Fast space-variant elliptical filtering using box splines

The efficient realization of linear space-variant (non-convolution) filters is a challenging computational problem in image processing. In this paper, we demonstrate that it is possible to filter an image with a Gaussian-like elliptic window of varying size, elongation and orientation using a fixed number of computations per pixel. The associated algorithm, which is based on a family of smooth compactly supported piecewise polynomials, the radially-uniform box splines, is realized using pre-integration and local finite-differences. The radially-uniform box splines are constructed through the repeated convolution of a fixed number of box distributions, which have been suitably scaled and distributed radially in an uniform fashion. The attractive features of these box splines are their asymptotic behavior, their simple covariance structure, and their quasi-separability. They converge to Gaussians with the increase of their order, and are used to approximate anisotropic Gaussians of varying covariance simply by controlling the scales of the constituent box distributions. Based on the second feature, we develop a technique for continuously controlling the size, elongation and orientation of these Gaussian-like functions. Finally, the quasi-separable structure, along with a certain scaling property of box distributions, is used to efficiently realize the associated space-variant elliptical filtering, which requires O(1) computations per pixel irrespective of the shape and size of the filter.Comment: 12 figures; IEEE Transactions on Image Processing, vol. 19, 201

Improvements on "Fast space-variant elliptical filtering using box splines"

It is well-known that box filters can be efficiently computed using pre-integrations and local finite-differences [Crow1984,Heckbert1986,Viola2001]. By generalizing this idea and by combining it with a non-standard variant of the Central Limit Theorem, a constant-time or O(1) algorithm was proposed in [Chaudhury2010] that allowed one to perform space-variant filtering using Gaussian-like kernels. The algorithm was based on the observation that both isotropic and anisotropic Gaussians could be approximated using certain bivariate splines called box splines. The attractive feature of the algorithm was that it allowed one to continuously control the shape and size (covariance) of the filter, and that it had a fixed computational cost per pixel, irrespective of the size of the filter. The algorithm, however, offered a limited control on the covariance and accuracy of the Gaussian approximation. In this work, we propose some improvements by appropriately modifying the algorithm in [Chaudhury2010].Comment: 7 figure

Fast adaptive elliptical filtering using box splines

We demonstrate that it is possible to filter an image with an elliptic window of varying size, elongation and orientation with a fixed computational cost per pixel. Our method involves the application of a suitable global pre-integrator followed by a pointwise-adaptive localization mesh. We present the basic theory for the 1D case using a B-spline formalism and then appropriately extend it to 2D using radially-uniform box splines. The size and ellipticity of these radially-uniform box splines is adaptively controlled. Moreover, they converge to Gaussians as the order increases. Finally, we present a fast and practical directional filtering algorithm that has the capability of adapting to the local image features.Comment: 9 pages, 1 figur

Fast O(1) bilateral filtering using trigonometric range kernels

It is well-known that spatial averaging can be realized (in space or frequency domain) using algorithms whose complexity does not depend on the size or shape of the filter. These fast algorithms are generally referred to as constant-time or O(1) algorithms in the image processing literature. Along with the spatial filter, the edge-preserving bilateral filter [Tomasi1998] involves an additional range kernel. This is used to restrict the averaging to those neighborhood pixels whose intensity are similar or close to that of the pixel of interest. The range kernel operates by acting on the pixel intensities. This makes the averaging process non-linear and computationally intensive, especially when the spatial filter is large. In this paper, we show how the O(1) averaging algorithms can be leveraged for realizing the bilateral filter in constant-time, by using trigonometric range kernels. This is done by generalizing the idea in [Porikli2008] of using polynomial range kernels. The class of trigonometric kernels turns out to be sufficiently rich, allowing for the approximation of the standard Gaussian bilateral filter. The attractive feature of our approach is that, for a fixed number of terms, the quality of approximation achieved using trigonometric kernels is much superior to that obtained in [Porikli2008] using polynomials.Comment: Accepted in IEEE Transactions on Image Processing. Also see addendum: https://sites.google.com/site/kunalspage/home/Addendum.pd

Time-varying signal processing using multi-wavelet basis functions and a modified block least mean square algorithm

This paper introduces a novel parametric modeling and identification method for linear time-varying systems using a modified block least mean square (LMS) approach where the time-varying parameters are approximated using multi-wavelet basis functions. This approach can be used to track rapidly or even sharply varying processes and is more suitable for recursive estimation of process parameters by combining wavelet approximation theory with a modified block LMS algorithm. Numerical examples are provided to show the effectiveness of the proposed method for dealing with severely nonstatinoary processes

Nonlinear State-Space Models for Microeconometric Panel Data

In applied microeconometric panel data analyses, time-constant random effects and first-order Markov chains are the most prevalent structures to account for intertemporal correlations in limited dependent variable models. An example from health economics shows that the addition of a simple autoregressive error terms leads to a more plausible and parsimonious model which also captures the dynamic features better. The computational problems encountered in the estimation of such models - and a broader class formulated in the framework of nonlinear state space models - hampers their widespread use. This paper discusses the application of different nonlinear filtering approaches developed in the time-series literature to these models and suggests that a straightforward algorithm based on sequential Gaussian quadrature can be expected to perform well in this setting. This conjecture is impressively confirmed by an extensive analysis of the example application