Signal Recovery From 1-Bit Quantized Noisy Samples via Adaptive Thresholding

In this paper, we consider the problem of signal recovery from 1-bit noisy measurements. We present an efficient method to obtain an estimation of the signal of interest when the measurements are corrupted by white or colored noise. To the best of our knowledge, the proposed framework is the pioneer effort in the area of 1-bit sampling and signal recovery in providing a unified framework to deal with the presence of noise with an arbitrary covariance matrix including that of the colored noise. The proposed method is based on a constrained quadratic program (CQP) formulation utilizing an adaptive quantization thresholding approach, that further enables us to accurately recover the signal of interest from its 1-bit noisy measurements. In addition, due to the adaptive nature of the proposed method, it can recover both fixed and time-varying parameters from their quantized 1-bit samples.Comment: This is a pre-print version of the original conference paper that has been accepted at the 2018 IEEE Asilomar Conference on Signals, Systems, and Computer

A bayesian approach to adaptive detection in nonhomogeneous environments

We consider the adaptive detection of a signal of interest embedded in colored noise, when the environment is nonhomogeneous, i.e., when the training samples used for adaptation do not share the same covariance matrix as the vector under test. A Bayesian framework is proposed where the covariance matrices of the primary and the secondary data are assumed to be random, with some appropriate joint distribution. The prior distributions of these matrices require a rough knowledge about the environment. This provides a flexible, yet simple, knowledge-aided model where the degree of nonhomogeneity can be tuned through some scalar variables. Within this framework, an approximate generalized likelihood ratio test is formulated. Accordingly, two Bayesian versions of the adaptive matched filter are presented, where the conventional maximum likelihood estimate of the primary data covariance matrix is replaced either by its minimum mean-square error estimate or by its maximum a posteriori estimate. Two detectors require generating samples distributed according to the joint posterior distribution of primary and secondary data covariance matrices. This is achieved through the use of a Gibbs sampling strategy. Numerical simulations illustrate the performances of these detectors, and compare them with those of the conventional adaptive matched filter

Adaptive detection of distributed targets in compound-Gaussian noise without secondary data: A Bayesian approach

In this paper, we deal with the problem of adaptive detection of distributed targets embedded in colored noise modeled in terms of a compound-Gaussian process and without assuming that a set of secondary data is available.The covariance matrices of the data under test share a common structure while having different power levels. A Bayesian approach is proposed here, where the structure and possibly the power levels are assumed to be random, with appropriate distributions. Within this framework we propose GLRT-based and ad-hoc detectors. Some simulation studies are presented to illustrate the performances of the proposed algorithms. The analysis indicates that the Bayesian framework could be a viable means to alleviate the need for secondary data, a critical issue in heterogeneous scenarios

Covariance matrix estimation with heterogeneous samples

We consider the problem of estimating the covariance matrix Mp of an observation vector, using heterogeneous training samples, i.e., samples whose covariance matrices are not exactly Mp. More precisely, we assume that the training samples can be clustered into K groups, each one containing Lk, snapshots sharing the same covariance matrix Mk. Furthermore, a Bayesian approach is proposed in which the matrices Mk. are assumed to be random with some prior distribution. We consider two different assumptions for Mp. In a fully Bayesian framework, Mp is assumed to be random with a given prior distribution. Under this assumption, we derive the minimum mean-square error (MMSE) estimator of Mp which is implemented using a Gibbs-sampling strategy. Moreover, a simpler scheme based on a weighted sample covariance matrix (SCM) is also considered. The weights minimizing the mean square error (MSE) of the estimated covariance matrix are derived. Furthermore, we consider estimators based on colored or diagonal loading of the weighted SCM, and we determine theoretically the optimal level of loading. Finally, in order to relax the a priori assumptions about the covariance matrix Mp, the second part of the paper assumes that this matrix is deterministic and derives its maximum-likelihood estimator. Numerical simulations are presented to illustrate the performance of the different estimation schemes

Echo Cancellation : the generalized likelihood ratio test for double-talk vs. channel change

Echo cancellers are required in both electrical (impedance mismatch) and acoustic (speaker-microphone coupling) applications. One of the main design problems is the control logic for adaptation. Basically, the algorithm weights should be frozen in the presence of double-talk and adapt quickly in the absence of double-talk. The optimum likelihood ratio test (LRT) for this problem was studied in a recent paper. The LRT requires a priori knowledge of the background noise and double-talk power levels. Instead, this paper derives a generalized log likelihood ratio test (GLRT) that does not require this knowledge. The probability density function of a sufficient statistic under each hypothesis is obtained and the performance of the test is evaluated as a function of the system parameters. The receiver operating characteristics (ROCs) indicate that it is difficult to correctly decide between double-talk and a channel change, based upon a single look. However, detection based on about 200 successive samples yields a detection probability close to unity (0.99) with a small false alarm probability (0.01) for the theoretical GLRT model. Application of a GLRT-based echo canceller (EC) to real voice data shows comparable performance to that of the LRT-based EC given in a recent paper

Array signal processing for maximum likelihood direction-of-arrival estimation

Emitter Direction-of-Arrival (DOA) estimation is a fundamental problem in a variety of applications including radar, sonar, and wireless communications. The research has received considerable attention in literature and numerous methods have been proposed. Maximum Likelihood (ML) is a nearly optimal technique producing superior estimates compared to other methods especially in unfavourable conditions, and thus is of significant practical interest. This paper discusses in details the techniques for ML DOA estimation in either white Gaussian noise or unknown noise environment. Their performances are analysed and compared, and evaluated against the theoretical lower bounds

Time-scale analysis of abrupt changes corrupted by multiplicative noise

Multiplicative Abrupt Changes (ACs) have been considered in many applications. These applications include image processing (speckle) and random communication models (fading). Previous authors have shown that the Continuous Wavelet Transform (CWT) has good detection properties for ACs in additive noise. This work applies the CWT to AC detection in multiplicative noise. CWT translation invariance allows to define an AC signature. The problem then becomes signature detection in the time-scale domain. A second-order contrast criterion is defined as a measure of detection performance. This criterion depends upon the first- and second-order moments of the multiplicative process's CWT. An optimal wavelet (maximizing the contrast) is derived for an ideal step in white multiplicative noise. This wavelet is asymptotically optimal for smooth changes and can be approximated for small AC amplitudes by the Haar wavelet. Linear and quadratic suboptimal signature-based detectors are also studied. Closed-form threshold expressions are given as functions of the false alarm probability for three of the detectors. Detection performance is characterized using Receiver Operating Characteristic (ROC) curves computed from Monte-Carlo simulations

GLRT-Based Direction Detectors in Homogeneous Noise and Subspace Interference

In this paper, we derive and assess decision schemes to discriminate, resorting to an array of sensors, between the H0 hypothesis that data under test contain disturbance only (i.e., noise plus interference) and the H1 hypothesis that they also contain signal components along a direction which is a priori unknown but constrained to belong to a given subspace of the observables. The disturbance is modeled in terms of complex normal random vectors plus deterministic interference assumed to belong to a known subspace. We assume that a set of noise-only (secondary) data is available, which possess the same statistical characterization of noise in the cells under test. At the design stage, we resort to either the plain generalized-likelihood ratio test (GLRT) or the two-step GLRT-based design procedure. The performance analysis, conducted resorting to simulated data, shows that the one-step GLRT performs better than the detector relying on the two-step design procedure when the number of secondary data is comparable to the number of sensors; moreover, it outperforms a one-step GLRT-based subspace detector when the dimension of the signal subspace is sufficiently high

On line power spectra identification and whitening for the noise in interferometric gravitational wave detectors

In this paper we address both to the problem of identifying the noise Power Spectral Density of interferometric detectors by parametric techniques and to the problem of the whitening procedure of the sequence of data. We will concentrate the study on a Power Spectral Density like the one of the Italian-French detector VIRGO and we show that with a reasonable finite number of parameters we succeed in modeling a spectrum like the theoretical one of VIRGO, reproducing all its features. We propose also the use of adaptive techniques to identify and to whiten on line the data of interferometric detectors. We analyze the behavior of the adaptive techniques in the field of stochastic gradient and in the Least Squares ones.Comment: 28 pages, 21 figures, uses iopart.cls accepted for pubblication on Classical and Quantum Gravit