Robust adaptive filtering algorithms for system identification and array signal processing in non-Gaussian environment

This dissertation proposes four new algorithms based on fractionally lower order statistics for adaptive filtering in a non-Gaussian interference environment. One is the affine projection sign algorithm (APSA) based on L₁ norm minimization, which combines the ability of decorrelating colored input and suppressing divergence when an outlier occurs. The second one is the variable-step-size normalized sign algorithm (VSS-NSA), which adjusts its step size automatically by matching the L₁ norm of the a posteriori error to that of noise. The third one adopts the same variable-step-size scheme but extends L₁ minimization to Lp minimization and the variable step-size normalized fractionally lower-order moment (VSS-NFLOM) algorithms are generalized. Instead of variable step size, the variable order is another trial to facilitate adaptive algorithms where no a priori statistics are available, which leads to the variable-order least mean pth norm (VO-LMP) algorithm, as the fourth one. These algorithms are applied to system identification for impulsive interference suppression, echo cancelation, and noise reduction. They are also applied to a phased array radar system with space-time adaptive processing (beamforming) to combat heavy-tailed non-Gaussian clutters. The proposed algorithms are tested by extensive computer simulations. The results demonstrate significant performance improvements in terms of convergence rate, steady-state error, computational simplicity, and robustness against impulsive noise and interference --Abstract, page iv

Stochastic Behavior Analysis of the Gaussian Kernel Least-Mean-Square Algorithm

The kernel least-mean-square (KLMS) algorithm is a popular algorithm in nonlinear adaptive filtering due to its simplicity and robustness. In kernel adaptive filters, the statistics of the input to the linear filter depends on the parameters of the kernel employed. Moreover, practical implementations require a finite nonlinearity model order. A Gaussian KLMS has two design parameters, the step size and the Gaussian kernel bandwidth. Thus, its design requires analytical models for the algorithm behavior as a function of these two parameters. This paper studies the steady-state behavior and the transient behavior of the Gaussian KLMS algorithm for Gaussian inputs and a finite order nonlinearity model. In particular, we derive recursive expressions for the mean-weight-error vector and the mean-square-error. The model predictions show excellent agreement with Monte Carlo simulations in transient and steady state. This allows the explicit analytical determination of stability limits, and gives opportunity to choose the algorithm parameters a priori in order to achieve prescribed convergence speed and quality of the estimate. Design examples are presented which validate the theoretical analysis and illustrates its application

Regularized Optimal Transport and the Rot Mover's Distance

This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to Bregman divergences. Our framework thus naturally generalizes a previously proposed regularization based on the Boltzmann-Shannon entropy related to the Kullback-Leibler divergence, and solved with the Sinkhorn-Knopp algorithm. We call the regularized optimal transport distance the rot mover's distance in reference to the classical earth mover's distance. We develop two generic schemes that we respectively call the alternate scaling algorithm and the non-negative alternate scaling algorithm, to compute efficiently the regularized optimal plans depending on whether the domain of the regularizer lies within the non-negative orthant or not. These schemes are based on Dykstra's algorithm with alternate Bregman projections, and further exploit the Newton-Raphson method when applied to separable divergences. We enhance the separable case with a sparse extension to deal with high data dimensions. We also instantiate our proposed framework and discuss the inherent specificities for well-known regularizers and statistical divergences in the machine learning and information geometry communities. Finally, we demonstrate the merits of our methods with experiments using synthetic data to illustrate the effect of different regularizers and penalties on the solutions, as well as real-world data for a pattern recognition application to audio scene classification

Geometry Processing of Conventionally Produced Mouse Brain Slice Images

Brain mapping research in most neuroanatomical laboratories relies on conventional processing techniques, which often introduce histological artifacts such as tissue tears and tissue loss. In this paper we present techniques and algorithms for automatic registration and 3D reconstruction of conventionally produced mouse brain slices in a standardized atlas space. This is achieved first by constructing a virtual 3D mouse brain model from annotated slices of Allen Reference Atlas (ARA). Virtual re-slicing of the reconstructed model generates ARA-based slice images corresponding to the microscopic images of histological brain sections. These image pairs are aligned using a geometric approach through contour images. Histological artifacts in the microscopic images are detected and removed using Constrained Delaunay Triangulation before performing global alignment. Finally, non-linear registration is performed by solving Laplace's equation with Dirichlet boundary conditions. Our methods provide significant improvements over previously reported registration techniques for the tested slices in 3D space, especially on slices with significant histological artifacts. Further, as an application we count the number of neurons in various anatomical regions using a dataset of 51 microscopic slices from a single mouse brain. This work represents a significant contribution to this subfield of neuroscience as it provides tools to neuroanatomist for analyzing and processing histological data.Comment: 14 pages, 11 figure