Robust Cyclic MUSIC Algorithm for Finding Directions in Impulsive Noise Environment

This paper addresses the issue of direction finding of a cyclostationary signal under impulsive noise environments modeled by α-stable distribution. Since α-stable distribution does not have finite second-order statistics, the conventional cyclic correlation-based signal-selective direction finding algorithms do not work effectively. To resolve this problem, we define two robust cyclic correlation functions which are derived from robust statistics property of the correntropy and the nonlinear transformation, respectively. The MUSIC algorithm with the robust cyclic correlation matrix of the received signals of arrays is then used to estimate the direction of cyclostationary signal in the presence of impulsive noise. The computer simulation results demonstrate that the two proposed robust cyclic correlation-based algorithms outperform the conventional cyclic correlation and the fractional lower order cyclic correlation based methods

Robust Subspace Tracking Algorithms in Signal Processing: A Brief Survey

Principal component analysis (PCA) and subspace estimation (SE) are popular data analysis tools and used in a wide range of applications. The main interest in PCA/SE is for dimensionality reduction and low-rank approximation purposes. The emergence of big data streams have led to several essential issues for performing PCA/SE. Among them are (i) the size of such data streams increases over time, (ii) the underlying models may be time-dependent, and (iii) problem of dealing with the uncertainty and incompleteness in data. A robust variant of PCA/SE for such data streams, namely robust online PCA or robust subspace tracking (RST), has been introduced as a good alternative. The main goal of this paper is to provide a brief survey on recent RST algorithms in signal processing. Particularly, we begin this survey by introducing the basic ideas of the RST problem. Then, different aspects of RST are reviewed with respect to different kinds of non-Gaussian noises and sparse constraints. Our own contributions on this topic are also highlighted

Robust Adaptive Generalized Correntropy-based Smoothed Graph Signal Recovery with a Kernel Width Learning

This paper proposes a robust adaptive algorithm for smooth graph signal recovery which is based on generalized correntropy. A proper cost function is defined for this purpose. The proposed algorithm is derived and a kernel width learning-based version of the algorithm is suggested which the simulation results show the superiority of it to the fixed correntropy kernel version of the algorithm. Moreover, some theoretical analysis of the proposed algorithm are provided. In this regard, firstly, the convexity analysis of the cost function is discussed. Secondly, the uniform stability of the algorithm is investigated. Thirdly, the mean convergence analysis is also added. Finally, the complexity analysis of the algorithm is incorporated. In addition, some synthetic and real-world experiments show the advantage of the proposed algorithm in comparison to some other adaptive algorithms in the literature of adaptive graph signal recovery

Tracking analysis of maximum Versoria criterion based adaptive filter

Recently, maximum Versoria criterion-based adaptive algorithms have been introduced as a new solution for robust adaptive filtering. This paper studies the steady-state tracking analysis of an adaptive filter with maximum Versoria criterion (MVC) in a non-stationary (Markov time-varying) system. Our analysis relies on the energy conservation method. Both Gaussian and general non-Gaussian noise are considered, and for both cases, the closed-form expression for steady-state excess mean square error (EMSE) is derived. Regardless of noise type, unlike the stationary environment, the EMSE curves are not increasing functions of step-size parameter. The validity of the theoretical results is justified via simulation

Proportionate Recursive Maximum Correntropy Criterion Adaptive Filtering Algorithms and their Performance Analysis

The maximum correntropy criterion (MCC) has been employed to design outlier-robust adaptive filtering algorithms, among which the recursive MCC (RMCC) algorithm is a typical one. Motivated by the success of our recently proposed proportionate recursive least squares (PRLS) algorithm for sparse system identification, we propose to introduce the proportionate updating (PU) mechanism into the RMCC, leading to two sparsity-aware RMCC algorithms: the proportionate recursive MCC (PRMCC) algorithm and the combinational PRMCC (CPRMCC) algorithm. The CPRMCC is implemented as an adaptive convex combination of two PRMCC filters. For PRMCC, its stability condition and mean-square performance were analyzed. Based on the analysis, optimal parameter selection in nonstationary environments was obtained. Performance study of CPRMCC was also provided and showed that the CPRMCC performs at least as well as the better component PRMCC filter in steady state. Numerical simulations of sparse system identification corroborate the advantage of proposed algorithms as well as the validity of theoretical analysis

Approximate Gaussian conjugacy: parametric recursive filtering under nonlinearity, multimodality, uncertainty, and constraint, and beyond

Since the landmark work of R. E. Kalman in the 1960s, considerable efforts have been devoted to time series state space models for a large variety of dynamic estimation problems. In particular, parametric filters that seek analytical estimates based on a closed-form Markov–Bayes recursion, e.g., recursion from a Gaussian or Gaussian mixture (GM) prior to a Gaussian/GM posterior (termed ‘Gaussian conjugacy’ in this paper), form the backbone for a general time series filter design. Due to challenges arising from nonlinearity, multimodality (including target maneuver), intractable uncertainties (such as unknown inputs and/or non-Gaussian noises) and constraints (including circular quantities), etc., new theories, algorithms, and technologies have been developed continuously to maintain such a conjugacy, or to approximate it as close as possible. They had contributed in large part to the prospective developments of time series parametric filters in the last six decades. In this paper, we review the state of the art in distinctive categories and highlight some insights that may otherwise be easily overlooked. In particular, specific attention is paid to nonlinear systems with an informative observation, multimodal systems including Gaussian mixture posterior and maneuvers, and intractable unknown inputs and constraints, to fill some gaps in existing reviews and surveys. In addition, we provide some new thoughts on alternatives to the first-order Markov transition model and on filter evaluation with regard to computing complexity

Breathing pattern characterization in patients with respiratory and cardiac failure

El objetivo principal de la tesis es estudiar los patrones respiratorios de pacientes en proceso de extubación y pacientes con insuficiencia cardiaca crónica (CHF), a partirde la señal de flujo respiratorio. La información obtenida de este estudio puede contribuir a la comprensión de los procesos fisiológicos subyacentes,y ayudar en el diagnóstico de estos pacientes. Uno de los problemas más desafiantes en unidades de cuidados intensivos es elproceso de desconexión de pacientes asistidos mediante ventilación mecánica. Más del 10% de pacientes que se extuban tienen que ser reintubados antes de 48 horas. Una prueba fallida puede ocasionar distrés cardiopulmonar y una mayor tasa de mortalidad. Se caracterizó el patrón respiratorio y la interacción dinámica entre la frecuenciacardiaca y frecuencia respiratoria, para obtener índices no invasivos que proporcionen una mayor información en el proceso de destete y mejorar el éxito de la desconexión.Las señales de flujo respiratorio y electrocardiográfica utilizadas en este estudio fueron obtenidas durante 30 minutos aplicando la prueba de tubo en T. Se compararon94 pacientes que tuvieron éxito en el proceso de extubación (GE), 39 pacientes que fracasaron en la prueba al mantener la respiración espontánea (GF), y 21 pacientes quesuperaron la prueba con éxito y fueron extubados, pero antes de 48 horas tuvieron que ser reintubados (GR). El patrón respiratorio se caracterizó a partir de las series temporales. Se aplicó la dinámica simbólica conjunta a las series correspondientes a las frecuencias cardiaca y respiratoria, para describir las interacciones cardiorrespiratoria de estos pacientes. Técnicas de "clustering", ecualización del histograma, clasificación mediante máquinasde soporte vectorial (SVM) y técnicas de validación permitieron seleccionar el conjunto de características más relevantes. Se propuso una nueva métrica B (índice de equilibrio) para la optimización de la clasificación con muestras desbalanceadas. Basado en este nuevo índice, aplicando SVM, se seleccionaron las mejores características que mantenían el mejor equilibrio entre sensibilidad y especificidad en todas las clasificaciones. El mejor resultado se obtuvo considerando conjuntamente la precisión y el valor de B, con una clasificación del 80% entre los grupos GE y GF, con 6 características. Clasificando GE vs. el resto de los pacientes, el mejor resultado se obtuvo con 9 características, con 81%. Clasificando GR vs. GE y GR vs. el resto de pacientes la precisión fue del 83% y 81% con 9 y 10 características, respectivamente. La tasa de mortalidad en pacientes con CHF es alta y la estratificación de estospacientes en función del riesgo es uno de los principales retos de la cardiología contemporánea. Estos pacientes a menudo desarrollan patrones de respiraciónperiódica (PB) incluyendo la respiración de Cheyne-Stokes (CSR) y respiración periódica sin apnea. La respiración periódica en estos pacientes se ha asociadocon una mayor mortalidad, especialmente en pacientes con CSR. Por lo tanto, el estudio de estos patrones respiratorios podría servir como un marcador de riesgo y proporcionar una mayor información sobre el estado fisiopatológico de pacientes con CHF. Se pretende identificar la condición de los pacientes con CHFde forma no invasiva mediante la caracterización y clasificación de patrones respiratorios con PBy respiración no periódica (nPB), y patrón de sujetos sanos, a partir registros de 15minutos de la señal de flujo respiratorio. Se caracterizó el patrón respiratorio mediante un estudio tiempo-frecuencia estacionario y no estacionario, de la envolvente de la señal de flujo respiratorio. Parámetros relacionados con la potencia espectral de la envolvente de la señal presentaron losmejores resultados en la clasificación de sujetos sanos y pacientes con CHF con CSR, PB y nPB. Las curvas ROC validan los resultados obtenidos. Se aplicó la "correntropy" para una caracterización tiempo-frecuencia mas completa del patrón respiratorio de pacientes con CHF. La "corretronpy" considera los momentos estadísticos de orden superior, siendo más robusta frente a los "outliers". Con la densidad espectral de correntropy (CSD) tanto la frecuencia de modulación como la dela respiración se representan en su posición real en el eje frecuencial. Los pacientes con PB y nPB, presentan diferentesgrados de periodicidad en función de su condición, mientras que los sujetos sanos no tienen periodicidad marcada. Con único parámetro se obtuvieron resultados del 88.9% clasificando pacientes PB vs. nPB, 95.2% para CHF vs. sanos, 94.4% para nPB vs. sanos.The main objective of this thesis is to study andcharacterize breathing patterns through the respiratory flow signal applied to patients on weaning trials from mechanicalventilation and patients with chronic heart failure (CHF). The aim is to contribute to theunderstanding of the underlying physiological processes and to help in the diagnosis of these patients. One of the most challenging problems in intensive care units is still the process ofdiscontinuing mechanical ventilation, as over 10% of patients who undergo successfulT-tube trials have to be reintubated in less than 48 hours. A failed weaning trial mayinduce cardiopulmonary distress and carries a higher mortality rate. We characterize therespiratory pattern and the dynamic interaction between heart rate and breathing rate toobtain noninvasive indices that provide enhanced information about the weaningprocess and improve the weaning outcome. This is achieved through a comparison of 94 patients with successful trials (GS), 39patients who fail to maintain spontaneous breathing (GF), and 21 patients who successfully maintain spontaneous breathing and are extubated, but require thereinstitution of mechanical ventilation in less than 48 hours because they are unable tobreathe (GR). The ECG and the respiratory flow signals used in this study were acquired during T-tube tests and last 30 minute. The respiratory pattern was characterized by means of a number of respiratory timeseries. Joint symbolic dynamics applied to time series of heart rate and respiratoryfrequency was used to describe the cardiorespiratory interactions of patients during theweaning trial process. Clustering, histogram equalization, support vector machines-based classification (SVM) and validation techniques enabled the selection of the bestsubset of input features. We defined a new optimization metric for unbalanced classification problems, andestablished a new SVM feature selection method, based on this balance index B. The proposed B-based SVM feature selection provided a better balance between sensitivityand specificity in all classifications. The best classification result was obtained with SVM feature selection based on bothaccuracy and the balance index, which classified GS and GFwith an accuracy of 80%, considering 6 features. Classifying GS versus the rest of patients, the best result wasobtained with 9 features, 81%, and the accuracy classifying GR versus GS, and GR versus the rest of the patients was 83% and 81% with 9 and 10 features, respectively.The mortality rate in CHF patients remains high and risk stratification in these patients isstill one of the major challenges of contemporary cardiology. Patients with CHF oftendevelop periodic breathing patterns including Cheyne-Stokes respiration (CSR) and periodic breathing without apnea. Periodic breathing in CHF patients is associated withincreased mortality, especially in CSR patients. Therefore it could serve as a risk markerand can provide enhanced information about thepathophysiological condition of CHF patients. The main goal of this research was to identify CHF patients' condition noninvasively bycharacterizing and classifying respiratory flow patterns from patients with PB and nPBand healthy subjects by using 15-minute long respiratory flow signals. The respiratory pattern was characterized by a stationary and a nonstationary time-frequency study through the envelope of the respiratory flow signal. Power-related parameters achieved the best results in all of the classifications involving healthy subjects and CHF patients with CSR, PB and nPB and the ROC curves validated theresults obtained for the identification of different respiratory patterns. We investigated the use of correntropy for the spectral characterization of respiratory patterns in CHF patients. The correntropy function accounts for higher-order moments and is robust to outliers. Due to the former property, the respiratory and modulationfrequencies appear at their actual locations along the frequency axis in the correntropy spectral density (CSD). The best results were achieved with correntropy and CSD-related parameters that characterized the power in the modulation and respiration discriminant bands, definedas a frequency interval centred on the modulation and respiration frequency peaks,respectively. All patients, i.e. both PB and nPB, exhibit various degrees of periodicitydepending on their condition, whereas healthy subjects have no pronounced periodicity.This fact led to excellent results classifying PB and nPB patients 88.9%, CHF versushealthy 95.2%, and nPB versus healthy 94.4% with only one parameter.Postprint (published version

Deep Learning-Based Machinery Fault Diagnostics

This book offers a compilation for experts, scholars, and researchers to present the most recent advancements, from theoretical methods to the applications of sophisticated fault diagnosis techniques. The deep learning methods for analyzing and testing complex mechanical systems are of particular interest. Special attention is given to the representation and analysis of system information, operating condition monitoring, the establishment of technical standards, and scientific support of machinery fault diagnosis