error of nonuniform randomized sparsification schemes, measured in the spectral norm and two NP-hard norms that are of interest in computational graph theory and subset selection applications.

Low-rank approximations based on randomized unitary transformations have several desirable properties: they have low communication costs, are amenable to parallel implementation, and exploit the existence of fast transform algorithms. This thesis investigates the tradeoff between the accuracy and cost of generating such approximations. State-of-the-art spectral and Frobenius-norm error bounds are provided.

The last class of algorithms considered are SPSD "sketching" algorithms. Such sketches can be computed faster than approximations based on projecting onto mixtures of the columns of the matrix. The performance of several such sketching schemes is empirically evaluated using a suite of canonical matrices drawn from machine learning and data analysis applications, and a framework is developed for establishing theoretical error bounds.

In addition to studying these algorithms, this thesis extends the Matrix Laplace Transform framework to derive Chernoff and Bernstein inequalities that apply to all the eigenvalues of certain classes of random matrices. These inequalities are used to investigate the behavior of the singular values of a matrix under random sampling, and to derive convergence rates for each individual eigenvalue of a sample covariance matrix.

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This thesis presents a simplified state-variable method to solve for the nonstationary response of linear MDOF systems subjected to a modulated stationary excitation in both time and frequency domains. The resulting covariance matrix and evolutionary spectral density matrix of the response may be expressed as a product of a constant system matrix and a time-dependent matrix, the latter can be explicitly evaluated for most envelopes currently prevailing in engineering. The stationary correlation matrix of the response may be found by taking the limit of the covariance response when a unit step envelope is used. The reliability analysis can then be performed based on the first two moments of the response obtained.

The method presented facilitates obtaining explicit solutions for general linear MDOF systems and is flexible enough to be applied to different stochastic models of excitation such as the stationary models, modulated stationary models, filtered stationary models, and filtered modulated stationary models and their stochastic equivalents including the random pulse train model, filtered shot noise, and some ARMA models in earthquake engineering. This approach may also be readily incorporated into finite element codes for random vibration analysis of linear structures.

A set of explicit solutions for the response of simple linear structures subjected to modulated white noise earthquake models with four different envelopes are presented as illustration. In addition, the method has been applied to three selected topics of interest in earthquake engineering, namely, nonstationary analysis of primary-secondary systems with classical or nonclassical dampings, soil layer response and related structural reliability analysis, and the effect of the vertical components on seismic performance of structures. For all the three cases, explicit solutions are obtained, dynamic characteristics of structures are investigated, and some suggestions are given for aseismic design of structures.

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Nesta dissertação, foi utilizada a técnica SIFT (Scale Invariant Feature Transform) para o reconhecimento de imagens da área dos olhos (região periorbital). Foi implementada uma classificação das imagens em subgrupos internos ao banco de dados, utilizando-se das informações estatísticas provenientes dos padrões invariantes produzidos pela técnica SIFT. Procedeu-se a uma busca categorizada pelo banco de dados, ao invés da procura de um determinado padrão apresentado, através da comparação deste com cada padrão presente no banco de dados. A tais padrões foi aplicada uma abordagem estatística, através da geração da matriz de covariâncias dos padrões gerados, sendo esta utilizada para a categorização, tendo por base uma rede neural híbrida. A rede neural classifica e categoriza o banco de dados de imagens, criando uma topologia de busca. Foram obtidos resultados corretos de classificação de 76,3% pela rede neural híbrida, sendo que um algoritmo auxiliar determina uma hierarquia de busca, onde, ocorrendo uma errônea classificação, a busca segue em grupos de pesquisas mais prováveis.

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A group of mobile robots can localize cooperatively, using relative position and absolute orientation measurements, fused through an extended Kalman filter (ekf). The topology of the graph of relative measurements is known to affect the steady-state value of the position error covariance matrix. Classes of sensor graphs are identified, for which tight bounds for the trace of the covariance matrix can be obtained based on the algebraic properties of the underlying relative measurement graph. The string and the star graph topologies are considered, and the explicit form of the eigenvalues of error covariance matrix is given. More general sensor graph topologies are considered as combinations of the string and star topologies, when additional edges are added. It is demonstrated how the addition of edges increases the trace of the steady-state value of the position error covariance matrix, and the theoretical predictions are verified through simulation analysis.

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Vector Taylor Series (VTS) model based compensation is a powerful approach for noise robust speech recognition. An important extension to this approach is VTS adaptive training (VAT), which allows canonical models to be estimated on diverse noise-degraded training data. These canonical model can be estimated using EM-based approaches, allowing simple extensions to discriminative VAT (DVAT). However to ensure a diagonal corrupted speech covariance matrix the Jacobian (loading matrix) relating the noise and clean speech is diagonalised. In this work an approach for yielding optimal diagonal loading matrices based on minimising the expected KL-divergence between the diagonal loading matrix and "correct" distributions is proposed. The performance of DVAT using the standard and optimal diagonalisation was evaluated on both in-car collected data and the Aurora4 task. © 2012 IEEE.