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

A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed

Structure-preserving deep learning

Over the past few years, deep learning has risen to the foreground as a topic of massive interest, mainly as a result of successes obtained in solving large-scale image processing tasks. There are multiple challenging mathematical problems involved in applying deep learning: most deep learning methods require the solution of hard optimisation problems, and a good understanding of the tradeoff between computational effort, amount of data and model complexity is required to successfully design a deep learning approach for a given problem. A large amount of progress made in deep learning has been based on heuristic explorations, but there is a growing effort to mathematically understand the structure in existing deep learning methods and to systematically design new deep learning methods to preserve certain types of structure in deep learning. In this article, we review a number of these directions: some deep neural networks can be understood as discretisations of dynamical systems, neural networks can be designed to have desirable properties such as invertibility or group equivariance, and new algorithmic frameworks based on conformal Hamiltonian systems and Riemannian manifolds to solve the optimisation problems have been proposed. We conclude our review of each of these topics by discussing some open problems that we consider to be interesting directions for future research

Underwater acoustic communications

The underwater acoustic medium poses unique challenges to the design of robust, high throughput digital communications. The aim of this work is to identify modulation and receiver processing techniques to enable the reliable transfer of data at high rate, at range between two, potentially mobile parties using acoustics. More generally, this work seeks to investigate techniques to effectively communicate between two or more parties over a wide range of channel conditions where data rate is a key but not always the absolute performance requirement. Understanding the intrinsic ocean mechanisms that influence signal coherence, the relationship between signal coherence and optimum signal design, and the development of robust modulation and receiver processing techniques are the main areas of study within this work. New and established signal design, modulation, synchronisation, equalisation and spatial processing techniques are investigated. Several new, innovative techniques are presented which seek to improve the robustness of ‘classical’ solutions to the underwater acoustic communications problem. The performance of these techniques to mitigate the severe temporal dispersion of the underwater channel and its unique temporal variability are assessed. A candidate modulation, synchronisation and equalisation architecture is proposed based on a spatial-temporal adaptive signal processing (STAP) receiver. Comprehensive simulation results are presented to demonstrate the performance of the candidate receiver to time selective, frequency selective and spatially selective channel behaviour. Several innovative techniques are presented which maximise system performance over a wider range of operational and environmental conditions. Field trials results are presented based on system evaluation over a wide range of geographically distinct environments demonstrating system performance over a diverse range of ocean bathymetry, topography and background noise conditions. A real time implementation of the system is reported and field trials results presented demonstrating the capability of the system to support a wide range of data formats including video at useful frame rates. Within this work, several novel techniques have been developed which have extended the state of the art in high data rate underwater communications:- • Robust, high fidelity open loop synchronisation techniques capable of operating at marginal signal-to-noise ratios over a wide range of severely time spread environments. These high probability of synchronisation, low probability of false alarm techniques, provide the means for ‘burst’ open loop synchronisation in time, Doppler and space (bearing). The techniques have been demonstrated in communication and position fixing/navigation systems to provide repeatable range accuracy’s to centimetric order. • Novel closed loop synchronisation compensation for STAP receiver architectures. Specifically, this work has demonstrated the performance benefits of including both delay lock loop (DLL) and phase lock loop (PLL) support for acoustic adaptive receivers to offload tracking effort from the fractional feedforward equaliser section. It has been shown that the addition of a DLL/PLL outperforms the PLL only case for Doppler errors exceeding a few fractions of a knot. • Recycling of training data has been demonstrated as a potentially useful means to improve equaliser convergence in difficult acoustic channels. With suitable processing power, training data recycling introduces no additional transmission time overhead, which may be a limiting factor in battery powered applications. • Forward and time reverse decoding of packet data has been demonstrated as an effective means to overcome some non-minimum phase channel conditions. It has also been shown that there may be further benefits in terms of improved bit error performance, by exploiting concurrent forward and backward symbol data under modest channel conditions. • Several wideband techniques have been developed and demonstrated to be effective at resolving and coherently tracking difficult doubly spread acoustic channels. In particular, wideband spread spectrum techniques have been shown to be effective at resolving acoustic multipath, and with the aid of independent delay lock loops, track individual path arrivals. Techniques have been developed which can effect coherent or non-coherent recombination of these paths with a view to improving the robustness of an acoustic link operating at very low signal-to-noise levels. • Demonstrated throughputs of up to 41kbps in a difficult, tropical environment, featuring significant biological noise levels for mobile platforms at range up to 1.5km. • Demonstrated throughputs of between 300bps and 1600bps in a shallow, reverberant environment, at a range up to 21km at LF. • Implemented and demonstrated all algorithms in real time systems

Robotic manipulation of cloth: mechanical modeling and perception

(Eng) In this work we study various mathematical problems arising from the robotic manipulation of cloth. First, we develop a locking-free continuous model for the physical simulation of inextensible textiles. We present a novel 'finite element' discretization of our inextensibility constraints which results in a unified treatment of triangle and quadrilateral meshings of the cloth. Next, we explain how to incorporate contacts, self-collisions and friction into the equations of motion, so that frictional forces and inextensibility and collision constraints may be integrated implicitly and without any decoupling. We develop an efficient 'active-set' solver tailored to our non-linear problem which takes into account past active constraints to accelerate the resolution of unresolved contacts and moreover can be initialized from any non-necessarily feasible point. Then, we embark ourselves in the empirical validation of the developed model. We record in a laboratory setting --with depth cameras and motion capture systems-- the motions of seven types of textiles (including e.g. cotton, denim and polyester) of various sizes and at different speeds and end up with more than 80 recordings. The scenarios considered are all dynamic and involve rapid shaking and twisting of the textiles, collisions with frictional objects and even strong hits with a long stick. We then, compare the recorded textiles with the simulations given by our inextensible model, and find that on average the mean error is of the order of 1 cm even for the largest sizes (DIN A2) and the most challenging scenarios. Furthermore, we also tackle other problems relevant to robotic cloth manipulation, such as cloth perception and classification of its states. We present a reconstruction algorithm based on Morse theory that proceeds directly from a point-cloud to obtain a cellular decomposition of a surface with or without boundary: the results are a piecewise parametrization of the cloth surface as a union of Morse cells. From the cellular decomposition the topology of the surface can be then deduced immediately. Finally, we study the configuration space of a piece of cloth: since the original state of a piece of cloth is flat, the set of possible states under the inextensible assumption is the set of developable surfaces isometric to a fixed one. We prove that a generic simple, closed, piecewise regular curve in space can be the boundary of only finitely many developable surfaces with nonvanishing mean curvature. Inspired on this result we introduce the dGLI cloth coordinates, a low-dimensional representation of the state of a piece of cloth based on a directional derivative of the Gauss Linking Integral. These coordinates --computed from the position of the cloth's boundary-- allow to distinguish key qualitative changes in folding sequences.(Esp) En este trabajo estudiamos varios problemas matemáticos relacionados con la manipulación robótica de textiles. En primer lugar, desarrollamos un modelo continuo libre de 'locking' para la simulación física de textiles inextensibles. Presentamos una novedosa discretización usando 'elementos finitos' de nuestras restricciones de inextensibilidad resultando en un tratamiento unificado de mallados triangulares y cuadrangulares de la tela. A continuación, explicamos cómo incorporar contactos, autocolisiones y fricción en las ecuaciones de movimiento, de modo que las fuerzas de fricción y las restricciones de inextensibilidad y colisiones puedan integrarse implícitamente y sin ningún desacoplamiento. Desarrollamos un 'solver' de tipo 'conjunto-activo' adaptado a nuestro problema no lineal que tiene en cuenta las restricciones activas pasadas para acelerar la resolución de los contactos no resueltos y, además, puede inicializarse desde cualquier punto no necesariamente factible. Posteriormente, nos embarcamos en la validación empírica del modelo desarrollado. Grabamos en un entorno de laboratorio -con cámaras de profundidad y sistemas de captura de movimiento- los movimientos de siete tipos de textiles (entre los que se incluyen, por ejemplo, algodón, tela vaquera y poliéster) de varios tamaños y a diferentes velocidades, terminando con más de 80 grabaciones. Los escenarios considerados son todos dinámicos e implican sacudidas y torsiones rápidas de los textiles, colisiones con obstáculos e incluso golpes con una varilla cilíndrica. Finalmente, comparamos las grabaciones con las simulaciones dadas por nuestro modelo inextensible, y encontramos que, de media, el error es del orden de 1 cm incluso para las telas más grandes (DIN A2) y los escenarios más complicados. Además, también abordamos otros problemas relevantes para la manipulación robótica de telas, como son la percepción y la clasificación de sus estados. Presentamos un algoritmo de reconstrucción basado en la teoría de Morse que procede directamente de una nube de puntos para obtener una descomposición celular de una superficie con o sin borde: los resultados son una parametrización a trozos de la superficie de la tela como una unión de celdas de Morse. A partir de la descomposición celular puede deducirse inmediatamente la topología de la superficie. Por último, estudiamos el espacio de configuración de un trozo de tela: dado que el estado original de la tela es plano, el conjunto de estados posibles bajo la hipótesis de inextensibilidad es el conjunto de superficies desarrollables isométricas a una fija. Demostramos que una curva genérica simple, cerrada y regular a trozos en el espacio puede ser el borde de un número finito de superficies desarrollables con curvatura media no nula. Inspirándonos en este resultado, introducimos las coordenadas dGLI, una representación de dimensión baja del estado de un pedazo de tela basada en una derivada direccional de la integral de enlazamiento de Gauss. Estas coordenadas -calculadas a partir de la posición del borde de la tela- permiten distinguir cambios cualitativos clave en distintas secuencias de plegado.Postprint (published version