45,307 research outputs found
Nonlinear Basis Pursuit
In compressive sensing, the basis pursuit algorithm aims to find the sparsest
solution to an underdetermined linear equation system. In this paper, we
generalize basis pursuit to finding the sparsest solution to higher order
nonlinear systems of equations, called nonlinear basis pursuit. In contrast to
the existing nonlinear compressive sensing methods, the new algorithm that
solves the nonlinear basis pursuit problem is convex and not greedy. The novel
algorithm enables the compressive sensing approach to be used for a broader
range of applications where there are nonlinear relationships between the
measurements and the unknowns
Sparse Approximation Via Iterative Thresholding
The well-known shrinkage technique is still relevant for contemporary signal processing problems over redundant dictionaries. We present theoretical and empirical analyses for two iterative algorithms for sparse approximation that use shrinkage. The GENERAL IT algorithm amounts to a Landweber iteration with nonlinear shrinkage at each iteration step. The BLOCK IT algorithm arises in morphological components analysis. A sufficient condition for which General IT exactly recovers a sparse signal is presented, in which the cumulative coherence function naturally arises. This analysis extends previous results concerning the Orthogonal Matching Pursuit (OMP) and Basis Pursuit (BP) algorithms to IT algorithms
The wavelet-NARMAX representation : a hybrid model structure combining polynomial models with multiresolution wavelet decompositions
A new hybrid model structure combing polynomial models with multiresolution wavelet decompositions is introduced for nonlinear system identification. Polynomial models play an important role in approximation theory, and have been extensively used in linear and nonlinear system identification. Wavelet decompositions, in which the basis functions have the property of localization in both time and frequency, outperform many other approximation schemes and offer a flexible solution for approximating arbitrary functions. Although wavelet representations can approximate even severe nonlinearities in a given signal very well, the advantage of these representations can be lost when wavelets are used to capture linear or low-order nonlinear behaviour in a signal. In order to sufficiently utilise the global property of polynomials and the local property of wavelet representations simultaneously, in this study polynomial models and wavelet decompositions are combined together in a parallel structure to represent nonlinear input-output systems. As a special form of the NARMAX model, this hybrid model structure will be referred to as the WAvelet-NARMAX model, or simply WANARMAX. Generally, such a WANARMAX representation for an input-output system might involve a large number of basis functions and therefore a great number of model terms. Experience reveals that only a small number of these model terms are significant to the system output. A new fast orthogonal least squares algorithm, called the matching pursuit orthogonal least squares (MPOLS) algorithm, is also introduced in this study to determine which terms should be included in the final model
Data-Driven Time-Frequency Analysis
In this paper, we introduce a new adaptive data analysis method to study
trend and instantaneous frequency of nonlinear and non-stationary data. This
method is inspired by the Empirical Mode Decomposition method (EMD) and the
recently developed compressed (compressive) sensing theory. The main idea is to
look for the sparsest representation of multiscale data within the largest
possible dictionary consisting of intrinsic mode functions of the form , where , consists of the
functions smoother than and . This problem can
be formulated as a nonlinear optimization problem. In order to solve this
optimization problem, we propose a nonlinear matching pursuit method by
generalizing the classical matching pursuit for the optimization problem.
One important advantage of this nonlinear matching pursuit method is it can be
implemented very efficiently and is very stable to noise. Further, we provide a
convergence analysis of our nonlinear matching pursuit method under certain
scale separation assumptions. Extensive numerical examples will be given to
demonstrate the robustness of our method and comparison will be made with the
EMD/EEMD method. We also apply our method to study data without scale
separation, data with intra-wave frequency modulation, and data with incomplete
or under-sampled data
Generalised additive multiscale wavelet models constructed using particle swarm optimisation and mutual information for spatio-temporal evolutionary system representation
A new class of generalised additive multiscale wavelet models (GAMWMs) is introduced for high dimensional spatio-temporal evolutionary (STE) system identification. A novel two-stage hybrid learning scheme is developed for constructing such an additive wavelet model. In the first stage, a new orthogonal projection pursuit (OPP) method, implemented using a particle swarm optimisation(PSO) algorithm, is proposed for successively augmenting an initial coarse wavelet model, where relevant parameters of the associated wavelets are optimised using a particle swarm optimiser. The resultant network model, obtained in the first stage, may however be a redundant model. In the second stage, a forward orthogonal regression (FOR) algorithm, implemented using a mutual information method, is then applied to refine and improve the initially constructed wavelet model. The proposed two-stage hybrid method can generally produce a parsimonious wavelet model, where a ranked list of wavelet functions, according to the capability of each wavelet to represent the total variance in the desired system output signal is produced. The proposed new modelling framework is applied to real observed images, relative to a chemical reaction exhibiting a spatio-temporal evolutionary behaviour, and the associated identification results show that the new modelling framework is applicable and effective for handling high dimensional identification problems of spatio-temporal evolution sytems
Lattice dynamical wavelet neural networks implemented using particle swarm optimization for spatio-temporal system identification
In this brief, by combining an efficient wavelet representation with a coupled map lattice model, a new family of adaptive wavelet neural networks, called lattice dynamical wavelet neural networks (LDWNNs), is introduced for spatio-temporal system identification. A new orthogonal projection pursuit (OPP) method, coupled with a particle swarm optimization (PSO) algorithm, is proposed for augmenting the proposed network. A novel two-stage hybrid training scheme is developed for constructing a parsimonious network model. In the first stage, by applying the OPP algorithm, significant wavelet neurons are adaptively and successively recruited into the network, where adjustable parameters of the associated wavelet neurons are optimized using a particle swarm optimizer. The resultant network model, obtained in the first stage, however, may be redundant. In the second stage, an orthogonal least squares algorithm is then applied to refine and improve the initially trained network by removing redundant wavelet neurons from the network. An example for a real spatio-temporal system identification problem is presented to demonstrate the performance of the proposed new modeling framework
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