AN OPTIMUM SHRINKAGE ESTIMATOR BASED ON MINIMUM-PROBABILITY-OF-ERROR CRITERION AND APPLICATION TO SIGNAL DENOISING

We address the problem of designing an optimal pointwise shrinkage estimator in the transform domain, based on the minimum probability of error (MPE) criterion. We assume an additive model for the noise corrupting the clean signal. The proposed formulation is general in the sense that it can handle various noise distributions. We consider various noise distributions (Gaussian, Student's-t, and Laplacian) and compare the denoising performance of the estimator obtained with the mean-squared error (MSE)-based estimators. The MSE optimization is carried out using an unbiased estimator of the MSE, namely Stein's Unbiased Risk Estimate (SURE). Experimental results show that the MPE estimator outperforms the SURE estimator in terms of SNR of the denoised output, for low (0 -10 dB) and medium values (10 - 20 dB) of the input SNR.

MAXIMUM A-POSTERIORI ESTIMATION OF MISSING SAMPLES WITH CONTINUITY CONSTRAINT IN ELECTROMAGNETIC ARTICULOGRAPHY DATA

Electromagnetic Articulography (EMA) technique is used to record the kinematics of different articulators while one speaks. EMA data often contains missing segments due to sensor failure. In this work, we propose a maximum a-posteriori (MAP) estimation with continuity constraint to recover the missing samples in the articulatory trajectories recorded using EMA. In this approach, we combine the benefits of statistical MAP estimation as well as the temporal continuity of the articulatory trajectories. Experiments on articulatory corpus using different missing segment durations show that the proposed continuity constraint results in a 30% reduction in average root mean squared error in estimation over statistical estimation of missing segments without any continuity constraint.

Optimal Linear Glauber Model

Contrary to the actual nonlinear Glauber model, the linear Glauber model (LGM) is exactly solvable, although the detailed balance condition is not generally satisfied. This motivates us to address the issue of writing the transition rate () in a best possible linear form such that the mean squared error in satisfying the detailed balance condition is least. The advantage of this work is that, by studying the LGM analytically, we will be able to anticipate how the kinetic properties of an arbitrary Ising system depend on the temperature and the coupling constants. The analytical expressions for the optimal values of the parameters involved in the linear are obtained using a simple Moore-Penrose pseudoinverse matrix. This approach is quite general, in principle applicable to any system and can reproduce the exact results for one dimensional Ising system. In the continuum limit, we get a linear time-dependent Ginzburg-Landau equation from the Glauber's microscopic model of non-conservative dynamics. We analyze the critical and dynamic properties of the model, and show that most of the important results obtained in different studies can be reproduced by our new mathematical approach. We will also show in this paper that the effect of magnetic field can easily be studied within our approach; in particular, we show that the inverse of relaxation time changes quadratically with (weak) magnetic field and that the fluctuation-dissipation theorem is valid for our model.

Spatial Modulation Aided Zero-Padded Single Carrier Transmission for Dispersive Channels

In this paper, we consider spatial modulation (SM) operating in a frequency-selective single-carrier (SC) communication scenario and propose zero-padding instead of the cyclic-prefix considered in the existing literature. We show that the zero-padded single-carrier (ZP-SC) SM system offers full multipath diversity under maximum-likelihood (ML) detection, unlike the cyclic-prefix based SM system. Furthermore, we show that the order of ML detection complexity in our proposed ZP-SC SM system is independent of the frame length and depends only on the number of multipath links between the transmitter and the receiver. Thus, we show that the zero-padding applied in the SC SM system has two advantages over the cyclic prefix: 1) achieves full multipath diversity, and 2) imposes a relatively low ML detection complexity. Furthermore, we extend the partial interference cancellation receiver (PIC-R) proposed by Guo and Xia for the detection of space-time block codes (STBCs) in order to convert the ZP-SC system into a set of narrowband subsystems experiencing flat-fading. We show that full rank STBC transmissions over these subsystems achieves full transmit, receive as well as multipath diversity for the PIC-R. Furthermore, we show that the ZP-SC SM system achieves receive and multipath diversity for the PIC-R at a detection complexity order which is the same as that of the SM system in flat-fading scenario. Our simulation results demonstrate that the symbol error ratio performance of the proposed linear receiver for the ZP-SC SM system is significantly better than that of the SM in cyclic prefix based orthogonal frequency division multiplexing as well as of the SM in the cyclic-prefixed and zero-padded single carrier systems relying on zero-forcing/minimum mean-squared error equalizer based receivers.

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.

Patch-based and multiresolution optimum bilateral filters for denoising images corrupted by Gaussian noise

We propose optimal bilateral filtering techniques for Gaussian noise suppression in images. To achieve maximum denoising performance via optimal filter parameter selection, we adopt Stein's unbiased risk estimate (SURE)-an unbiased estimate of the mean-squared error (MSE). Unlike MSE, SURE is independent of the ground truth and can be used in practical scenarios where the ground truth is unavailable. In our recent work, we derived SURE expressions in the context of the bilateral filter and proposed SURE-optimal bilateral filter (SOBF). We selected the optimal parameters of SOBF using the SURE criterion. To further improve the denoising performance of SOBF, we propose variants of SOBF, namely, SURE-optimal multiresolution bilateral filter (SMBF), which involves optimal bilateral filtering in a wavelet framework, and SURE-optimal patch-based bilateral filter (SPBF), where the bilateral filter parameters are optimized on small image patches. Using SURE guarantees automated parameter selection. The multiresolution and localized denoising in SMBF and SPBF, respectively, yield superior denoising performance when compared with the globally optimal SOBF. Experimental validations and comparisons show that the proposed denoisers perform on par with some state-of-the-art denoising techniques. (C) 2015 SPIE and IS&T

Detection and estimation of liquid flow through a pipe in a tissue-like object with ultrasound-assisted diffuse correlation spectroscopy

Using coherent light interrogating a turbid object perturbed by a focused ultrasound (US) beam, we demonstrate localized measurement of dynamics in the focal region, termed the region-of-interest (ROI), from the decay of the modulation in intensity autocorrelation of light. When the ROI contains a pipe flow, the decay is shown to be sensitive to the average flow velocity from which the mean-squared displacement (MSD) of the scattering centers in the flow can be estimated. While the MSD estimated is seen to be an order of magnitude higher than that obtainable through the usual diffusing wave spectroscopy (DWS) without the US, it is seen to be more accurate as verified by the volume flow estimated from it. It is further observed that, whereas the MSD from the localized measurement grows with time as tau(alpha) with alpha approximate to 1.65, without using the US, a is seen to be much less. Moreover, with the local measurement, this super-diffusive nature of the pipe flow is seen to persist longer, i.e., over a wider range of initial tau, than with the unassisted DWS. The reason for the super-diffusivity of flow, i.e., alpha < 2, in the ROI is the presence of a fluctuating (thermodynamically nonequilibrium) component in the dynamics induced by the US forcing. Beyond this initial range, both methods measure MSDs that rise linearly with time, indicating that ballistic and near-ballistic photons hardly capture anything beyond the background Brownian motion. (C) 2015 Optical Society of America

Ellipse Fitting Using the Finite Rate of Innovation Sampling Principle

Standard approaches for ellipse fitting are based on the minimization of algebraic or geometric distance between the given data and a template ellipse. When the data are noisy and come from a partial ellipse, the state-of-the-art methods tend to produce biased ellipses. We rely on the sampling structure of the underlying signal and show that the x- and y-coordinate functions of an ellipse are finite-rate-of-innovation (FRI) signals, and that their parameters are estimable from partial data. We consider both uniform and nonuniform sampling scenarios in the presence of noise and show that the data can be modeled as a sum of random amplitude-modulated complex exponentials. A low-pass filter is used to suppress noise and approximate the data as a sum of weighted complex exponentials. The annihilating filter used in FRI approaches is applied to estimate the sampling interval in the closed form. We perform experiments on simulated and real data, and assess both objective and subjective performances in comparison with the state-of-the-art ellipse fitting methods. The proposed method produces ellipses with lesser bias. Furthermore, the mean-squared error is lesser by about 2 to 10 dB. We show the applications of ellipse fitting in iris images starting from partial edge contours, and to free-hand ellipses drawn on a touch-screen tablet.

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.

The statistics of the second order response of an FPSO in spreading seas

An expression for the probability density function of the second order response of a general FPSO in spreading seas is derived by using the Kac-Siegert approach. Various approximations of the second order force transfer functions are investigated for a ship-shaped FPSO. It is found that, when expressed in non-dimensional form, the probability density function of the response is not particularly sensitive to wave spreading, although the mean squared response and the resulting dimensional extreme values can be sensitive. The analysis is then applied to a Sevan FPSO, which is a large cylindrical buoy-like structure. The second order force transfer functions are derived by using an efficient semi-analytical hydrodynamic approach, and these are then employed to yield the extreme response. However, a significant effect of wave spreading on the statistics for a Sevan FPSO is found even in non-dimensional form. It implies that the exact statistics of a general ship-shaped FPSO may be sensitive to the wave direction, which needs to be verified in future work. It is also pointed out that the Newman's approximation regarding the frequency dependency of force transfer function is acceptable even for the spreading seas. An improvement on the results may be attained when considering the angular dependency exactly. Copyright © 2009 by ASME.

Influence of temperature and salinity fluctuations on propagation behaviour of partially coherent beams in oceanic turbulence

A theoretical study of the behaviour of partially coherent beams propagating through oceanic turbulence has been performed. Based on the previously developed knowledge of beam spreading of a partially coherent beam in the atmosphere and the spatial power spectrum of the refractive index of ocean water, we study the normalized root-mean-square width of a partially coherent beam on propagation through oceanic turbulence and its turbulence distance which may be a measure of turbulence resistance. Our analysis indicates that the behaviour of partially coherent beams on propagation may be described by the rate of dissipation of the mean-squared temperature chi(T) and that of salinity chi(S). In terms of a quantity w that defines the contributions of the temperature and salinity distributions to the distribution of the refractive index, chi(S) could be written as a function of chi(T) and w. Therefore, the behaviour of partially coherent beams on propagation can be characterized only by chi(T) for a given w. The results are shown for curved surfaces, from which one can see that partially coherent beams exhibit robust turbulence resistance when the water volume has a smaller chi(T).

A hybrid-parallel framework for the nonlinear seismic analysis of very tall buildings

FRAME3D, a program for the nonlinear seismic analysis of steel structures, has previously been used to study the collapse mechanisms of steel buildings up to 20 stories tall. The present thesis is inspired by the need to conduct similar analysis for much taller structures. It improves FRAME3D in two primary ways.

First, FRAME3D is revised to address specific nonlinear situations involving large displacement/rotation increments, the backup-subdivide algorithm, element failure, and extremely narrow joint hysteresis. The revisions result in superior convergence capabilities when modeling earthquake-induced collapse. The material model of a steel fiber is also modified to allow for post-rupture compressive strength.

Second, a parallel FRAME3D (PFRAME3D) is developed. The serial code is optimized and then parallelized. A distributed-memory divide-and-conquer approach is used for both the global direct solver and element-state updates. The result is an implicit finite-element hybrid-parallel program that takes advantage of the narrow-band nature of very tall buildings and uses nearest-neighbor-only communication patterns.

Using three structures of varied sized, PFRAME3D is shown to compute reproducible results that agree with that of the optimized 1-core version (displacement time-history response root-mean-squared errors are ~〖10〗^(-5) m) with much less wall time (e.g., a dynamic time-history collapse simulation of a 60-story building is computed in 5.69 hrs with 128 cores—a speedup of 14.7 vs. the optimized 1-core version). The maximum speedups attained are shown to increase with building height (as the total number of cores used also increases), and the parallel framework can be expected to be suitable for buildings taller than the ones presented here.

PFRAME3D is used to analyze a hypothetical 60-story steel moment-frame tube building (fundamental period of 6.16 sec) designed according to the 1994 Uniform Building Code. Dynamic pushover and time-history analyses are conducted. Multi-story shear-band collapse mechanisms are observed around mid-height of the building. The use of closely-spaced columns and deep beams is found to contribute to the building's “somewhat brittle” behavior (ductility ratio ~2.0). Overall building strength is observed to be sensitive to whether a model is fracture-capable.

Response probability distribution of built-up vibro-acoustic systems

The vibro-acoustic response of built-up structures, consisting of stiff components with low modal density and flexible components with high modal density, is sensitive to small imperfections in the flexible components. In this paper, the uncertainty of the response is considered by modeling the low modal density master system as deterministic and the high modal density subsystems in a nonparametric stochastic way, i.e., carrying a diffuse wave field, and by subsequently computing the response probability density function. The master system's mean squared response amplitude follows a singular noncentral complex Wishart distribution conditional on the subsystem energies. For a single degree of freedom, this is equivalent to a chi-square or an exponential distribution, depending on the loading conditions. The subsystem energies follow approximately a chi-square distribution when their relative variance is smaller than unity. The results are validated by application to plate structures, and good agreement with Monte Carlo simulations is found. © 2012 Acoustical Society of America.

A Hierarchical Model for Ordinal Matrix Factorization

This paper proposes a hierarchical probabilistic model for ordinal matrix factorization. Unlike previous approaches, we model the ordinal nature of the data and take a principled approach to incorporating priors for the hidden variables. Two algorithms are presented for inference, one based on Gibbs sampling and one based on variational Bayes. Importantly, these algorithms may be implemented in the factorization of very large matrices with missing entries. The model is evaluated on a collaborative filtering task, where users have rated a collection of movies and the system is asked to predict their ratings for other movies. The Netflix data set is used for evaluation, which consists of around 100 million ratings. Using root mean-squared error (RMSE) as an evaluation metric, results show that the suggested model outperforms alternative factorization techniques. Results also show how Gibbs sampling outperforms variational Bayes on this task, despite the large number of ratings and model parameters. Matlab implementations of the proposed algorithms are available from cogsys.imm.dtu.dk/ordinalmatrixfactorization.

Static and dynamic errors in particle tracking microrheology.

Particle tracking techniques are often used to assess the local mechanical properties of cells and biological fluids. The extracted trajectories are exploited to compute the mean-squared displacement that characterizes the dynamics of the probe particles. Limited spatial resolution and statistical uncertainty are the limiting factors that alter the accuracy of the mean-squared displacement estimation. We precisely quantified the effect of localization errors in the determination of the mean-squared displacement by separating the sources of these errors into two separate contributions. A "static error" arises in the position measurements of immobilized particles. A "dynamic error" comes from the particle motion during the finite exposure time that is required for visualization. We calculated the propagation of these errors on the mean-squared displacement. We examined the impact of our error analysis on theoretical model fluids used in biorheology. These theoretical predictions were verified for purely viscous fluids using simulations and a multiple-particle tracking technique performed with video microscopy. We showed that the static contribution can be confidently corrected in dynamics studies by using static experiments performed at a similar noise-to-signal ratio. This groundwork allowed us to achieve higher resolution in the mean-squared displacement, and thus to increase the accuracy of microrheology studies.