On the Sample Complexity of Multichannel Frequency Estimation via Convex Optimization

The use of multichannel data in line spectral estimation (or frequency estimation) is common for improving the estimation accuracy in array processing, structural health monitoring, wireless communications, and more. Recently proposed atomic norm methods have attracted considerable attention due to their provable superiority in accuracy, flexibility and robustness compared with conventional approaches. In this paper, we analyze atomic norm minimization for multichannel frequency estimation from noiseless compressive data, showing that the sample size per channel that ensures exact estimation decreases with the increase of the number of channels under mild conditions. In particular, given $L$ channels, order $K\left(\log K\right) \left(1+\frac{1}{L}\log N\right)$ samples per channel, selected randomly from $N$ equispaced samples, suffice to ensure with high probability exact estimation of $K$ frequencies that are normalized and mutually separated by at least $\frac{4}{N}$. Numerical results are provided corroborating our analysis.Comment: 14 pages, double column, to appear in IEEE Trans. Information Theor

Structured Sparsity Models for Multiparty Speech Recovery from Reverberant Recordings

We tackle the multi-party speech recovery problem through modeling the acoustic of the reverberant chambers. Our approach exploits structured sparsity models to perform room modeling and speech recovery. We propose a scheme for characterizing the room acoustic from the unknown competing speech sources relying on localization of the early images of the speakers by sparse approximation of the spatial spectra of the virtual sources in a free-space model. The images are then clustered exploiting the low-rank structure of the spectro-temporal components belonging to each source. This enables us to identify the early support of the room impulse response function and its unique map to the room geometry. To further tackle the ambiguity of the reflection ratios, we propose a novel formulation of the reverberation model and estimate the absorption coefficients through a convex optimization exploiting joint sparsity model formulated upon spatio-spectral sparsity of concurrent speech representation. The acoustic parameters are then incorporated for separating individual speech signals through either structured sparse recovery or inverse filtering the acoustic channels. The experiments conducted on real data recordings demonstrate the effectiveness of the proposed approach for multi-party speech recovery and recognition.Comment: 31 page

Tensor Decompositions for Signal Processing Applications From Two-way to Multiway Component Analysis

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that higher-order tensors (i.e., multiway arrays) enable such a fundamental paradigm shift towards models that are essentially polynomial and whose uniqueness, unlike the matrix methods, is guaranteed under verymild and natural conditions. Benefiting fromthe power ofmultilinear algebra as theirmathematical backbone, data analysis techniques using tensor decompositions are shown to have great flexibility in the choice of constraints that match data properties, and to find more general latent components in the data than matrix-based methods. A comprehensive introduction to tensor decompositions is provided from a signal processing perspective, starting from the algebraic foundations, via basic Canonical Polyadic and Tucker models, through to advanced cause-effect and multi-view data analysis schemes. We show that tensor decompositions enable natural generalizations of some commonly used signal processing paradigms, such as canonical correlation and subspace techniques, signal separation, linear regression, feature extraction and classification. We also cover computational aspects, and point out how ideas from compressed sensing and scientific computing may be used for addressing the otherwise unmanageable storage and manipulation problems associated with big datasets. The concepts are supported by illustrative real world case studies illuminating the benefits of the tensor framework, as efficient and promising tools for modern signal processing, data analysis and machine learning applications; these benefits also extend to vector/matrix data through tensorization. Keywords: ICA, NMF, CPD, Tucker decomposition, HOSVD, tensor networks, Tensor Train

Dictionary Learning for Sparse Representations With Applications to Blind Source Separation.

During the past decade, sparse representation has attracted much attention in the signal processing community. It aims to represent a signal as a linear combination of a small number of elementary signals called atoms. These atoms constitute a dictionary so that a signal can be expressed by the multiplication of the dictionary and a sparse coefficients vector. This leads to two main challenges that are studied in the literature, i.e. sparse coding (find the coding coefficients based on a given dictionary) and dictionary design (find an appropriate dictionary to fit the data). Dictionary design is the focus of this thesis. Traditionally, the signals can be decomposed by the predefined mathematical transform, such as discrete cosine transform (DCT), which forms the so-called analytical approach. In recent years, learning-based methods have been introduced to adapt the dictionary from a set of training data, leading to the technique of dictionary learning. Although this may involve a higher computational complexity, learned dictionaries have the potential to offer improved performance as compared with predefined dictionaries. Dictionary learning algorithm is often achieved by iteratively executing two operations: sparse approximation and dictionary update. We focus on the dictionary update step, where the dictionary is optimized with a given sparsity pattern. A novel framework is proposed to generalize benchmark mechanisms such as the method of optimal directions (MOD) and K-SVD where an arbitrary set of codewords and the corresponding sparse coefficients are simultaneously updated, hence the term simultaneous codeword optimization (SimCO). Moreover, its extended formulation ‘regularized SimCO’ mitigates the major bottleneck of dictionary update caused by the singular points. First and second order optimization procedures are designed to solve the primitive and regularized SimCO. In addition, a tree-structured multi-level representation of dictionary based on clustering is used to speed up the optimization process in the sparse coding stage. This novel dictionary learning algorithm is also applied for solving the underdetermined blind speech separation problem, leading to a multi-stage method, where the separation problem is reformulated as a sparse coding problem, with the dictionary being learned by an adaptive algorithm. Using mutual coherence and sparsity index, the performance of a variety of dictionaries for underdetermined speech separation is compared and analyzed, such as the dictionaries learned from speech mixtures and ground truth speech sources, as well as those predefined by mathematical transforms. Finally, we propose a new method for joint dictionary learning and source separation. Different from the multistage method, the proposed method can simultaneously estimate the mixing matrix, the dictionary and the sources in an alternating and blind manner. The advantages of all the proposed methods are demonstrated over the state-of-the-art methods using extensive numerical tests

Multiple and single snapshot compressive beamforming

For a sound field observed on a sensor array, compressive sensing (CS) reconstructs the direction-of-arrival (DOA) of multiple sources using a sparsity constraint. The DOA estimation is posed as an underdetermined problem by expressing the acoustic pressure at each sensor as a phase-lagged superposition of source amplitudes at all hypothetical DOAs. Regularizing with an $\ell_1$-norm constraint renders the problem solvable with convex optimization, and promoting sparsity gives high-resolution DOA maps. Here, the sparse source distribution is derived using maximum a posteriori (MAP) estimates for both single and multiple snapshots. CS does not require inversion of the data covariance matrix and thus works well even for a single snapshot where it gives higher resolution than conventional beamforming. For multiple snapshots, CS outperforms conventional high-resolution methods, even with coherent arrivals and at low signal-to-noise ratio. The superior resolution of CS is demonstrated with vertical array data from the SWellEx96 experiment for coherent multi-paths.Comment: In press Journal of Acoustical Society of Americ

Anomaly detection: sparse representation for high dimensional data

In this thesis, I investigated in three different anomaly aware sparse representation approaches. The first approach focuses on algorithmic development for the low-rank matrix completion problem. It has been shown that in the l0-search for low- rank matrix completion, the singular points in the objective function are the major reasons for failures. While different methods have been proposed to handle singular points, rigorous analysis has shown that there is a need for further improvement. To address the singularity issue, we propose a new objective function that is continuous everywhere. The new objective function is a good approximation of the original objective function in the sense that in the limit, the lower level sets of the new objective function are the closure of those of the original objective function. We formulate the matrix completion problem as the minimization of the new objective function and design a quasi-Newton method to solve it. Simulations demonstrate that the new method achieves excellent numerical performance. The second part discusses dictionary learning algorithms to solve the blind source separation (BSS) problem. For the proof of concepts, the focus is on the scenario where the number of mixtures is not less than that of sources. Based on the assumption that the sources are sparsely represented by some dictionaries, we present a joint source separation and dictionary learning algorithm (SparseBSS) to separate the noise corrupted mixed sources with very little extra information. We also discuss the singularity issue in the dictionary learning process which is one major reason for algorithm failure. Finally, two approaches are presented to address the singularity issue. The last approach focuses on algorithmic approaches to solve the robust face recognition problem where the test face image can be corrupted by arbitrary sparse noise. The standard approach is to formulate the problem as a sparse recovery problem and solve it using l1-minimization. As an alternative, the approximate message passing (AMP) algorithm had been tested but resulted in pessimistic results. The contribution of this part is to successfully solve the robust face recognition problem using the AMP framework. The recently developed adaptive damping technique has been adopted to address the issue that AMP normally only works well with Gaussian matrices. Statistical models are designed to capture the nature of the signal more authentically. Expectation maximization (EM) method has been used to learn the unknown hyper-parameters of the statistical model in an online fashion. Simulations demonstrate that our method achieves better recognition performance than the already impressive benchmark l1-minimization, is robust to the initial values of hyper-parameters, and exhibits low computational cost.Open Acces