Multirate Kalman filtering approach for optimal two-dimensional signal reconstruction from noisy subband systems

The International Conference on Image Processing, Santa Barbara, California, 26-29 October 1997Conventional synthesis filters in subband systems lose their optimality when additive noise due, for example, to signal quantization, disturbs the subband components. The multichannel representation of subband signal is combined with the statistical model of input signal to derive the multirate state-space model for filter bank system with additive noises. Thus the signal reconstruction problem in subband system can be formulated as the process of optimal state estimation in the equivalent multirate state-space model. With the input signal embedded in the state vector, the multirate Kalman filtering provides the minimum-variance reconstruction of input signal. Using the powerful Kronecker product notation, the results and derivations can then be extended to the 2-D cases. Incorporated with the vector dynamical model, the 2-D multirate state-space model for 2-D Kalman filtering is developed. Computer simulation with the proposed 2-D multirate Kalman filter gives favorable results.published_or_final_versio

Model-based multirate Kalman filtering approach for optimal two-dimensional signal reconstruction from noisy subband systems

Conventional synthesis filters in subband systems lose their optimality when additive noise (due, for example, to signal quantization) disturbs the subband components. The multichannel representation of subband signals is combined with the statistical model of input signal to derive the multirate state-space model for the filter bank system with additive subband noises. Thus the signal reconstruction problem in subband systems can be formulated as the process of optimal state estimation in the equivalent multirate state-space model. Incorporated with the vector dynamical model, a 2-D multirate state-space model suitable for 2-D Kalman filtering is developed. The performance of the proposed 2-D multirate Kalman filter can be further improved through adaptive segmentation of the object plane. The object plane is partitioned into disjoint regions based on their spatial activity, and different vector dynamical models are used to characterize the nonstationary object-plane distributions. Finally, computer simulations with the proposed 2-D multirate Kalman filter give favorable results. ©1998 Society of Photo-Optical instrumentation Engineers.published_or_final_versio

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

Statistically optimum pre- and postfiltering in quantization

We consider the optimization of pre- and postfilters surrounding a quantization system. The goal is to optimize the filters such that the mean square error is minimized under the key constraint that the quantization noise variance is directly proportional to the variance of the quantization system input. Unlike some previous work, the postfilter is not restricted to be the inverse of the prefilter. With no order constraint on the filters, we present closed-form solutions for the optimum pre- and postfilters when the quantization system is a uniform quantizer. Using these optimum solutions, we obtain a coding gain expression for the system under study. The coding gain expression clearly indicates that, at high bit rates, there is no loss in generality in restricting the postfilter to be the inverse of the prefilter. We then repeat the same analysis with first-order pre- and postfilters in the form 1+αz-1 and 1/(1+γz^-1 ). In specific, we study two cases: 1) FIR prefilter, IIR postfilter and 2) IIR prefilter, FIR postfilter. For each case, we obtain a mean square error expression, optimize the coefficients α and γ and provide some examples where we compare the coding gain performance with the case of α=γ. In the last section, we assume that the quantization system is an orthonormal perfect reconstruction filter bank. To apply the optimum preand postfilters derived earlier, the output of the filter bank must be wide-sense stationary WSS which, in general, is not true. We provide two theorems, each under a different set of assumptions, that guarantee the wide sense stationarity of the filter bank output. We then propose a suboptimum procedure to increase the coding gain of the orthonormal filter bank

The design of optimum filters for quantizing a class of non bandlimited signals

We consider the efficient quantization of a class of non bandlimited signals, namely the class of discrete time signals that can be recovered from their decimated version. By definition, these signals are oversampled and it is reasonable to expect that we can reap the same benefits of well known efficient A/D conversion techniques. Indeed, by using appropriate multirate reconstruction schemes, we first show that we can obtain a great reduction in the quantization noise variance due to the oversampled nature of the signals. To further increase the effective quantizer resolution, noise shaping is introduced by optimizing linear time invariant (LTI) and linear periodically time varying (LPTV)M pre- and post-filters around the quantizer. Closed form expressions for the optimum filters and the minimum mean squared error are derived for each case

Paraunitary oversampled filter bank design for channel coding

Oversampled filter banks (OSFBs) have been considered for channel coding, since their redundancy can be utilised to permit the detection and correction of channel errors. In this paper, we propose an OSFB-based channel coder for a correlated additive Gaussian noise channel, of which the noise covariance matrix is assumed to be known. Based on a suitable factorisation of this matrix, we develop a design for the decoder's synthesis filter bank in order to minimise the noise power in the decoded signal, subject to admitting perfect reconstruction through paraunitarity of the filter bank. We demonstrate that this approach can lead to a significant reduction of the noise interference by exploiting both the correlation of the channel and the redundancy of the filter banks. Simulation results providing some insight into these mechanisms are provided

Dual Rate Control for Security in Cyber-physical Systems

We consider malicious attacks on actuators and sensors of a feedback system which can be modeled as additive, possibly unbounded, disturbances at the digital (cyber) part of the feedback loop. We precisely characterize the role of the unstable poles and zeros of the system in the ability to detect stealthy attacks in the context of the sampled data implementation of the controller in feedback with the continuous (physical) plant. We show that, if there is a single sensor that is guaranteed to be secure and the plant is observable from that sensor, then there exist a class of multirate sampled data controllers that ensure that all attacks remain detectable. These dual rate controllers are sampling the output faster than the zero order hold rate that operates on the control input and as such, they can even provide better nominal performance than single rate, at the price of higher sampling of the continuous output

Optimum quantization of a class of non-bandlimited signals

We consider the quantization of a special class of non bandlimited signals, namely the class of discrete time signals that can be recovered from their decimated version. Similar to sigma-delta modulation ideas, we show that we can obtain a great reduction in the quantization noise variance due to the oversampled nature of these signals. We then consider noise shaping by optimizing a pre- and post filter around the quantizer and develop a closed form expression for the coding gain of the scheme under study. The use of an orthonormal filter bank as a sophisticated quantizer is investigated and several examples are provided

STAIR: Practical AIMD Multirate Congestion Control

Existing approaches for multirate multicast congestion control are either friendly to TCP only over large time scales or introduce unfortunate side effects, such as significant control traffic, wasted bandwidth, or the need for modifications to existing routers. We advocate a layered multicast approach in which steady-state receiver reception rates emulate the classical TCP sawtooth derived from additive-increase, multiplicative decrease (AIMD) principles. Our approach introduces the concept of dynamic stair layers to simulate various rates of additive increase for receivers with heterogeneous round-trip times (RTTs), facilitated by a minimal amount of IGMP control traffic. We employ a mix of cumulative and non-cumulative layering to minimize the amount of excess bandwidth consumed by receivers operating asynchronously behind a shared bottleneck. We integrate these techniques together into a congestion control scheme called STAIR which is amenable to those multicast applications which can make effective use of arbitrary and time-varying subscription levels.National Science Foundation (CAREER ANI-0093296, ANI-9986397