Nonlinear Statistical Signal Processing: A Particle Filtering Approach

A introduction to particle filtering is discussed starting with an overview of Bayesian inference from batch to sequential processors. Once the evolving Bayesian paradigm is established, simulation-based methods using sampling theory and Monte Carlo realizations are discussed. Here the usual limitations of nonlinear approximations and non-gaussian processes prevalent in classical nonlinear processing algorithms (e.g. Kalman filters) are no longer a restriction to perform Bayesian inference. It is shown how the underlying hidden or state variables are easily assimilated into this Bayesian construct. Importance sampling methods are then discussed and shown how they can be extended to sequential solutions implemented using Markovian state-space models as a natural evolution. With this in mind, the idea of a particle filter, which is a discrete representation of a probability distribution, is developed and shown how it can be implemented using sequential importance sampling/resampling methods. Finally, an application is briefly discussed comparing the performance of the particle filter designs with classical nonlinear filter implementations

Study of wind profile prediction with a combination of signal processing and computational fluid dynamics

Wind profile prediction at different scales plays a crucial role for efficient operation of wind turbines and wind power prediction. This problem can be approached in two different ways: one is based on statistical signal processing techniques and both linear and nonlinear models can be employed either separately or combined together for profile prediction; on the other hand, wind/atmospheric flow analysis is a classical problem in computational fluid dynamics (CFD) in applied mathematics, which employs various numerical methods and algorithms, although it is an extremely time-consuming process with high computational complexity. In this work, a new method is proposed based on synergy's between the signal processing approach and the CFD approach, by alternating the operations of a quaternion-valued least mean square (QLMS) algorithm and the large eddy simulation (LES) in CFD. As demonstrated by simulation results, the proposed method has a much lower computational complexity while maintaining a comparable prediction result

Considering even-order terms in stochastic nonlinear system modeling with respect to broadband data communication

As a tradeoff between efficiency and costs modern communication systems contain a variety of components that can at least be considered weakly nonlinear. A critical element in evaluating the degree of nonlinearity of any underlying nonlinear system is the amount of undesired signal strength or signal power this system is introducing outside the transmission bandwidth. This phenomenon called spectral regrowth or spectral broadening is subject to stringent restrictions mainly imposed by the given specifications of the particular communication standard. Consequently, achieving the highest possible efficiency without exceeding the linearity requirements is one of the main tasks in system design. Starting from this challenging engineering problem there grows a certain need for specialized tools that are capable of predicting linearity and efficiency of the underlying design. Besides a multitude of methods aiming at the prediction of spectral regrowth a statistical approach in modeling and analyzing nonlinear systems offers the advantage of short processing times due to closed form mathematical expressions in terms of input and output power spectra and is therefore further examined throughout this article

Nonlinear unmixing of hyperspectral images: Models and algorithms

When considering the problem of unmixing hyperspectral images, most of the literature in the geoscience and image processing areas relies on the widely used linear mixing model (LMM). However, the LMM may be not valid, and other nonlinear models need to be considered, for instance, when there are multiscattering effects or intimate interactions. Consequently, over the last few years, several significant contributions have been proposed to overcome the limitations inherent in the LMM. In this article, we present an overview of recent advances in nonlinear unmixing modeling

Time-Domain Isolated Phoneme Classification Using Reconstructed Phase Spaces

This paper introduces a novel time-domain approach to modeling and classifying speech phoneme waveforms. The approach is based on statistical models of reconstructed phase spaces, which offer significant theoretical benefits as representations that are known to be topologically equivalent to the state dynamics of the underlying production system. The lag and dimension parameters of the reconstruction process for speech are examined in detail, comparing common estimation heuristics for these parameters with corresponding maximum likelihood recognition accuracy over the TIMIT data set. Overall accuracies are compared with a Mel-frequency cepstral baseline system across five different phonetic classes within TIMIT, and a composite classifier using both cepstral and phase space features is developed. Results indicate that although the accuracy of the phase space approach by itself is still currently below that of baseline cepstral methods, a combined approach is capable of increasing speaker independent phoneme accuracy

Statistical Models of Reconstructed Phase Spaces for Signal Classification

This paper introduces a novel approach to the analysis and classification of time series signals using statistical models of reconstructed phase spaces. With sufficient dimension, such reconstructed phase spaces are, with probability one, guaranteed to be topologically equivalent to the state dynamics of the generating system, and, therefore, may contain information that is absent in analysis and classification methods rooted in linear assumptions. Parametric and nonparametric distributions are introduced as statistical representations over the multidimensional reconstructed phase space, with classification accomplished through methods such as Bayes maximum likelihood and artificial neural networks (ANNs). The technique is demonstrated on heart arrhythmia classification and speech recognition. This new approach is shown to be a viable and effective alternative to traditional signal classification approaches, particularly for signals with strong nonlinear characteristics

Hyperspectral Unmixing Overview: Geometrical, Statistical, and Sparse Regression-Based Approaches

Imaging spectrometers measure electromagnetic energy scattered in their instantaneous field view in hundreds or thousands of spectral channels with higher spectral resolution than multispectral cameras. Imaging spectrometers are therefore often referred to as hyperspectral cameras (HSCs). Higher spectral resolution enables material identification via spectroscopic analysis, which facilitates countless applications that require identifying materials in scenarios unsuitable for classical spectroscopic analysis. Due to low spatial resolution of HSCs, microscopic material mixing, and multiple scattering, spectra measured by HSCs are mixtures of spectra of materials in a scene. Thus, accurate estimation requires unmixing. Pixels are assumed to be mixtures of a few materials, called endmembers. Unmixing involves estimating all or some of: the number of endmembers, their spectral signatures, and their abundances at each pixel. Unmixing is a challenging, ill-posed inverse problem because of model inaccuracies, observation noise, environmental conditions, endmember variability, and data set size. Researchers have devised and investigated many models searching for robust, stable, tractable, and accurate unmixing algorithms. This paper presents an overview of unmixing methods from the time of Keshava and Mustard's unmixing tutorial [1] to the present. Mixing models are first discussed. Signal-subspace, geometrical, statistical, sparsity-based, and spatial-contextual unmixing algorithms are described. Mathematical problems and potential solutions are described. Algorithm characteristics are illustrated experimentally.Comment: This work has been accepted for publication in IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensin