Simultaneous diagonalisation of the covariance and complementary covariance matrices in quaternion widely linear signal processing

Recent developments in quaternion-valued widely linear processing have established that the exploitation of complete second-order statistics requires consideration of both the standard covariance and the three complementary covariance matrices. Although such matrices have a tremendous amount of structure and their decomposition is a powerful tool in a variety of applications, the non-commutative nature of the quaternion product has been prohibitive to the development of quaternion uncorrelating transforms. To this end, we introduce novel techniques for a simultaneous decomposition of the covariance and complementary covariance matrices in the quaternion domain, whereby the quaternion version of the Takagi factorisation is explored to diagonalise symmetric quaternion-valued matrices. This gives new insights into the quaternion uncorrelating transform (QUT) and forms a basis for the proposed quaternion approximate uncorrelating transform (QAUT) which simultaneously diagonalises all four covariance matrices associated with improper quaternion signals. The effectiveness of the proposed uncorrelating transforms is validated by simulations on both synthetic and real-world quaternion-valued signals.Comment: 41 pages, single column, 10 figure

Novel quaternion matrix factorisations

The recent introduction of η-Hermitian matrices A = AηH has opened a new avenue of research in quaternion signal processing. However, the exploitation of this matrix structure has been limited, perhaps due to the lack of joint diagonalisation methodologies of these matrices. As such, we propose novel decompositions of η- Hermitian matrices to address this shortcoming in the literature. As an application, we consider a blind source separation problem in the form of an Alamouti-based communication system. Simulation studies demonstrate the effectiveness of our proposed joint diagonalisation technique and indicate that our approach is particularly useful when the sources are correlated

Blind Source Separation with Compressively Sensed Linear Mixtures

This work studies the problem of simultaneously separating and reconstructing signals from compressively sensed linear mixtures. We assume that all source signals share a common sparse representation basis. The approach combines classical Compressive Sensing (CS) theory with a linear mixing model. It allows the mixtures to be sampled independently of each other. If samples are acquired in the time domain, this means that the sensors need not be synchronized. Since Blind Source Separation (BSS) from a linear mixture is only possible up to permutation and scaling, factoring out these ambiguities leads to a minimization problem on the so-called oblique manifold. We develop a geometric conjugate subgradient method that scales to large systems for solving the problem. Numerical results demonstrate the promising performance of the proposed algorithm compared to several state of the art methods.Comment: 9 pages, 2 figure

Kurtosis-Based Blind Source Extraction of Complex Non-Circular Signals with Application in EEG Artifact Removal in Real-Time

A new class of complex domain blind source extraction algorithms suitable for the extraction of both circular and non-circular complex signals is proposed. This is achieved through sequential extraction based on the degree of kurtosis and in the presence of non-circular measurement noise. The existence and uniqueness analysis of the solution is followed by a study of fast converging variants of the algorithm. The performance is first assessed through simulations on well understood benchmark signals, followed by a case study on real-time artifact removal from EEG signals, verified using both qualitative and quantitative metrics. The results illustrate the power of the proposed approach in real-time blind extraction of general complex-valued sources

Data-driven multivariate and multiscale methods for brain computer interface

This thesis focuses on the development of data-driven multivariate and multiscale methods for brain computer interface (BCI) systems. The electroencephalogram (EEG), the most convenient means to measure neurophysiological activity due to its noninvasive nature, is mainly considered. The nonlinearity and nonstationarity inherent in EEG and its multichannel recording nature require a new set of data-driven multivariate techniques to estimate more accurately features for enhanced BCI operation. Also, a long term goal is to enable an alternative EEG recording strategy for achieving long-term and portable monitoring. Empirical mode decomposition (EMD) and local mean decomposition (LMD), fully data-driven adaptive tools, are considered to decompose the nonlinear and nonstationary EEG signal into a set of components which are highly localised in time and frequency. It is shown that the complex and multivariate extensions of EMD, which can exploit common oscillatory modes within multivariate (multichannel) data, can be used to accurately estimate and compare the amplitude and phase information among multiple sources, a key for the feature extraction of BCI system. A complex extension of local mean decomposition is also introduced and its operation is illustrated on two channel neuronal spike streams. Common spatial pattern (CSP), a standard feature extraction technique for BCI application, is also extended to complex domain using the augmented complex statistics. Depending on the circularity/noncircularity of a complex signal, one of the complex CSP algorithms can be chosen to produce the best classification performance between two different EEG classes. Using these complex and multivariate algorithms, two cognitive brain studies are investigated for more natural and intuitive design of advanced BCI systems. Firstly, a Yarbus-style auditory selective attention experiment is introduced to measure the user attention to a sound source among a mixture of sound stimuli, which is aimed at improving the usefulness of hearing instruments such as hearing aid. Secondly, emotion experiments elicited by taste and taste recall are examined to determine the pleasure and displeasure of a food for the implementation of affective computing. The separation between two emotional responses is examined using real and complex-valued common spatial pattern methods. Finally, we introduce a novel approach to brain monitoring based on EEG recordings from within the ear canal, embedded on a custom made hearing aid earplug. The new platform promises the possibility of both short- and long-term continuous use for standard brain monitoring and interfacing applications

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

Contributions to theory and algorithms of independent component analysis and signal separation

This thesis addresses the problem of blind signal separation (BSS) using independent component analysis (ICA). In blind signal separation, signals from multiple sources arrive simultaneously at a sensor array, so that each sensor array output contains a mixture of source signals. Sets of sensor outputs are processed to recover the source signals or to identify the mixing system. The term blind refers to the fact that no explicit knowledge of source signals or mixing system is available. Independent component analysis approach uses statistical independence of the source signals to solve the blind signal separation problems. Application domains for the material presented in this thesis include communications, biomedical, audio, image, and sensor array signal processing. In this thesis reliable algorithms for ICA-based blind source separation are developed. In blind source separation problem the goal is to recover all original source signals using the observed mixtures only. The objective is to develop algorithms that are either adaptive to unknown source distributions or do not need to utilize the source distribution information at all. Two parametric methods that can adapt to a wide class of source distributions including skewed distributions are proposed. Another nonparametric technique with desirable large sample properties is also proposed. It is based on characteristic functions and thereby avoids the need to model the source distributions. Experimental results showing reliable performance are given on all of the presented methods. In this thesis theoretical conditions under which instantaneous ICA-based blind signal processing problems can be solved are established. These results extend the celebrated results by Comon of the traditional linear real-valued model. The results are further extended to complex-valued signals and to nonlinear mixing systems. Conditions for identification, uniqueness, and separation are established both for real and complex-valued linear models, and for a proposed class of non-linear mixing systems.reviewe