Spatially Adaptive Image Denoising Techniques Using Directionlets

The aim of the thesis was to design and develop spatially adaptive denoising techniques with edge and feature preservation, for images corrupted with additive white Gaussian noise and SAR images affected with speckle noise. Image denoising is a well researched topic. It has found multifaceted applications in our day to day life. Image denoising based on multi resolution analysis using wavelet transform has received considerable attention in recent years. The directionlet based denoising schemes presented in this thesis are effective in preserving the image specific features like edges and contours in denoising. Scope of this research is still open in areas like further optimization in terms of speed and extension of the techniques to other related areas like colour and video image denoising. Such studies would further augment the practical use of these techniques.

Classification of lactose and mandelic acid THz spectra using subspace and wavelet-packet algorithms

This work compares classification results of lactose, mandelic acid and dl-mandelic acid, obtained on the basis of their respective THz transients. The performance of three different pre-processing algorithms applied to the time-domain signatures obtained using a THz-transient spectrometer are contrasted by evaluating the classifier performance. A range of amplitudes of zero-mean white Gaussian noise are used to artificially degrade the signal-to-noise ratio of the time-domain signatures to generate the data sets that are presented to the classifier for both learning and validation purposes. This gradual degradation of interferograms by increasing the noise level is equivalent to performing measurements assuming a reduced integration time. Three signal processing algorithms were adopted for the evaluation of the complex insertion loss function of the samples under study; a) standard evaluation by ratioing the sample with the background spectra, b) a subspace identification algorithm and c) a novel wavelet-packet identification procedure. Within class and between class dispersion metrics are adopted for the three data sets. A discrimination metric evaluates how well the three classes can be distinguished within the frequency range 0. 1 - 1.0 THz using the above algorithms.

Time diversity decorrelator (TDD); a near-far resistant detector for asynchronous CDMA system

Greater attention has been focused on the use of CDMA for future cellular mobile communications. CA near-far resistant detector for asynchronous code-division multiple-access (CDMA) systems operating in additive white Gaussian noise (AWGN) channels is presented. The multiuser interference caused by K users transmitting simultaneously, each with a specific signature sequence, is completely removed at the receiver. The complexity of this detector grows only linearly with the number of users, as compared to the optimum multiuser detector which requires exponential complexity in the number of users. A modified algorithm based on time diversity is described. It performs detection on a bit-by-bit basis and overcomes the complexity of using a sequence detector. The performance of this detector is shown to be superior to that of the conventional receiver.

From symmetry breaking to Poisson Point Process in 2D Voronoi Tessellations: the generic nature of hexagons

We bridge the properties of the regular triangular, square, and hexagonal honeycomb Voronoi tessellations of the plane to the Poisson-Voronoi case, thus analyzing in a common framework symmetry breaking processes and the approach to uniform random distributions of tessellation-generating points. We resort to ensemble simulations of tessellations generated by points whose regular positions are perturbed through a Gaussian noise, whose variance is given by the parameter α2 times the square of the inverse of the average density of points. We analyze the number of sides, the area, and the perimeter of the Voronoi cells. For all valuesα >0, hexagons constitute the most common class of cells, and 2-parameter gamma distributions provide an efficient description of the statistical properties of the analyzed geometrical characteristics. The introduction of noise destroys the triangular and square tessellations, which are structurally unstable, as their topological properties are discontinuous in α = 0. On the contrary, the honeycomb hexagonal tessellation is topologically stable and, experimentally, all Voronoi cells are hexagonal for small but finite noise withα <0.12. For all tessellations and for small values of α, we observe a linear dependence on α of the ensemble mean of the standard deviation of the area and perimeter of the cells. Already for a moderate amount of Gaussian noise (α >0.5), memory of the specific initial unperturbed state is lost, because the statistical properties of the three perturbed regular tessellations are indistinguishable. When α >2, results converge to those of Poisson-Voronoi tessellations. The geometrical properties of n-sided cells change with α until the Poisson- Voronoi limit is reached for α > 2; in this limit the Desch law for perimeters is shown to be not valid and a square root dependence on n is established. This law allows for an easy link to the Lewis law for areas and agrees with exact asymptotic results. Finally, for α >1, the ensemble mean of the cells area and perimeter restricted to the hexagonal cells agree remarkably well with the full ensemble mean; this reinforces the idea that hexagons, beyond their ubiquitous numerical prominence, can be interpreted as typical polygons in 2D Voronoi tessellations.

Symmetry-break in Voronoi tessellations

We analyse in a common framework the properties of the Voronoi tessellations resulting from regular 2D and 3D crystals and those of tessellations generated by Poisson distributions of points, thus joining on symmetry breaking processes and the approach to uniform random distributions of seeds. We perturb crystalline structures in 2D and 3D with a spatial Gaussian noise whose adimensional strength is α and analyse the statistical properties of the cells of the resulting Voronoi tessellations using an ensemble approach. In 2D we consider triangular, square and hexagonal regular lattices, resulting into hexagonal, square and triangular tessellations, respectively. In 3D we consider the simple cubic (SC), body-centred cubic (BCC), and face-centred cubic (FCC) crystals, whose corresponding Voronoi cells are the cube, the truncated octahedron, and the rhombic dodecahedron, respectively. In 2D, for all values α>0, hexagons constitute the most common class of cells. Noise destroys the triangular and square tessellations, which are structurally unstable, as their topological properties are discontinuous in α=0. On the contrary, the honeycomb hexagonal tessellation is topologically stable and, experimentally, all Voronoi cells are hexagonal for small but finite noise with α<0.12. Basically, the same happens in the 3D case, where only the tessellation of the BCC crystal is topologically stable even against noise of small but finite intensity. In both 2D and 3D cases, already for a moderate amount of Gaussian noise (α>0.5), memory of the specific initial unperturbed state is lost, because the statistical properties of the three perturbed regular tessellations are indistinguishable. When α>2, results converge to those of Poisson-Voronoi tessellations. In 2D, while the isoperimetric ratio increases with noise for the perturbed hexagonal tessellation, for the perturbed triangular and square tessellations it is optimised for specific value of noise intensity. The same applies in 3D, where noise degrades the isoperimetric ratio for perturbed FCC and BCC lattices, whereas the opposite holds for perturbed SCC lattices. This allows for formulating a weaker form of the Kelvin conjecture. By analysing jointly the statistical properties of the area and of the volume of the cells, we discover that also the cells shape heavily fluctuates when noise is introduced in the system. In 2D, the geometrical properties of n-sided cells change with α until the Poisson-Voronoi limit is reached for α>2; in this limit the Desch law for perimeters is shown to be not valid and a square root dependence on n is established, which agrees with exact asymptotic results. Anomalous scaling relations are observed between the perimeter and the area in the 2D and between the areas and the volumes of the cells in 3D: except for the hexagonal (2D) and FCC structure (3D), this applies also for infinitesimal noise. In the Poisson-Voronoi limit, the anomalous exponent is about 0.17 in both the 2D and 3D case. A positive anomaly in the scaling indicates that large cells preferentially feature large isoperimetric quotients. As the number of faces is strongly correlated with the sphericity (cells with more faces are bulkier), in 3D it is shown that the anomalous scaling is heavily reduced when we perform power law fits separately on cells with a specific number of faces.

Three-dimensional random Voronoi tessellations: From cubic crystal lattices to Poisson point processes

We perturb the SC, BCC, and FCC crystal structures with a spatial Gaussian noise whose adimensional strength is controlled by the parameter a, and analyze the topological and metrical properties of the resulting Voronoi Tessellations (VT). The topological properties of the VT of the SC and FCC crystals are unstable with respect to the introduction of noise, because the corresponding polyhedra are geometrically degenerate, whereas the tessellation of the BCC crystal is topologically stable even against noise of small but finite intensity. For weak noise, the mean area of the perturbed BCC and FCC crystals VT increases quadratically with a. In the case of perturbed SCC crystals, there is an optimal amount of noise that minimizes the mean area of the cells. Already for a moderate noise (a>0.5), the properties of the three perturbed VT are indistinguishable, and for intense noise (a>2), results converge to the Poisson-VT limit. Notably, 2-parameter gamma distributions are an excellent model for the empirical of of all considered properties. The VT of the perturbed BCC and FCC structures are local maxima for the isoperimetric quotient, which measures the degre of sphericity of the cells, among space filling VT. In the BCC case, this suggests a weaker form of the recentluy disproved Kelvin conjecture. Due to the fluctuations of the shape of the cells, anomalous scalings with exponents >3/2 is observed between the area and the volumes of the cells, and, except for the FCC case, also for a->0. In the Poisson-VT limit, the exponent is about 1.67. As the number of faces is positively correlated with the sphericity of the cells, the anomalous scaling is heavily reduced when we perform powerlaw fits separately on cells with a specific number of faces.

Sampling series for determination of probability density of CDMA multiple access interference

Consideration is given to a standard CDMA system and determination of the density function of the interference with and without Gaussian noise using sampling theory concepts. The formula derived provides fast and accurate results and is a simple, useful alternative to other methods

Random-walk-based characterisation of multiple access interference in a DS/SSMA system

The problem of calculating the probability of error in a DS/SSMA system has been extensively studied for more than two decades. When random sequences are employed some conditioning must be done before the application of the central limit theorem is attempted, leading to a Gaussian distribution. The authors seek to characterise the multiple access interference as a random-walk with a random number of steps, for random and deterministic sequences. Using results from random-walk theory, they model the interference as a K-distributed random variable and use it to calculate the probability of error in the form of a series, for a DS/SSMA system with a coherent correlation receiver and BPSK modulation under Gaussian noise. The asymptotic properties of the proposed distribution agree with other analyses. This is, to the best of the authors' knowledge, the first attempt to propose a non-Gaussian distribution for the interference. The modelling can be extended to consider multipath fading and general modulation

Classificação Automática de Modulação Digital com uso de Correntropia para Ambientes de Rádio Cognitivo

Modern wireless systems employ adaptive techniques to provide high throughput while observing desired coverage, Quality of Service (QoS) and capacity. An alternative to further enhance data rate is to apply cognitive radio concepts, where a system is able to exploit unused spectrum on existing licensed bands by sensing the spectrum and opportunistically access unused portions. Techniques like Automatic Modulation Classification (AMC) could help or be vital for such scenarios. Usually, AMC implementations rely on some form of signal pre-processing, which may introduce a high computational cost or make assumptions about the received signal which may not hold (e.g. Gaussianity of noise). This work proposes a new method to perform AMC which uses a similarity measure from the Information Theoretic Learning (ITL) framework, known as correntropy coefficient. It is capable of extracting similarity measurements over a pair of random processes using higher order statistics, yielding in better similarity estimations than by using e.g. correlation coefficient. Experiments carried out by means of computer simulation show that the technique proposed in this paper presents a high rate success in classification of digital modulation, even in the presence of additive white gaussian noise (AWGN)

Tomografia eletromagnética para caracterização de reservatórios de hidrocarbonetos

Na produção de petróleo é importante o monitoramento dos parâmetros do reservatório (permeabilidade, porosidade, saturação, pressão, etc) para o seu posterior gerenciamento. A variação dos parâmetros dinâmicos do reservatório induz variações na dinâmica do fluxo no reservatório, como por exemplo, perdas na pressão, dificultando o processo de extração do óleo. A injeção de fluidos aumenta a energia interna do reservatório e incrementa a pressão, estimulando o movimento do óleo em direção aos poços de extração. A tomografia eletromagnética poço-a-poço pode se tomar em uma técnica bastante eficaz no monitoramento dos processos de injeção, considerando-se o fato de ser altamente detectável a percolação de fluidos condutivos através das rochas. Esta tese apresenta o resultado de um algoritmo de tomografia eletromagnética bastante eficaz aplicado a dados sintéticos. O esquema de imageamento assume uma simetria cilíndrica em torno de uma fonte constituída por um dipolo magnético. Durante o processo de imageamento foram usados 21 transmissores e 21 receptores distribuídos em dois poços distanciados de 100 metros. O problema direto foi resolvido pelo método dos elementos finitos aplicado à equação de Helmhotz do campo elétrico secundário. O algoritmo resultante é válido para qualquer situação, não estando sujeito às restrições impostas aos algoritmos baseados nas aproximações de Born e Rytov. Por isso, pode ser aplicado eficientemente em qualquer situação, como em meios com contrastes de condutividade elétrica variando de 2 a 100, freqüências de 0.1 a 1000.0 kHz e heterogeneidades de qualquer dimensão. O problema inverso foi resolvido por intermédio do algoritmo de Marquardt estabilizado. A solução é obtida iterativamente. Os dados invertidos, com ruído Gaussiano aditivo, são as componentes em fase e em quadratura do campo magnético vertical. Sem o uso de vínculos o problema é totalmente instável, resultando em imagens completamente borradas. Duas categorias de vínculos foram usadas: vínculos relativos, do tipo suavidade, e vínculos absolutos. Os resultados obtidos mostram a eficiência desses dois tipos de vínculos através de imagens nítidas de alta resolução. Os tomogramas mostram que a resolução é melhor na direção vertical do que na horizontal e que é também função da freqüência. A posição e a atitude da heterogeneidade é bem recuperada. Ficou também demonstrado que a baixa resolução horizontal pode ser atenuada ou até mesmo eliminada por intermédio dos vínculos.

Análise comparativa de três métodos de inversão aplicados a dados gravimétricos e magnéticos em perfil

Tradicionalmente, o método dos mínimos quadrados tem sido empregado na inversão não linear de dados de campo potencial. No caso em que as observações dos campos gravimétrico ou magnético contém apenas ruído Gaussiano. O método dos mínimos quadrados não apresenta problemas. Entretanto, quando as observações são perturbadas por ruído não Gaussiano, ou mesmo por ruído não aleatório, como é o caso de muitos ruídos geológicos, o método dos mínimos quadrados torna-se bastante ineficiente, e métodos alternativos devem ser empregados a fim de produzir interpretações realísticas. Neste trabalho, uma comparação é feita entre os métodos dos mínimos quadrados, dos mínimos absolutos e do ajuste-M, aplicados à inversão não linear de dados de campo potencial. A comparação é efetuada usando-se dados teóricos, onde diversas situações geológicas são simuladas. Os resultados mostram que na presença de ruído geológico, caracterizado por pequeno corpo raso acima do corpo principal, ou por corpo grande, adjacente ao corpo principal, o ajuste-M apresenta desempenho muito superior ao dos mínimos quadrados e dos mínimos absolutos. Na presença de ruído Gaussiano, entretanto, o ajuste-M tem um desempenho inferior aos outros dois métodos. Como o ruído Gaussiano é um ruído branco, parte dele pode ser removido por um filtro passa baixa adequado, sem muita perda do sinal, o que não ocorre com o ruído geológico que contém componentes importantes de baixo número de onda. Desse modo o ajuste-M se torna uma ferramenta importante na interpretação de áreas geologicamente complexas, onde é comum a contaminação das anomalias por ruído geológico. Os três métodos em estudo são aplicados a uma anomalia magnética real causada por uma intrusão de diabásio em forma de dique, em sedimentos arenosos da formação Piauí na Bacia do Parnaíba. Os três métodos apresentaram resultados semelhantes indicando que tanto o nível de ruído Gaussiano como geológico são baixos nesta anomalia.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

A benchmark of kriging-based infill criteria for noisy optimization

Responses of many real-world problems can only be evaluated perturbed by noise. In order to make an efficient optimization of these problems possible, intelligent optimization strategies successfully coping with noisy evaluations are required. In this article, a comprehensive review of existing kriging-based methods for the optimization of noisy functions is provided. In summary, ten methods for choosing the sequential samples are described using a unified formalism. They are compared on analytical benchmark problems, whereby the usual assumption of homoscedastic Gaussian noise made in the underlying models is meet. Different problem configurations (noise level, maximum number of observations, initial number of observations) and setups (covariance functions, budget, initial sample size) are considered. It is found that the choices of the initial sample size and the covariance function are not critical. The choice of the method, however, can result in significant differences in the performance. In particular, the three most intuitive criteria are found as poor alternatives. Although no criterion is found consistently more efficient than the others, two specialized methods appear more robust on average.

Statistical inference for the optimal approximating model

In the setting of high-dimensional linear models with Gaussian noise, we investigate the possibility of confidence statements connected to model selection. Although there exist numerous procedures for adaptive (point) estimation, the construction of adaptive confidence regions is severely limited (cf. Li in Ann Stat 17:1001–1008, 1989). The present paper sheds new light on this gap. We develop exact and adaptive confidence regions for the best approximating model in terms of risk. One of our constructions is based on a multiscale procedure and a particular coupling argument. Utilizing exponential inequalities for noncentral χ2-distributions, we show that the risk and quadratic loss of all models within our confidence region are uniformly bounded by the minimal risk times a factor close to one.

Observations on the propagation of internal tidal waves on the continental slope off Sierra Leone

During R/V Meteor-cruise no. 30 4 moorings with 17 current meters were placed on the continental slope of Sierra Leone at depths between 81 and 1058 meters. The observation period started on March 8, 1973, 16.55 hours GMT and lasted 19 days for moorings M30_068MOOR, M30_069MOOR, M30_070MOOR on the slope and 9 days for M30_067MOOR on the shelf. One current meter recorded at location M30_067MOOR for 22 days. Hydrographic data were collected at 32 stations by means of the "Kieler Multi-Meeressonde". Harmonic analysis is applied to the first 15 days of the time series to determine the M2 and S2 tides. By vertically averaging of the Fourier coefficients the field of motion is separated into its barotropic and its baroclinic component. The expected error generated by white Gaussian noise is estimated. To estimate the influence of the particular vertical distribution of the current meters, the barotropic M2 tide is calculated by ommitting and interchanging time series of different moorings. It is shown that only the data of moorings M30_069MOOR, M30_070MOOR and M30_067MOOR can be used. The results for the barotropic M2 tide agree well with the previous publications of other authors. On the slope at a depth of 1000 m there is a free barotropic wave under the influence of the Coriolis-force propagating along the slope with an amplitude of 3.4 cm S**-1. On the shelf, the maximum current is substantially greater (5.8 cm s**-1) and the direction of propagation is perpendicular to the slope. As for the continental slope a separation into different baroclinic modes using vertical eigenmodes is not reasonable, an interpretation of the total baroclinic wave field is tried by means of the method of characteristis. Assuming the continental slope to generate several linear waves, which superpose, baroclinic tidal ellipses are calculated. The scattering of the direction of the major axes M30_069MOOR is in contrast to M30_070MOOR, where they are bundled within an angle of 60°. This is presumably caused by the different character of the bottom topography in the vicinity of the two moorings. A detailed discussion of M30_069MOOR is renounced since the accuracy of the bathymetric chart is not sufficient to prove any relation between waves and topography. The bundeling of the major axes at M30_070MOOR can be explained by the longslope changes of the slope, which cause an energy transfer from the longslope barotropic component to the downslope baroclinic component. The maximum amplitude is found at a depth of 245 m where it is expected from the characteristics originating at the shelf edge. Because of the dominating barotropic tide high coherence is found between most of the current meters. To show the influence of the baroclinic tidal waves, the effect of the mean current is considered. There are two periods nearly opposite longshore mean current. For 128 hours during each of these periods, starting on March 11, 05.00, and March 21, 08.30, the coherences and energy spectra are calculated. The changes in the slope of the characteristics are found in agreement with the changes of energy and coherence. Because of the short periods of nearly constant mean current, some of the calculated differences of energy and coherence are not statistically significant. For the M2 tide a calculation of the ratios of vertically integrated total baroclinic energy and vertically integrated barotropic kinetic energy is carried out. Taking into account both components (along and perpendicular to the slope) the obtained values are 0.75 and 0.98 at the slope and 0.38 at the shelf. If each component is considered separately, the ratios are 0.39 and 1.16 parallel to the slope and 5.1 and 15.85 for the component perpendicular to it. Taking the energy transfer from the longslope component to the doenslope component into account, a simple model yields an energy-ratio of 2.6. Considering the limited application of the theory to the real conditions, the obtained are in agreement with the values calculated by Sandstroem.