776 research outputs found
Noise Covariance Properties in Dual-Tree Wavelet Decompositions
Dual-tree wavelet decompositions have recently gained much popularity, mainly
due to their ability to provide an accurate directional analysis of images
combined with a reduced redundancy. When the decomposition of a random process
is performed -- which occurs in particular when an additive noise is corrupting
the signal to be analyzed -- it is useful to characterize the statistical
properties of the dual-tree wavelet coefficients of this process. As dual-tree
decompositions constitute overcomplete frame expansions, correlation structures
are introduced among the coefficients, even when a white noise is analyzed. In
this paper, we show that it is possible to provide an accurate description of
the covariance properties of the dual-tree coefficients of a wide-sense
stationary process. The expressions of the (cross-)covariance sequences of the
coefficients are derived in the one and two-dimensional cases. Asymptotic
results are also provided, allowing to predict the behaviour of the
second-order moments for large lag values or at coarse resolution. In addition,
the cross-correlations between the primal and dual wavelets, which play a
primary role in our theoretical analysis, are calculated for a number of
classical wavelet families. Simulation results are finally provided to validate
these results
A recursive scheme for computing autocorrelation functions of decimated complex wavelet subbands
This paper deals with the problem of the exact computation of the autocorrelation function of a real or complex discrete wavelet subband of a signal, when the autocorrelation function (or Power Spectral Density, PSD) of the signal in the time domain (or spatial domain) is either known or estimated using a separate technique. The solution to this problem allows us to couple time domain noise estimation techniques to wavelet domain denoising algorithms, which is crucial for the development of blind wavelet-based denoising techniques. Specifically, we investigate the Dual-Tree complex wavelet transform (DT-CWT), which has a good directional selectivity in 2-D and 3-D, is approximately shift-invariant, and yields better denoising results than a discrete wavelet transform (DWT). The proposed scheme gives an analytical relationship between the PSD of the input signal/image and the PSD of each individual real/complex wavelet subband which is very useful for future developments. We also show that a more general technique, that relies on Monte-Carlo simulations, requires a large number of input samples for a reliable estimate, while the proposed technique does not suffer from this problem
A nonlinear Stein based estimator for multichannel image denoising
The use of multicomponent images has become widespread with the improvement
of multisensor systems having increased spatial and spectral resolutions.
However, the observed images are often corrupted by an additive Gaussian noise.
In this paper, we are interested in multichannel image denoising based on a
multiscale representation of the images. A multivariate statistical approach is
adopted to take into account both the spatial and the inter-component
correlations existing between the different wavelet subbands. More precisely,
we propose a new parametric nonlinear estimator which generalizes many reported
denoising methods. The derivation of the optimal parameters is achieved by
applying Stein's principle in the multivariate case. Experiments performed on
multispectral remote sensing images clearly indicate that our method
outperforms conventional wavelet denoising technique
Central Limit Theorems for Wavelet Packet Decompositions of Stationary Random Processes
This paper provides central limit theorems for the wavelet packet
decomposition of stationary band-limited random processes. The asymptotic
analysis is performed for the sequences of the wavelet packet coefficients
returned at the nodes of any given path of the -band wavelet packet
decomposition tree. It is shown that if the input process is centred and
strictly stationary, these sequences converge in distribution to white Gaussian
processes when the resolution level increases, provided that the decomposition
filters satisfy a suitable property of regularity. For any given path, the
variance of the limit white Gaussian process directly relates to the value of
the input process power spectral density at a specific frequency.Comment: Submitted to the IEEE Transactions on Signal Processing, October 200
Functional Regression
Functional data analysis (FDA) involves the analysis of data whose ideal
units of observation are functions defined on some continuous domain, and the
observed data consist of a sample of functions taken from some population,
sampled on a discrete grid. Ramsay and Silverman's 1997 textbook sparked the
development of this field, which has accelerated in the past 10 years to become
one of the fastest growing areas of statistics, fueled by the growing number of
applications yielding this type of data. One unique characteristic of FDA is
the need to combine information both across and within functions, which Ramsay
and Silverman called replication and regularization, respectively. This article
will focus on functional regression, the area of FDA that has received the most
attention in applications and methodological development. First will be an
introduction to basis functions, key building blocks for regularization in
functional regression methods, followed by an overview of functional regression
methods, split into three types: [1] functional predictor regression
(scalar-on-function), [2] functional response regression (function-on-scalar)
and [3] function-on-function regression. For each, the role of replication and
regularization will be discussed and the methodological development described
in a roughly chronological manner, at times deviating from the historical
timeline to group together similar methods. The primary focus is on modeling
and methodology, highlighting the modeling structures that have been developed
and the various regularization approaches employed. At the end is a brief
discussion describing potential areas of future development in this field
Hyperanalytic denoising
A new threshold rule for the estimation of a deterministic image immersed in noise is proposed. The full estimation procedure is based on a separable wavelet decomposition of the observed image, and the estimation is improved by introducing the new threshold to estimate the decomposition coefficients. The observed wavelet coefficients are thresholded, using the magnitudes of wavelet transforms of a small number of "replicates" of the image. The "replicates" are calculated by extending the image into a vector-valued hyperanalytic signal. More than one hyperanalytic signal may be chosen, and either the hypercomplex or Riesz transforms are used, to calculate this object. The deterministic and stochastic properties of the observed wavelet coefficients of the hyperanalytic signal, at a fixed scale and position index, are determined. A "universal" threshold is calculated for the proposed procedure. An expression for the risk of an individual coefficient is derived. The risk is calculated explicitly when the "universal" threshold is used and is shown to be less than the risk of "universal" hard thresholding, under certain conditions. The proposed method is implemented and the derived theoretical risk reductions substantiated
Structured Sparsity: Discrete and Convex approaches
Compressive sensing (CS) exploits sparsity to recover sparse or compressible
signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity
is also used to enhance interpretability in machine learning and statistics
applications: While the ambient dimension is vast in modern data analysis
problems, the relevant information therein typically resides in a much lower
dimensional space. However, many solutions proposed nowadays do not leverage
the true underlying structure. Recent results in CS extend the simple sparsity
idea to more sophisticated {\em structured} sparsity models, which describe the
interdependency between the nonzero components of a signal, allowing to
increase the interpretability of the results and lead to better recovery
performance. In order to better understand the impact of structured sparsity,
in this chapter we analyze the connections between the discrete models and
their convex relaxations, highlighting their relative advantages. We start with
the general group sparse model and then elaborate on two important special
cases: the dispersive and the hierarchical models. For each, we present the
models in their discrete nature, discuss how to solve the ensuing discrete
problems and then describe convex relaxations. We also consider more general
structures as defined by set functions and present their convex proxies.
Further, we discuss efficient optimization solutions for structured sparsity
problems and illustrate structured sparsity in action via three applications.Comment: 30 pages, 18 figure
Hybrid Wavelet and Principal Component Analyses Approach for Extracting Dynamic Motion Characteristics from Displacement Series Derived from Multipath-Affected High-Rate GNSS Observations
Nowadays, the high rate GNSS (Global Navigation Satellite Systems) positioning methods are widely used as a complementary tool to other geotechnical sensors, such as accelerometers, seismometers, and inertial measurement units (IMU), to evaluate dynamic displacement responses of engineering structures. However, the most common problem in structural health monitoring (SHM) using GNSS is the presence of surrounding structures that cause multipath errors in GNSS observations. Skyscrapers and high-rise buildings in metropolitan cities are generally close to each other, and long-span bridges have towers, main cable, and suspender cables. Therefore, multipath error in GNSS observations, which is typically added to the measurement noise, is inevitable while monitoring such flexible engineering structures. Unlike other errors like atmospheric errors, which are mostly reduced or modeled out, multipath errors are the largest remaining unmanaged error sources. The high noise levels of high-rate GNSS solutions limit their structural monitoring application for detecting load-induced semi-static and dynamic displacements. This study investigates the estimation of accurate dynamic characteristics (frequency and amplitude) of structural or seismic motions derived from multipath-affected high-rate GNSS observations. To this end, a novel hybrid model using both wavelet-based multiscale principal component analysis (MSPCA) and wavelet transform (MSPCAW) is designed to extract the amplitude and frequency of both GNSS relative- and PPP- (Precise Point Positioning) derived displacement motions. To evaluate the method, a shaking table with a GNSS receiver attached to it, collecting 10 Hz data, was set up close to a building. The table was used to generate various amplitudes and frequencies of harmonic motions. In addition, 50-Hz linear variable differential transformer (LVDT) observations were collected to verify the MSMPCAW model by comparing their results. The results showed that the MSPCAW could be efficiently used to extract the dynamic characteristics of noisy dynamic movements under seismic loads. Furthermore, the dynamic behavior of seismic motions can be extracted accurately using GNSS-PPP, and its dominant frequency equals that extracted by LVDT and relative GNSS positioning method. Its accuracy in determining the amplitude approaches 91.5% relative to the LVDT observations
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