13,369 research outputs found
Time-varying model identification for time-frequency feature extraction from EEG data
A novel modelling scheme that can be used to estimate and track time-varying properties of nonstationary signals is investigated. This scheme is based on a class of time-varying AutoRegressive with an eXogenous input (ARX) models where the associated time-varying parameters are represented by multi-wavelet basis functions. The orthogonal least square (OLS) algorithm is then applied to refine the model parameter estimates of the time-varying ARX model. The main features of the multi-wavelet approach is that it enables smooth trends to be tracked but also to capture sharp changes in the time-varying process parameters. Simulation studies and applications to real EEG data show that the proposed algorithm can provide important transient information on the inherent dynamics of nonstationary processes
Overlearning in marginal distribution-based ICA: analysis and solutions
The present paper is written as a word of caution, with users of
independent component analysis (ICA) in mind, to overlearning
phenomena that are often observed.\\
We consider two types of overlearning, typical to high-order
statistics based ICA. These algorithms can be seen to maximise the
negentropy of the source estimates. The first kind of overlearning
results in the generation of spike-like signals, if there are not
enough samples in the data or there is a considerable amount of
noise present. It is argued that, if the data has power spectrum
characterised by curve, we face a more severe problem, which
cannot be solved inside the strict ICA model. This overlearning is
better characterised by bumps instead of spikes. Both overlearning
types are demonstrated in the case of artificial signals as well as
magnetoencephalograms (MEG). Several methods are suggested to
circumvent both types, either by making the estimation of the ICA
model more robust or by including further modelling of the data
Sunyaev-Zel'dovich clusters reconstruction in multiband bolometer camera surveys
We present a new method for the reconstruction of Sunyaev-Zel'dovich (SZ)
galaxy clusters in future SZ-survey experiments using multiband bolometer
cameras such as Olimpo, APEX, or Planck. Our goal is to optimise SZ-Cluster
extraction from our observed noisy maps. We wish to emphasize that none of the
algorithms used in the detection chain is tuned on prior knowledge on the SZ
-Cluster signal, or other astrophysical sources (Optical Spectrum, Noise
Covariance Matrix, or covariance of SZ Cluster wavelet coefficients). First, a
blind separation of the different astrophysical components which contribute to
the observations is conducted using an Independent Component Analysis (ICA)
method. Then, a recent non linear filtering technique in the wavelet domain,
based on multiscale entropy and the False Discovery Rate (FDR) method, is used
to detect and reconstruct the galaxy clusters. Finally, we use the Source
Extractor software to identify the detected clusters. The proposed method was
applied on realistic simulations of observations. As for global detection
efficiency, this new method is impressive as it provides comparable results to
Pierpaoli et al. method being however a blind algorithm. Preprint with full
resolution figures is available at the URL:
w10-dapnia.saclay.cea.fr/Phocea/Vie_des_labos/Ast/ast_visu.php?id_ast=728Comment: Submitted to A&A. 32 Pages, text onl
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
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