Wavelets and multirate filter banks : theory, structure, design, and applications

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering, 2004.Includes bibliographical references (p. 219-230) and index.Wavelets and filter banks have revolutionized signal processing with their ability to process data at multiple temporal and spatial resolutions. Fundamentally, continuous-time wavelets are governed by discrete-time filter banks with properties such as perfect reconstruction, linear phase and regularity. In this thesis, we study multi-channel filter bank factorization and parameterization strategies, which facilitate designs with specified properties that are enforced by the actual factorization structure. For M-channel filter banks (M =/> 2), we develop a complete factorization, M-channel lifting factorization, using simple ladder-like structures as predictions between channels to provide robust and efficient implementation; perfect reconstruction is structurally enforced, even under finite precision arithmetic and quantization of lifting coefficients. With lifting, optimal low-complexity integer wavelet transforms can thus be designed using a simple and fast algorithm that incorporates prescribed limits on hardware operations for power-constrained environments. As filter bank regularity is important for a variety of reasons, an aspect of particular interest is the structural imposition of regularity onto factorizations based on the dyadic form uvt. We derive the corresponding structural conditions for regularity, for which M-channel lifting factorization provides an essential parameterization. As a result, we are able to design filter banks that are exactly regular and amenable to fast implementations with perfect reconstruction, regardless of the choice of free parameters and possible finite precision effects. Further constraining u = v ensures regular orthogonal filter banks,(cont.) whereas a special dyadic form is developed that guarantees linear phase. We achieve superior coding gains within 0.1% of the optimum, and benchmarks conducted on image compression applications show clear improvements in perceptual and objective performance. We also consider the problem of completing an M-channel filter bank, given only its scaling filter. M-channel lifting factorization can efficiently complete such biorthogonal filter banks. On the other hand, an improved scheme for completing paraunitary filter banks is made possible by a novel order-one factorization which allows greater design flexibility, resulting in improved frequency selectivity and energy compaction over existing state of the art methods. In a dual setting, the technique can be applied to transmultiplexer design to achieve higher-rate data transmissions.by Ying-Jui Chen.Ph.D

Polynomial matrix eigenvalue decomposition techniques for multichannel signal processing

Polynomial eigenvalue decomposition (PEVD) is an extension of the eigenvalue decomposition (EVD) for para-Hermitian polynomial matrices, and it has been shown to be a powerful tool for broadband extensions of narrowband signal processing problems. In the context of broadband sensor arrays, the PEVD allows the para-Hermitian matrix that results from the calculation of a space-time covariance matrix of the convolutively mixed signals to be diagonalised. Once the matrix is diagonalised, not only can the correlation between different sensor signals be removed but the signal and noise subspaces can also be identified. This process is referred to as broadband subspace decomposition, and it plays a very important role in many areas that require signal separation techniques for multichannel convolutive mixtures, such as speech recognition, radar clutter suppression, underwater acoustics, etc. The multiple shift second order sequential best rotation (MS-SBR2) algorithm, built on the most established SBR2 algorithm, is proposed to compute the PEVD of para-Hermitian matrices. By annihilating multiple off-diagonal elements per iteration, the MS-SBR2 algorithm shows a potential advantage over its predecessor (SBR2) in terms of the computational speed. Furthermore, the MS-SBR2 algorithm permits us to minimise the order growth of polynomial matrices by shifting rows (or columns) in the same direction across iterations, which can potentially reduce the computational load of the algorithm. The effectiveness of the proposed MS-SBR2 algorithm is demonstrated by various para-Hermitian matrix examples, including randomly generated matrices with different sizes and matrices generated from source models with different dynamic ranges and relations between the sources’ power spectral densities. A worked example is presented to demonstrate how the MS-SBR2 algorithm can be used to strongly decorrelate a set of convolutively mixed signals. Furthermore, the performance metrics and computational complexity of MS-SBR2 are analysed and compared to other existing PEVD algorithms by means of numerical examples. Finally, two potential applications of theMS-SBR2 algorithm, includingmultichannel spectral factorisation and decoupling of broadband multiple-input multiple-output (MIMO) systems, are demonstrated in this dissertation

Algorithms and techniques for polynomial matrix decompositions

The concept of polynomial matrices is introduced and the potential application of polynomial matrix decompositions is discussed within the general context of multi-channel digital signal processing. A recently developed technique, known as the second order sequential rotation algorithm (SBR2), for performing the eigenvalue decomposition of a para-Hermitian polynomial matrix (PEVD) is presented. The potential benefit of using the SBR2 algorithm to impose strong decorrelation on the signals received by a broadband sensor array is demonstrated by means of a suitable numerical simulation. This demonstrates how the polynomial matrices produced as a result of the PEVD can be of unnecessarily high order. This is undesirable for many practical applications and slows down the iterative computational procedure. An effective truncation technique for controlling the growth in order of these polynomial matrices is proposed. Depending on the choice of truncation parameters, it provides an excellent compromise between reduced order polynomial matrix factors and accuracy of the resulting decomposition. This is demonstrated by means of a set of numerical simulations performed by applying the modified SBR2 algorithm with a variety of truncation parameters to a representative set of test matrices. Three new polynomial matrix decompositions are then introduced - one for implementing a polynomial matrix QR decomposition (PQRD) and two for implementing a polynomial matrix singular value decomposition (PSVD). Several variants of the PQRD algorithm (including polynomial order reduction) are proposed and compared by numerical simulation using an appropriate set of test matrices. The most effective variant w.r.t. computational speed, order of the polynomial matrix factors and accuracy of the resulting decomposition is identified. The PSVD can be computed using either the PEVD technique, based on the SBR2 algorithm, or the new algorithm proposed for implementing the PQRD. These two approaches are also compared by means of computer simulations which demonstrate that the method based on the PQRD is numerically superior. The potential application of the preferred PQRD and PSVD algorithms to multiple input multiple output (MIMO) communications for the purpose of counteracting both co-channel interference and inter-symbol interference (multi-channel equalisation) is demonstrated in terms of reduced bit error rate by means of representative computer simulations

Directional multiresolution image representations

Efficient representation of visual information lies at the foundation of many image processing tasks, including compression, filtering, and feature extraction. Efficiency of a representation refers to the ability to capture significant information of an object of interest in a small description. For practical applications, this representation has to be realized by structured transforms and fast algorithms. Recently, it has become evident that commonly used separable transforms (such as wavelets) are not necessarily best suited for images. Thus, there is a strong motivation to search for more powerful schemes that can capture the intrinsic geometrical structure of pictorial information. This thesis focuses on the development of new "true" two-dimensional representations for images. The emphasis is on the discrete framework that can lead to algorithmic implementations. The first method constructs multiresolution, local and directional image expansions by using non-separable filter banks. This discrete transform is developed in connection with the continuous-space curvelet construction in harmonic analysis. As a result, the proposed transform provides an efficient representation for two-dimensional piecewise smooth signals that resemble images. The link between the developed filter banks and the continuous-space constructions is set up in a newly defined directional multiresolution analysis. The second method constructs a new family of block directional and orthonormal transforms based on the ridgelet idea, and thus offers an efficient representation for images that are smooth away from straight edges. Finally, directional multiresolution image representations are employed together with statistical modeling, leading to powerful texture models and successful image retrieval systems

The Nested Periodic Subspaces: Extensions of Ramanujan Sums for Period Estimation

In the year 1918, the Indian mathematician Srinivasa Ramanujan proposed a set of sequences called Ramanujan Sums as bases to expand arithmetic functions in number theory. Today, exactly a 100 years later, we will show that these sequences re-emerge as exciting tools in a completely different context: For the extraction of periodic patterns in data. Combined with the state-of-the-art techniques of DSP, Ramanujan Sums can be used as the starting point for developing powerful algorithms for periodicity applications. The primary inspiration for this thesis comes from a recent extension of Ramanujan sums to subspaces known as the Ramanujan subspaces. These subspaces were designed to span any sequence with integer periodicity, and have many interesting properties. Starting with Ramanujan subspaces, this thesis first develops an entire family of such subspace representations for periodic sequences. This family, called Nested Periodic Subspaces due to their unique structure, turns out to be the least redundant sets of subspaces that can span periodic sequences. Three classes of new algorithms are proposed using the Nested Periodic Subspaces: dictionaries, filter banks, and eigen-space methods based on the auto-correlation matrix of the signal. It will be shown that these methods are especially advantageous to use when the data-length is short, or when the signal is a mixture of multiple hidden periods. The dictionary techniques were inspired by recent advances in sparsity based compressed sensing. Apart from the l1 norm based convex programs currently used in other applications, our dictionaries can admit l2 norm formulations that have linear and closed form solutions, even when the systems is under-determined. A new filter bank is also proposed using the Ramanujan sums. This, named the Ramanujan Filter Bank, can accurately track the instantaneous period for signals that exhibit time varying periodic nature. The filters in the Ramanujan Filter Bank have simple integer valued coefficients, and directly tile the period vs time plane, unlike classical STFT (Short Time Fourier Transform) and wavelets, which tile the time-frequency plane. The third family of techniques developed here are a generalization of the classic MUSIC (MUltiple SIgnal Classification) algorithm for periodic signals. MUSIC is one of the most popular techniques today for line spectral estimation. However, periodic signals are not just any unstructured line spectral signals. There is a nice harmonic spacing between the lines which is not exploited by plain MUSIC. We will show that one can design much more accurate adaptations of MUSIC using Nested Periodic Subspaces. Compared to prior variants of MUSIC for the periodicity problem, our approach is much faster and yields much more accurate results for signals with integer periods. This work is also the first extension of MUSIC that uses simple integer valued basis vectors instead of using traditional complex-exponentials to span the signal subspace. The advantages of the new methods are demonstrated both on simulations, as well as real world applications such as DNA micro-satellites, protein repeats and absence seizures. Apart from practical contributions, the theory of Nested Periodic Subspaces offers answers to a number of fundamental questions that were previously unanswered. For example, what is the minimum contiguous data-length needed to be able to identify the period of a signal unambiguously? Notice that the answer we seek is a fundamental identifiability bound independent of any particular period estimation technique. Surprisingly, this basic question has never been answered before. In this thesis, we will derive precise expressions for the minimum necessary and sufficient datalengths for this question. We also extend these bounds to the context of mixtures of periodic signals. Once again, even though mixtures of periodic signals often occur in many applications, aspects such as the unique identifiability of the component periods were never rigorously analyzed before. We will present such an analysis as well. While the above question deals with the minimum contiguous datalength required for period estimation, one may ask a slightly different question: If we are allowed to pick the samples of a signal in a non-contiguous fashion, how should we pick them so that we can estimate the period using the least number of samples? This question will be shown to be quite difficult to answer in general. In this thesis, we analyze a smaller case in this regard, namely, that of resolving between two periods. It will be shown that the analysis is quite involved even in this case, and the optimal sampling pattern takes an interesting form of sparsely located bunches. This result can also be extended to the case of multi-dimensional periodic signals. We very briefly address multi-dimensional periodicity in this thesis. Most prior DSP literature on multi-dimensional discrete time periodic signals assumes the period to be parallelepipeds. But as shown by the artist M. C. Escher, one can tile the space using a much more diverse variety of shapes. Is it always possible to account for such other periodic shapes using the traditional notion of parallelepiped periods? An interesting analysis in this regard is presented towards the end of the thesis.</p