Underdetermined-order recursive least-squares adaptive filtering: The concept and algorithms

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Robust Subspace Tracking Algorithms in Signal Processing: A Brief Survey

Principal component analysis (PCA) and subspace estimation (SE) are popular data analysis tools and used in a wide range of applications. The main interest in PCA/SE is for dimensionality reduction and low-rank approximation purposes. The emergence of big data streams have led to several essential issues for performing PCA/SE. Among them are (i) the size of such data streams increases over time, (ii) the underlying models may be time-dependent, and (iii) problem of dealing with the uncertainty and incompleteness in data. A robust variant of PCA/SE for such data streams, namely robust online PCA or robust subspace tracking (RST), has been introduced as a good alternative. The main goal of this paper is to provide a brief survey on recent RST algorithms in signal processing. Particularly, we begin this survey by introducing the basic ideas of the RST problem. Then, different aspects of RST are reviewed with respect to different kinds of non-Gaussian noises and sparse constraints. Our own contributions on this topic are also highlighted

DOA estimation and tracking of ULAs with mutual coupling

A class of subspace-based methods for direction-of-arrival (DOA) estimation and tracking in the case of uniform linear arrays (ULAs) with mutual coupling is proposed. By treating the angularly-independent mutual coupling as angularly-dependent complex array gains, the middle subarray is found to have the same complex array gains. Using this property, a new way for parameterizing the steering vector is proposed and the corresponding method for joint estimation of DOAs and mutual coupling matrix (MCM) using the whole array data is derived based on subspace principle. Simulation results show that the proposed algorithm has a better performance than the conventional subarray-based method especially for weak signals. Furthermore, to achieve low computational complexity for online and time-varying DOA estimation, three subspace tracking algorithms with different arithmetic complexities and tracking abilities are developed. More precisely, by introducing a better estimate of the subspace to the conventional tracking algorithms, two modified methods, namely modified projection approximate subspace tracking (PAST) (MPAST) and modified orthonormal PAST (MOPAST), are developed for slowly changing subspace, whereas a Kalman filter with a variable number of measurements (KFVM) method for rapidly changing subspace is introduced. Simulation results demonstrate that these algorithms offer high flexibility and effectiveness for tracking DOAs in the presence of mutual coupling. © 2006 IEEE.published_or_final_versio

協方差型隨機子空間識別法之應用

In this research the application of output-only system identification technique known as Stochastic Subspace Identification (SSI) algorithms in civil structures is carried out. With the aim of finding accurate modal parameters of the structure in off-line analysis, a stabilization diagram is constructed by plotting the identified poles of the system with increasing the size of data matrix. A sensitivity study of the implementation of SSI through stabilization diagram is firstly carried out, different scenarios such as noise effect, nonlinearity, time-varying systems and closely-spaced frequencies are considered. Comparison between different SSI approaches was also discussed. In the following, the identification task of a real large scale structure: Canton Tower, a benchmark problem for structural health monitoring of high-rise slender structures is carried out, for which the capacity of Covariance-driven SSI algorithm (SSI-COV) will be demonstrated. The introduction of a subspace preprocessing algorithm known as Singular Spectrum Analysis (SSA) can greatly enhance the identification capacity, which in conjunction with SSI-COV is called the SSA-SSI-COV method, it also allows the determination of the best system order. The objective of the second part of this research is to develop on-line system parameter estimation and damage detection technique through Recursive Covariance-driven Stochastic Subspace identification (RSSI-COV) approach. The Extended Instrumental Variable version of Projection Approximation Subspace Tracking algorithm (EIV-PAST) is taking charge of the system-related subspace updating task. To further reduce the noise corruption in field experiments, the data pre-processing technique called recursive Singular Spectrum Analysis technique (rSSA) is developed to remove the noise contaminant measurements, so as to enhance the stability of data analysis. Through simulation study as well as the experimental research, both RSSI-COV and rSSA-SSI-COV method are applied to identify the dynamic behavior of systems with time-varying characteristics, the reliable control parameters for the model are examined. Finally, these algorithms are applied to track the evolution of modal parameters for: (1) shaking table test of a 3-story steel frame with instantaneous stiffness reduction. (2) Shaking table test of a 1-story 2-bay reinforced concrete frame, both under earthquake excitation, and at last, (3) damage detection and early warning of an experimental steel bridge under continuous scour.UCR::Vicerrectoría de Docencia::Ingeniería::Facultad de Ingeniería::Escuela de Ingeniería Civi

Robust PCA as Bilinear Decomposition with Outlier-Sparsity Regularization

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In this context, the fresh look advocated here permeates benefits from variable selection and compressive sampling, to robustify PCA against outliers. A least-trimmed squares estimator of a low-rank bilinear factor analysis model is shown closely related to that obtained from an $\ell_0$-(pseudo)norm-regularized criterion encouraging sparsity in a matrix explicitly modeling the outliers. This connection suggests robust PCA schemes based on convex relaxation, which lead naturally to a family of robust estimators encompassing Huber's optimal M-class as a special case. Outliers are identified by tuning a regularization parameter, which amounts to controlling sparsity of the outlier matrix along the whole robustification path of (group) least-absolute shrinkage and selection operator (Lasso) solutions. Beyond its neat ties to robust statistics, the developed outlier-aware PCA framework is versatile to accommodate novel and scalable algorithms to: i) track the low-rank signal subspace robustly, as new data are acquired in real time; and ii) determine principal components robustly in (possibly) infinite-dimensional feature spaces. Synthetic and real data tests corroborate the effectiveness of the proposed robust PCA schemes, when used to identify aberrant responses in personality assessment surveys, as well as unveil communities in social networks, and intruders from video surveillance data.Comment: 30 pages, submitted to IEEE Transactions on Signal Processin

A CUSUM test with sliding reference for ground resonance monitoring

Ground resonance is potentially destructive oscillations that may develop on helicopters rotors when the aircraft is on or near the ground. Therefore, this unstable phenomenon has to be detected before it occurs in order to be avoided by the pilot. To predict the zones of instability, works have generally relayed on off-line modal analysis of the helicopter model. Unfortunately, this off-line analysis is not sufficiently reliable. The subspace-based cumulative sum CUSUM test, able of on-line monitoring, is a good alternative which permits - at once- to avoid the system identification for each flight point and to have more robust detection, with reduced costs. In this paper, we describe an alternative test- with a moving reference this time- in order to kill wrong alarms or premature responses that are observed for fixed-reference tests. Numerical results reported herein are driven from simulation data

Novel algorithms in wireless CDMA systems for estimation and kernel based equalization

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.A powerful technique is presented for joint blind channel estimation and carrier offset method for code- division multiple access (CDMA) communication systems. The new technique combines singular value decomposition (SVD) analysis with carrier offset parameter. Current blind methods sustain a high computational complexity as they require the computation of a large SVD twice, and they are sensitive to accurate knowledge of the noise subspace rank. The proposed method overcomes both problems by computing the SVD only once. Extensive simulations using MatLab demonstrate the robustness of the proposed scheme and its performance is comparable to other existing SVD techniques with significant lower computational as much as 70% cost because it does not require knowledge of the rank of the noise sub-space. Also a kernel based equalization for CDMA communication systems is proposed, designed and simulated using MatLab. The proposed method in CDMA systems overcomes all other methods

Phase Errors in Diffraction-Limited Imaging: Contrast Limits for Sparse Aperture Masking

Bispectrum phase, closure phase and their generalisation to kernel-phase are all independent of pupil-plane phase errors to first-order. This property, when used with Sparse Aperture Masking (SAM) behind adaptive optics, has been used recently in high-contrast observations at or inside the formal diffraction limit of large telescopes. Finding the limitations to these techniques requires an understanding of spatial and temporal third-order phase effects, as well as effects such as time-variable dispersion when coupled with the non-zero bandwidths in real observations. In this paper, formulae describing many of these errors are developed, so that a comparison can be made to fundamental noise processes of photon- and background-noise. I show that the current generation of aperture-masking observations of young solar-type stars, taken carefully in excellent observing conditions, are consistent with being limited by temporal phase noise and photon noise. This has relevance for plans to combine pupil-remapping with spatial filtering. Finally, I describe calibration strategies for kernel-phase, including the optimised calibrator weighting as used for LkCa 15, and the restricted kernel-phase POISE technique that avoids explicit dependence on calibrators.Comment: 11 pages, 5 figures, resubmitted to MNRAS after responding to referee's comment

Robust recursive eigendecomposition and subspace-based algorithms with application to fault detection in wireless sensor networks

The principal component analysis (PCA) is a valuable tool in multivariate statistics, and it is an effective method for fault detection in wireless sensor networks (WSNs) and other related applications. However, its online implementation requires the computation of eigendecomposition (ED) or singular value decomposition. To reduce the arithmetic complexity, we propose an efficient fault detection approach using the subspace tracking concept. In particular, two new robust subspace tracking algorithms are developed, namely, the robust orthonormal projection approximation subspace tracking (OPAST) with rank-1 modification and the robust OPAST with deflation. Both methods rely on robust M-estimate-based recursive covariance estimate to improve the robustness against the effect of faulty samples, and they offer different tradeoff between fault detection accuracy and arithmetic complexity. Since only the ED in the major subspace is computed, their arithmetic complexities are much lower than those of other conventional PCA-based algorithms. Furthermore, we propose new robust T 2 score and SPE detection criteria with recursive update formulas to improve the robustness over their conventional counterparts and to facilitate online implementation for the proposed robust subspace ED and tracking algorithms. Computer simulation and experimental results on WSN data show that the proposed fault detection approach, which combines the aforementioned robust subspace tracking algorithms with the robust detection criteria, is able to achieve better performance than other conventional approaches. Hence, it serves as an attractive alternative to other conventional approaches to fault detection in WSNs and other related applications because of its low complexity, efficient recursive implementation, and good performance. © 2012 IEEE.published_or_final_versio