Results on optimal biorthogonal filter banks

Optimization of filter banks for specific input statistics has been of interest in the theory and practice of subband coding. For the case of orthonormal filter banks with infinite order and uniform decimation, the problem has been completely solved in recent years. For the case of biorthogonal filter banks, significant progress has been made recently, although a number of issues still remain to be addressed. In this paper we briefly review the orthonormal case, and then present several new results for the biorthogonal case. All discussions pertain to the infinite order (ideal filter) case. The current status of research as well as some of the unsolved problems are described

Theory of optimal orthonormal subband coders

The theory of the orthogonal transform coder and methods for its optimal design have been known for a long time. We derive a set of necessary and sufficient conditions for the coding-gain optimality of an orthonormal subband coder for given input statistics. We also show how these conditions can be satisfied by the construction of a sequence of optimal compaction filters one at a time. Several theoretical properties of optimal compaction filters and optimal subband coders are then derived, especially pertaining to behavior as the number of subbands increases. Significant theoretical differences between optimum subband coders, transform coders, and predictive coders are summarized. Finally, conditions are presented under which optimal orthonormal subband coders yield as much coding gain as biorthogonal ones for a fixed number of subbands

Results on principal component filter banks: colored noise suppression and existence issues

We have made explicit the precise connection between the optimization of orthonormal filter banks (FBs) and the principal component property: the principal component filter bank (PCFB) is optimal whenever the minimization objective is a concave function of the subband variances of the FB. This explains PCFB optimality for compression, progressive transmission, and various hitherto unnoticed white-noise, suppression applications such as subband Wiener filtering. The present work examines the nature of the FB optimization problems for such schemes when PCFBs do not exist. Using the geometry of the optimization search spaces, we explain exactly why these problems are usually analytically intractable. We show the relation between compaction filter design (i.e., variance maximization) and optimum FBs. A sequential maximization of subband variances produces a PCFB if one exists, but is otherwise suboptimal for several concave objectives. We then study PCFB optimality for colored noise suppression. Unlike the case when the noise is white, here the minimization objective is a function of both the signal and the noise subband variances. We show that for the transform coder class, if a common signal and noise PCFB (KLT) exists, it is, optimal for a large class of concave objectives. Common PCFBs for general FB classes have a considerably more restricted optimality, as we show using the class of unconstrained orthonormal FBs. For this class, we also show how to find an optimum FB when the signal and noise spectra are both piecewise constant with all discontinuities at rational multiples of π

Filterbank optimization with convex objectives and the optimality of principal component forms

This paper proposes a general framework for the optimization of orthonormal filterbanks (FBs) for given input statistics. This includes as special cases, many previous results on FB optimization for compression. It also solves problems that have not been considered thus far. FB optimization for coding gain maximization (for compression applications) has been well studied before. The optimum FB has been known to satisfy the principal component property, i.e., it minimizes the mean-square error caused by reconstruction after dropping the P weakest (lowest variance) subbands for any P. We point out a much stronger connection between this property and the optimality of the FB. The main result is that a principal component FB (PCFB) is optimum whenever the minimization objective is a concave function of the subband variances produced by the FB. This result has its grounding in majorization and convex function theory and, in particular, explains the optimality of PCFBs for compression. We use the result to show various other optimality properties of PCFBs, especially for noise-suppression applications. Suppose the FB input is a signal corrupted by additive white noise, the desired output is the pure signal, and the subbands of the FB are processed to minimize the output noise. If each subband processor is a zeroth-order Wiener filter for its input, we can show that the expected mean square value of the output noise is a concave function of the subband signal variances. Hence, a PCFB is optimum in the sense of minimizing this mean square error. The above-mentioned concavity of the error and, hence, PCFB optimality, continues to hold even with certain other subband processors such as subband hard thresholds and constant multipliers, although these are not of serious practical interest. We prove that certain extensions of this PCFB optimality result to cases where the input noise is colored, and the FB optimization is over a larger class that includes biorthogonal FBs. We also show that PCFBs do not exist for the classes of DFT and cosine-modulated FBs

Discrete multitone modulation with principal component filter banks

Discrete multitone (DMT) modulation is an attractive method for communication over a nonflat channel with possibly colored noise. The uniform discrete Fourier transform (DFT) filter bank and cosine modulated filter bank have in the past been used in this system because of low complexity. We show in this paper that principal component filter banks (PCFB) which are known to be optimal for data compression and denoising applications, are also optimal for a number of criteria in DMT modulation communication. For example, the PCFB of the effective channel noise power spectrum (noise psd weighted by the inverse of the channel gain) is optimal for DMT modulation in the sense of maximizing bit rate for fixed power and error probabilities. We also establish an optimality property of the PCFB when scalar prefilters and postfilters are used around the channel. The difference between the PCFB and a traditional filter bank such as the brickwall filter bank or DFT filter bank is significant for effective power spectra which depart considerably from monotonicity. The twisted pair channel with its bridged taps, next and fext noises, and AM interference, therefore appears to be a good candidate for the application of a PCFB. This is demonstrated with the help of numerical results for the case of the ADSL channel

Statistically optimum pre- and postfiltering in quantization

We consider the optimization of pre- and postfilters surrounding a quantization system. The goal is to optimize the filters such that the mean square error is minimized under the key constraint that the quantization noise variance is directly proportional to the variance of the quantization system input. Unlike some previous work, the postfilter is not restricted to be the inverse of the prefilter. With no order constraint on the filters, we present closed-form solutions for the optimum pre- and postfilters when the quantization system is a uniform quantizer. Using these optimum solutions, we obtain a coding gain expression for the system under study. The coding gain expression clearly indicates that, at high bit rates, there is no loss in generality in restricting the postfilter to be the inverse of the prefilter. We then repeat the same analysis with first-order pre- and postfilters in the form 1+αz-1 and 1/(1+γz^-1 ). In specific, we study two cases: 1) FIR prefilter, IIR postfilter and 2) IIR prefilter, FIR postfilter. For each case, we obtain a mean square error expression, optimize the coefficients α and γ and provide some examples where we compare the coding gain performance with the case of α=γ. In the last section, we assume that the quantization system is an orthonormal perfect reconstruction filter bank. To apply the optimum preand postfilters derived earlier, the output of the filter bank must be wide-sense stationary WSS which, in general, is not true. We provide two theorems, each under a different set of assumptions, that guarantee the wide sense stationarity of the filter bank output. We then propose a suboptimum procedure to increase the coding gain of the orthonormal filter bank

Review of recent results on optimal orthonormal subband coders

The conditions for optimality of uniform orthonormal subband coders are reviewed. A number of properties of optimal filter banks are then summarized. The case of nonuniform orthonormal filter banks is also considered, and it is shown that the well known connection between optimal coding gain, energy compaction, and principle component property does not extend to the nonuniform case

Biorthogonal partners and applications

Two digital filters H(z) and F(z) are said to be biorthogonal partners of each other if their cascade H(z)F(z) satisfies the Nyquist or zero-crossing property. Biorthogonal partners arise in many different contexts such as filterbank theory, exact and least squares digital interpolation, and multiresolution theory. They also play a central role in the theory of equalization, especially, fractionally spaced equalizers in digital communications. We first develop several theoretical properties of biorthogonal partners. We also develop conditions for the existence of biorthogonal partners and FIR biorthogonal pairs and establish the connections to the Riesz basis property. We then explain how these results play a role in many of the above-mentioned applications