On Measure Transformed Canonical Correlation Analysis

In this paper linear canonical correlation analysis (LCCA) is generalized by applying a structured transform to the joint probability distribution of the considered pair of random vectors, i.e., a transformation of the joint probability measure defined on their joint observation space. This framework, called measure transformed canonical correlation analysis (MTCCA), applies LCCA to the data after transformation of the joint probability measure. We show that judicious choice of the transform leads to a modified canonical correlation analysis, which, in contrast to LCCA, is capable of detecting non-linear relationships between the considered pair of random vectors. Unlike kernel canonical correlation analysis, where the transformation is applied to the random vectors, in MTCCA the transformation is applied to their joint probability distribution. This results in performance advantages and reduced implementation complexity. The proposed approach is illustrated for graphical model selection in simulated data having non-linear dependencies, and for measuring long-term associations between companies traded in the NASDAQ and NYSE stock markets

Sparsity-Cognizant Total Least-Squares for Perturbed Compressive Sampling

Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However, existing TLS approaches do not account for sparsity possibly present in the unknown vector of regression coefficients. On the other hand, sparsity is the key attribute exploited by modern compressive sampling and variable selection approaches to linear regression, which include noise in the data, but do not account for perturbations in the regression matrix. The present paper fills this gap by formulating and solving TLS optimization problems under sparsity constraints. Near-optimum and reduced-complexity suboptimum sparse (S-) TLS algorithms are developed to address the perturbed compressive sampling (and the related dictionary learning) challenge, when there is a mismatch between the true and adopted bases over which the unknown vector is sparse. The novel S-TLS schemes also allow for perturbations in the regression matrix of the least-absolute selection and shrinkage selection operator (Lasso), and endow TLS approaches with ability to cope with sparse, under-determined "errors-in-variables" models. Interesting generalizations can further exploit prior knowledge on the perturbations to obtain novel weighted and structured S-TLS solvers. Analysis and simulations demonstrate the practical impact of S-TLS in calibrating the mismatch effects of contemporary grid-based approaches to cognitive radio sensing, and robust direction-of-arrival estimation using antenna arrays.Comment: 30 pages, 10 figures, submitted to IEEE Transactions on Signal Processin

SwG-former: Sliding-window Graph Convolutional Network Integrated with Conformer for Sound Event Localization and Detection

Sound event localization and detection (SELD) is a joint task of sound event detection (SED) and direction of arrival (DoA) estimation. SED mainly relies on temporal dependencies to distinguish different sound classes, while DoA estimation depends on spatial correlations to estimate source directions. To jointly optimize two subtasks, the SELD system should extract spatial correlations and model temporal dependencies simultaneously. However, numerous models mainly extract spatial correlations and model temporal dependencies separately. In this paper, the interdependence of spatial-temporal information in audio signals is exploited for simultaneous extraction to enhance the model performance. In response, a novel graph representation leveraging graph convolutional network (GCN) in non-Euclidean space is developed to extract spatial-temporal information concurrently. A sliding-window graph (SwG) module is designed based on the graph representation. It exploits sliding-windows with different sizes to learn temporal context information and dynamically constructs graph vertices in the frequency-channel (F-C) domain to capture spatial correlations. Furthermore, as the cornerstone of message passing, a robust Conv2dAgg function is proposed and embedded into the SwG module to aggregate the features of neighbor vertices. To improve the performance of SELD in a natural spatial acoustic environment, a general and efficient SwG-former model is proposed by integrating the SwG module with the Conformer. It exhibits superior performance in comparison to recent advanced SELD models. To further validate the generality and efficiency of the SwG-former, it is seamlessly integrated into the event-independent network version 2 (EINV2) called SwG-EINV2. The SwG-EINV2 surpasses the state-of-the-art (SOTA) methods under the same acoustic environment

Sparse Modeling of Grouped Line Spectra

This licentiate thesis focuses on clustered parametric models for estimation of line spectra, when the spectral content of a signal source is assumed to exhibit some form of grouping. Different from previous parametric approaches, which generally require explicit knowledge of the model orders, this thesis exploits sparse modeling, where the orders are implicitly chosen. For line spectra, the non-linear parametric model is approximated by a linear system, containing an overcomplete basis of candidate frequencies, called a dictionary, and a large set of linear response variables that selects and weights the components in the dictionary. Frequency estimates are obtained by solving a convex optimization program, where the sum of squared residuals is minimized. To discourage overfitting and to infer certain structure in the solution, different convex penalty functions are introduced into the optimization. The cost trade-off between fit and penalty is set by some user parameters, as to approximate the true number of spectral lines in the signal, which implies that the response variable will be sparse, i.e., have few non-zero elements. Thus, instead of explicit model orders, the orders are implicitly set by this trade-off. For grouped variables, the dictionary is customized, and appropriate convex penalties selected, so that the solution becomes group sparse, i.e., has few groups with non-zero variables. In an array of sensors, the specific time-delays and attenuations will depend on the source and sensor positions. By modeling this, one may estimate the location of a source. In this thesis, a novel joint location and grouped frequency estimator is proposed, which exploits sparse modeling for both spectral and spatial estimates, showing robustness against sources with overlapping frequency content. For audio signals, this thesis uses two different features for clustering. Pitch is a perceptual property of sound that may be described by the harmonic model, i.e., by a group of spectral lines at integer multiples of a fundamental frequency, which we estimate by exploiting a novel adaptive total variation penalty. The other feature, chroma, is a concept in musical theory, collecting pitches at powers of 2 from each other into groups. Using a chroma dictionary, together with appropriate group sparse penalties, we propose an automatic transcription of the chroma content of a signal

Informative Data Fusion: Beyond Canonical Correlation Analysis

Multi-modal data fusion is a challenging but common problem arising in fields such as economics, statistical signal processing, medical imaging, and machine learning. In such applications, we have access to multiple datasets that use different data modalities to describe some system feature. Canonical correlation analysis (CCA) is a multidimensional joint dimensionality reduction algorithm for exactly two datasets. CCA finds a linear transformation for each feature vector set such that the correlation between the two transformed feature sets is maximized. These linear transformations are easily found by solving the SVD of a matrix that only involves the covariance and cross-covariance matrices of the feature vector sets. When these covariance matrices are unknown, an empirical version of CCA substitutes sample covariance estimates formed from training data. However, when the number of training samples is less than the combined dimension of the datasets, CCA fails to reliably detect correlation between the datasets. This thesis explores the the problem of detecting correlations from data modeled by the ubiquitous signal-plus noise data model. We present a modification to CCA, which we call informative CCA (ICCA) that first projects each dataset onto a low-dimensional informative signal subspace. We verify the superior performance of ICCA on real-world datasets and argue the optimality of trim-then-fuse over fuse-then-trim correlation analysis strategies. We provide a significance test for the correlations returned by ICCA and derive improved estimates of the population canonical vectors using insights from random matrix theory. We then extend the analysis of CCA to regularized CCA (RCCA) and demonstrate that setting the regularization parameter to infinity results in the best performance and has the same solution as taking the SVD of the cross-covariance matrix of the two datasets. Finally, we apply the ideas learned from ICCA to multiset CCA (MCCA), which analyzes correlations for more than two datasets. There are multiple formulations of multiset CCA (MCCA), each using a different combination of objective function and constraint function to describe a notion of multiset correlation. We consider MAXVAR, provide an informative version of the algorithm, which we call informative MCCA (IMCCA), and demonstrate its superiority on a real-world dataset.PHDElectrical Engineering: SystemsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/113419/1/asendorf_1.pd

Biologically Inspired Sensing and MIMO Radar Array Processing

The contributions of this dissertation are in the fields of biologically inspired sensing and multi-input multi-output: MIMO) radar array processing. In our research on biologically inspired sensing, we focus on the mechanically coupled ears of the female Ormia ochracea. Despite the small distance between its ears, the Ormia has a remarkable localization ability. We statistically analyze the localization accuracy of the Ormia\u27s coupled ears, and illustrate the improvement in the localization performance due to the mechanical coupling. Inspired by the Ormia\u27s ears, we analytically design coupled small-sized antenna arrays with high localization accuracy and radiation performance. Such arrays are essential for sensing systems in military and civil applications, which are confined to small spaces. We quantitatively demonstrate the improvement in the antenna array\u27s radiation and localization performance due to the biologically inspired coupling. On MIMO radar, we first propose a statistical target detection method in the presence of realistic clutter. We use a compound-Gaussian distribution to model the heavy tailed characteristics of sea and foliage clutter. We show that MIMO radars are useful to discriminate a target from clutter using the spatial diversity of the illuminated area, and hence MIMO radar outperforms conventional phased-array radar in terms of target-detection capability. Next, we develop a robust target detector for MIMO radar in the presence of a phase synchronization mismatch between transmitter and receiver pairs. Such mismatch often occurs due to imperfect knowledge of the locations as well as local oscillator characteristics of the antennas, but this fact has been ignored by most researchers. Considering such errors, we demonstrate the degradation in detection performance. Finally, we analyze the sensitivity of MIMO radar target detection to changes in the cross-correlation levels: CCLs) of the received signals. Prior research about MIMO radar assumes orthogonality among the received signals for all delay and Doppler pairs. However, due to the use of antennas which are widely separated in space, it is impossible to maintain this orthogonality in practice. We develop a target-detection method considering the non-orthogonality of the received data. In contrast to the common assumption, we observe that the effect of non-orthogonality is significant on detection performance