Adaptive signal processing algorithms for noncircular complex data

The complex domain provides a natural processing framework for a large class of signals encountered in communications, radar, biomedical engineering and renewable energy. Statistical signal processing in C has traditionally been viewed as a straightforward extension of the corresponding algorithms in the real domain R, however, recent developments in augmented complex statistics show that, in general, this leads to under-modelling. This direct treatment of complex-valued signals has led to advances in so called widely linear modelling and the introduction of a generalised framework for the differentiability of both analytic and non-analytic complex and quaternion functions. In this thesis, supervised and blind complex adaptive algorithms capable of processing the generality of complex and quaternion signals (both circular and noncircular) in both noise-free and noisy environments are developed; their usefulness in real-world applications is demonstrated through case studies. The focus of this thesis is on the use of augmented statistics and widely linear modelling. The standard complex least mean square (CLMS) algorithm is extended to perform optimally for the generality of complex-valued signals, and is shown to outperform the CLMS algorithm. Next, extraction of latent complex-valued signals from large mixtures is addressed. This is achieved by developing several classes of complex blind source extraction algorithms based on fundamental signal properties such as smoothness, predictability and degree of Gaussianity, with the analysis of the existence and uniqueness of the solutions also provided. These algorithms are shown to facilitate real-time applications, such as those in brain computer interfacing (BCI). Due to their modified cost functions and the widely linear mixing model, this class of algorithms perform well in both noise-free and noisy environments. Next, based on a widely linear quaternion model, the FastICA algorithm is extended to the quaternion domain to provide separation of the generality of quaternion signals. The enhanced performances of the widely linear algorithms are illustrated in renewable energy and biomedical applications, in particular, for the prediction of wind profiles and extraction of artifacts from EEG recordings

Employing data fusion & diversity in the applications of adaptive signal processing

The paradigm of adaptive signal processing is a simple yet powerful method for the class of system identification problems. The classical approaches consider standard one-dimensional signals whereby the model can be formulated by flat-view matrix/vector framework. Nevertheless, the rapidly increasing availability of large-scale multisensor/multinode measurement technology has render no longer sufficient the traditional way of representing the data. To this end, the author, who from this point onward shall be referred to as `we', `us', and `our' to signify the author myself and other supporting contributors i.e. my supervisor, my colleagues and other overseas academics specializing in the specific pieces of research endeavor throughout this thesis, has applied the adaptive filtering framework to problems that employ the techniques of data diversity and fusion which includes quaternions, tensors and graphs. At the first glance, all these structures share one common important feature: invertible isomorphism. In other words, they are algebraically one-to-one related in real vector space. Furthermore, it is our continual course of research that affords a segue of all these three data types. Firstly, we proposed novel quaternion-valued adaptive algorithms named the n-moment widely linear quaternion least mean squares (WL-QLMS) and c-moment WL-LMS. Both are as fast as the recursive-least-squares method but more numerically robust thanks to the lack of matrix inversion. Secondly, the adaptive filtering method is applied to a more complex task: the online tensor dictionary learning named online multilinear dictionary learning (OMDL). The OMDL is partly inspired by the derivation of the c-moment WL-LMS due to its parsimonious formulae. In addition, the sequential higher-order compressed sensing (HO-CS) is also developed to couple with the OMDL to maximally utilize the learned dictionary for the best possible compression. Lastly, we consider graph random processes which actually are multivariate random processes with spatiotemporal (or vertex-time) relationship. Similar to tensor dictionary, one of the main challenges in graph signal processing is sparsity constraint in the graph topology, a challenging issue for online methods. We introduced a novel splitting gradient projection into this adaptive graph filtering to successfully achieve sparse topology. Extensive experiments were conducted to support the analysis of all the algorithms proposed in this thesis, as well as pointing out potentials, limitations and as-yet-unaddressed issues in these research endeavor.Open Acces

Quaternion Matrices : Statistical Properties and Applications to Signal Processing and Wavelets

Similarly to how complex numbers provide a possible framework for extending scalar signal processing techniques to 2-channel signals, the 4-dimensional hypercomplex algebra of quaternions can be used to represent signals with 3 or 4 components. For a quaternion random vector to be suited for quaternion linear processing, it must be (second-order) proper. We consider the likelihood ratio test (LRT) for propriety, and compute the exact distribution for statistics of Box type, which include this LRT. Various approximate distributions are compared. The Wishart distribution of a quaternion sample covariance matrix is derived from first principles. Quaternions are isomorphic to an algebra of structured 4x4 real matrices. This mapping is our main tool, and suggests considering more general real matrix problems as a way of investigating quaternion linear algorithms. A quaternion vector autoregressive (VAR) time-series model is equivalent to a structured real VAR model. We show that generalised least squares (and Gaussian maximum likelihood) estimation of the parameters reduces to ordinary least squares, but only if the innovations are proper. A LRT is suggested to simultaneously test for quaternion structure in the regression coefficients and innovation covariance. Matrix-valued wavelets (MVWs) are generalised (multi)wavelets for vector-valued signals. Quaternion wavelets are equivalent to structured MVWs. Taking into account orthogonal similarity, all MVWs can be constructed from non-trivial MVWs. We show that there are no non-scalar non-trivial MVWs with short support [0,3]. Through symbolic computation we construct the families of shortest non-trivial 2x2 Daubechies MVWs and quaternion Daubechies wavelets.Open Acces

Error Modeling and Analysis of Star Cameras for a Class of 1U Spacecraft

As spacecraft today become increasingly smaller, the demand for smaller components and sensors rises as well. The smartphone, a cutting edge consumer technology, has impressive collections of both sensors and processing capabilities and may have the potential to fill this demand in the spacecraft market. If the technologies of a smartphone can be used in space, the cost of building miniature satellites would drop significantly and give a boost to the aerospace and scientific communities.Concentrating on the problem of spacecraft orientation, this study sets ground to determine the capabilities of a smartphone camera when acting as a star camera. Orientations determined from star images taken from a smartphone camera are compared to those of higher quality cameras in order to determine the associated accuracies. The results of the study reveal the abilities of low-cost off-the-shelf imagers in space and give a starting point for future research in the field.The study began with a complete geometric calibration of each analyzed imager such that all comparisons start from the same base. After the cameras were calibrated, image processing techniques were introduced to correct for atmospheric, lens, and image sensor effects. Orientations for each test image are calculated through methods of identifying the stars exposed on each image. Analyses of these orientations allow the overall errors of each camera to be defined and provide insight into the abilities of low-cost imagers

Latent variable regression and applications to planetary seismic instrumentation

The work presented in this thesis is framed by the concept of latent variables, a modern data analytics approach. A latent variable represents an extracted component from a dataset which is not directly measured. The concept is first applied to combat the problem of ill-posed regression through the promising method of partial least squares (PLS). In this context the latent variables within a data matrix are extracted through an iterative algorithm based on cross-covariance as an optimisation criterion. This work first extends the PLS algorithm, using adaptive and recursive techniques, for online, non-stationary data applications. The standard PLS algorithm is further generalised for complex-, quaternion- and tensor-valued data. In doing so it is shown that the multidimensional algebras facilitate physically meaningful representations, demonstrated through smart-grid frequency estimation and image-classification tasks. The second part of the thesis uses this knowledge to inform a performance analysis of the MEMS microseismometer implemented for the InSight mission to Mars. This is given in terms of the sensor's intrinsic self-noise, the estimation of which is achieved from experimental data with a colocated instrument. The standard coherence and proposed delta noise estimators are analysed with respect to practical issues. The implementation of algorithms for the alignment, calibration and post-processing of the data then enabled a definitive self-noise estimate, validated from data acquired in ultra-quiet, deep-space environment. A method for the decorrelation of the microseismometer's output from its thermal response is proposed. To do so a novel sensor fusion approach based on the Kalman filter is developed for a full-band transfer-function correction, in contrast to the traditional ill-posed frequency division method. This algorithm was applied to experimental data which determined the thermal model coefficients while validating the sensor's performance at tidal frequencies 1E-5Hz and in extreme environments at -65C. This thesis, therefore, provides a definitive view of the latent variables perspective. This is achieved through the general algorithms developed for regression with multidimensional data and the bespoke application to seismic instrumentation.Open Acces

Applications of Mathematical Models in Engineering

The most influential research topic in the twenty-first century seems to be mathematics, as it generates innovation in a wide range of research fields. It supports all engineering fields, but also areas such as medicine, healthcare, business, etc. Therefore, the intention of this Special Issue is to deal with mathematical works related to engineering and multidisciplinary problems. Modern developments in theoretical and applied science have widely depended our knowledge of the derivatives and integrals of the fractional order appearing in engineering practices. Therefore, one goal of this Special Issue is to focus on recent achievements and future challenges in the theory and applications of fractional calculus in engineering sciences. The special issue included some original research articles that address significant issues and contribute towards the development of new concepts, methodologies, applications, trends and knowledge in mathematics. Potential topics include, but are not limited to, the following: Fractional mathematical models; Computational methods for the fractional PDEs in engineering; New mathematical approaches, innovations and challenges in biotechnologies and biomedicine; Applied mathematics; Engineering research based on advanced mathematical tools