Maximum Entropy Vector Kernels for MIMO system identification

Recent contributions have framed linear system identification as a nonparametric regularized inverse problem. Relying on $\ell_2$-type regularization which accounts for the stability and smoothness of the impulse response to be estimated, these approaches have been shown to be competitive w.r.t classical parametric methods. In this paper, adopting Maximum Entropy arguments, we derive a new $\ell_2$ penalty deriving from a vector-valued kernel; to do so we exploit the structure of the Hankel matrix, thus controlling at the same time complexity, measured by the McMillan degree, stability and smoothness of the identified models. As a special case we recover the nuclear norm penalty on the squared block Hankel matrix. In contrast with previous literature on reweighted nuclear norm penalties, our kernel is described by a small number of hyper-parameters, which are iteratively updated through marginal likelihood maximization; constraining the structure of the kernel acts as a (hyper)regularizer which helps controlling the effective degrees of freedom of our estimator. To optimize the marginal likelihood we adapt a Scaled Gradient Projection (SGP) algorithm which is proved to be significantly computationally cheaper than other first and second order off-the-shelf optimization methods. The paper also contains an extensive comparison with many state-of-the-art methods on several Monte-Carlo studies, which confirms the effectiveness of our procedure

Structured low-rank methods for robust 3D multi-shot EPI

Magnetic resonance imaging (MRI) has inherently slow acquisition speed, and Echo-Planar Imaging (EPI), as an efficient acquisition scheme, has been widely used in functional magnetic resonance imaging (fMRI) where an image series with high temporal resolution is needed to measure neuronal activity. Recently, 3D multi-shot EPI which samples data from an entire 3D volume with repeated shots has been drawing growing interest for fMRI with its high isotropic spatial resolution, particularly at ultra-high fields. However, compared to single-shot EPI, multi-shot EPI is sensitive to any inter-shot instabilities, e.g., subject movement and even physiologically induced field fluctuations. These inter-shot inconsistencies can greatly negate the theoretical benefits of 3D multi-shot EPI over conventional 2D multi-slice acquisitions. Structured low-rank image reconstruction which regularises under-sampled image reconstruction by exploiting the linear dependencies in MRI data has been successfully demonstrated in a variety of applications. In this thesis, a structured low-rank reconstruction method is optimised for 3D multi-shot EPI imaging together with a dedicated sampling pattern termed seg-CAIPI, in order to enhance the robustness to physiological fluctuations and improve the temporal stability of 3D multi-shot EPI for fMRI at 7T. Moreover, a motion compensated structured low-rank reconstruction framework is also presented for robust 3D multi-shot EPI which further takes into account inter-shot instabilities due to bulk motion. Lastly, this thesis also investigates into the improvement of structured low-rank reconstruction from an algorithmic perspective and presents the locally structured low-rank reconstruction scheme