Iterative greedy algorithm for solving the FIR paraunitary approximation problem

In this paper, a method for approximating a multi-input multi-output (MIMO) transfer function by a causal finite-impulse response (FIR) paraunitary (PU) system in a weighted least-squares sense is presented. Using a complete parameterization of FIR PU systems in terms of Householder-like building blocks, an iterative algorithm is proposed that is greedy in the sense that the observed mean-squared error at each iteration is guaranteed to not increase. For certain design problems in which there is a phase-type ambiguity in the desired response, which is formally defined in the paper, a phase feedback modification is proposed in which the phase of the FIR approximant is fed back to the desired response. With this modification in effect, it is shown that the resulting iterative algorithm not only still remains greedy, but also offers a better magnitude-type fit to the desired response. Simulation results show the usefulness and versatility of the proposed algorithm with respect to the design of principal component filter bank (PCFB)-like filter banks and the FIR PU interpolation problem. Concerning the PCFB design problem, it is shown that as the McMillan degree of the FIR PU approximant increases, the resulting filter bank behaves more and more like the infinite-order PCFB, consistent with intuition. In particular, this PCFB-like behavior is shown in terms of filter response shape, multiresolution, coding gain, noise reduction with zeroth-order Wiener filtering in the subbands, and power minimization for discrete multitone (DMT)-type transmultiplexers

On the spectral factor ambiguity of FIR energy compaction filter banks

This paper focuses on the design of signal-adapted finite-impulse response (FIR) paraunitary (PU) filter banks optimized for energy compaction (EC). The design of such filter banks has been shown in the literature to consist of the design of an optimal FIR compaction filter followed by an appropriate Karhunen-Loe/spl grave/ve transform (KLT). Despite this elegant construction, EC optimal filter banks have been shown to perform worse than common nonadapted filter banks for coding gain, contrary to intuition. Here, it is shown that this phenomenon is most likely due to the nonuniqueness of the compaction filter in terms of its spectral factors. This nonuniqueness results in a finite set of EC optimal filter banks. By choosing the spectral factor yielding the largest coding gain, it is shown that the resulting filter bank behaves more and more like the infinite-order principal components filter bank (PCFB) in terms of numerous objectives such as coding gain, multiresolution, noise reduction with zeroth-order Wiener filters in the subbands, and power minimization for discrete multitone (DMT)-type nonredundant transmultiplexers

Discrete multitone modulation with principal component filter banks

Discrete multitone (DMT) modulation is an attractive method for communication over a nonflat channel with possibly colored noise. The uniform discrete Fourier transform (DFT) filter bank and cosine modulated filter bank have in the past been used in this system because of low complexity. We show in this paper that principal component filter banks (PCFB) which are known to be optimal for data compression and denoising applications, are also optimal for a number of criteria in DMT modulation communication. For example, the PCFB of the effective channel noise power spectrum (noise psd weighted by the inverse of the channel gain) is optimal for DMT modulation in the sense of maximizing bit rate for fixed power and error probabilities. We also establish an optimality property of the PCFB when scalar prefilters and postfilters are used around the channel. The difference between the PCFB and a traditional filter bank such as the brickwall filter bank or DFT filter bank is significant for effective power spectra which depart considerably from monotonicity. The twisted pair channel with its bridged taps, next and fext noises, and AM interference, therefore appears to be a good candidate for the application of a PCFB. This is demonstrated with the help of numerical results for the case of the ADSL channel

The role of the discrete-time Kalman-Yakubovitch-Popov lemma in designing statistically optimum FIR orthonormal filter banks

We introduce a new approach to design FIR energy compaction filters of arbitrary order N. The optimization of such filters is important due to their close connection to the design of an M-channel orthonormal filter bank adapted to the input signal statistics. The novel procedure finds the optimum product filter Fopt(Z)=H opt(Z)Hopt(Z^-1) corresponding to the compaction filter Hopt(z). The idea is to express F(z) as D(z)+D(z^-1) and reformulate the compaction problem in terms of the state space realization of the causal function D(z). For a fixed input power spectrum, the resulting filter Fopt(z) is guaranteed to be a global optimum due to the convexity of the new formulation. The new design method can be solved quite efficiently and with great accuracy using recently developed interior point methods and is extremely general in the sense that it works for any chosen M and any arbitrary filter length N. Finally, obtaining Hopt(z) from F opt(z) does not require an additional spectral factorization step. The minimum phase spectral factor can be obtained automatically by relating the state space realization of Dopt(z) to that of H opt(z)

Oversampling PCM techniques and optimum noise shapers for quantizing a class of nonbandlimited signals

We consider the efficient quantization of a class of nonbandlimited signals, namely, the class of discrete-time signals that can be recovered from their decimated version. The signals are modeled as the output of a single FIR interpolation filter (single band model) or, more generally, as the sum of the outputs of L FIR interpolation filters (multiband model). These nonbandlimited signals are oversampled, and it is therefore reasonable to expect that we can reap the same benefits of well-known efficient A/D techniques that apply only to bandlimited signals. We first show that we can obtain a great reduction in the quantization noise variance due to the oversampled nature of the signals. We can achieve a substantial decrease in bit rate by appropriately decimating the signals and then quantizing them. To further increase the effective quantizer resolution, noise shaping is introduced by optimizing prefilters and postfilters around the quantizer. We start with a scalar time-invariant quantizer and study two important cases of linear time invariant (LTI) filters, namely, the case where the postfilter is the inverse of the prefilter and the more general case where the postfilter is independent from the prefilter. Closed form expressions for the optimum filters and average minimum mean square error are derived in each case for both the single band and multiband models. The class of noise shaping filters and quantizers is then enlarged to include linear periodically time varying (LPTV)M filters and periodically time-varying quantizers of period M. We study two special cases in great detail

Results on principal component filter banks: colored noise suppression and existence issues

We have made explicit the precise connection between the optimization of orthonormal filter banks (FBs) and the principal component property: the principal component filter bank (PCFB) is optimal whenever the minimization objective is a concave function of the subband variances of the FB. This explains PCFB optimality for compression, progressive transmission, and various hitherto unnoticed white-noise, suppression applications such as subband Wiener filtering. The present work examines the nature of the FB optimization problems for such schemes when PCFBs do not exist. Using the geometry of the optimization search spaces, we explain exactly why these problems are usually analytically intractable. We show the relation between compaction filter design (i.e., variance maximization) and optimum FBs. A sequential maximization of subband variances produces a PCFB if one exists, but is otherwise suboptimal for several concave objectives. We then study PCFB optimality for colored noise suppression. Unlike the case when the noise is white, here the minimization objective is a function of both the signal and the noise subband variances. We show that for the transform coder class, if a common signal and noise PCFB (KLT) exists, it is, optimal for a large class of concave objectives. Common PCFBs for general FB classes have a considerably more restricted optimality, as we show using the class of unconstrained orthonormal FBs. For this class, we also show how to find an optimum FB when the signal and noise spectra are both piecewise constant with all discontinuities at rational multiples of π

Filterbank optimization with convex objectives and the optimality of principal component forms

This paper proposes a general framework for the optimization of orthonormal filterbanks (FBs) for given input statistics. This includes as special cases, many previous results on FB optimization for compression. It also solves problems that have not been considered thus far. FB optimization for coding gain maximization (for compression applications) has been well studied before. The optimum FB has been known to satisfy the principal component property, i.e., it minimizes the mean-square error caused by reconstruction after dropping the P weakest (lowest variance) subbands for any P. We point out a much stronger connection between this property and the optimality of the FB. The main result is that a principal component FB (PCFB) is optimum whenever the minimization objective is a concave function of the subband variances produced by the FB. This result has its grounding in majorization and convex function theory and, in particular, explains the optimality of PCFBs for compression. We use the result to show various other optimality properties of PCFBs, especially for noise-suppression applications. Suppose the FB input is a signal corrupted by additive white noise, the desired output is the pure signal, and the subbands of the FB are processed to minimize the output noise. If each subband processor is a zeroth-order Wiener filter for its input, we can show that the expected mean square value of the output noise is a concave function of the subband signal variances. Hence, a PCFB is optimum in the sense of minimizing this mean square error. The above-mentioned concavity of the error and, hence, PCFB optimality, continues to hold even with certain other subband processors such as subband hard thresholds and constant multipliers, although these are not of serious practical interest. We prove that certain extensions of this PCFB optimality result to cases where the input noise is colored, and the FB optimization is over a larger class that includes biorthogonal FBs. We also show that PCFBs do not exist for the classes of DFT and cosine-modulated FBs

Theory of optimal orthonormal subband coders

The theory of the orthogonal transform coder and methods for its optimal design have been known for a long time. We derive a set of necessary and sufficient conditions for the coding-gain optimality of an orthonormal subband coder for given input statistics. We also show how these conditions can be satisfied by the construction of a sequence of optimal compaction filters one at a time. Several theoretical properties of optimal compaction filters and optimal subband coders are then derived, especially pertaining to behavior as the number of subbands increases. Significant theoretical differences between optimum subband coders, transform coders, and predictive coders are summarized. Finally, conditions are presented under which optimal orthonormal subband coders yield as much coding gain as biorthogonal ones for a fixed number of subbands