Estimation from quantized Gaussian measurements: when and how to use dither

Subtractive dither is a powerful method for removing the signal dependence of quantization noise for coarsely quantized signals. However, estimation from dithered measurements often naively applies the sample mean or midrange, even when the total noise is not well described with a Gaussian or uniform distribution. We show that the generalized Gaussian distribution approximately describes subtractively dithered, quantized samples of a Gaussian signal. Furthermore, a generalized Gaussian fit leads to simple estimators based on order statistics that match the performance of more complicated maximum likelihood estimators requiring iterative solvers. The order statistics-based estimators outperform both the sample mean and midrange for nontrivial sums of Gaussian and uniform noise. Additional analysis of the generalized Gaussian approximation yields rules of thumb for determining when and how to apply dither to quantized measurements. Specifically, we find subtractive dither to be beneficial when the ratio between the Gaussian standard deviation and quantization interval length is roughly less than one-third. When that ratio is also greater than 0.822/K^0.930 for the number of measurements K > 20, estimators we present are more efficient than the midrange.https://arxiv.org/abs/1811.06856Accepted manuscrip

Robust detail-preserving signal extraction

We discuss robust filtering procedures for signal extraction from noisy time series. Particular attention is paid to the preservation of relevant signal details like abrupt shifts. moving averages and running medians are widely used but have shortcomings when large spikes (outliers) or trends occur. Modifications like modified trimmed means and linear median hybrid filters combine advantages of both approaches, but they do not completely overcome the difficulties. Better solutions can be based on robust regression techniques, which even work in real time because of increased computational power and faster algorithms. Reviewing previous work we present filters for robust signal extraction and discuss their merits for preserving trends, abrupt shifts and local extremes as well as for the removal of outliers. --

Fisher-information condition for enhanced signal detection via stochastic resonance

Various situations where a signal is enhanced by noise through stochastic resonance are now known. This paper contributes to determining general conditions under which improvement by noise can be a priori decided as feasible or not. We focus on the detection of a known signal in additive white noise. Under the assumptions of a weak signal and a sufficiently large sample size, it is proved, with an inequality based on the Fisher information, that improvement by adding noise is never possible, generically, in these conditions. However, under less restrictive conditions, an example of signal detection is shown with favorable action of adding noise.Fabing Duan, François Chapeau-Blondeau, Derek Abbot

Femtosecond Covariance Spectroscopy

The success of non-linear optics relies largely on pulse-to-pulse consistency. In contrast, covariance based techniques used in photoionization electron spectroscopy and mass spectrometry have shown that wealth of information can be extracted from noise that is lost when averaging multiple measurements. Here, we apply covariance based detection to nonlinear optical spectroscopy, and show that noise in a femtosecond laser is not necessarily a liability to be mitigated, but can act as a unique and powerful asset. As a proof of principle we apply this approach to the process of stimulated Raman scattering in alpha-quartz. Our results demonstrate how nonlinear processes in the sample can encode correlations between the spectral components of ultrashort pulses with uncorrelated stochastic fluctuations. This in turn provides richer information compared to the standard non-linear optics techniques that are based on averages over many repetitions with well-behaved laser pulses. These proof-of-principle results suggest that covariance based nonlinear spectroscopy will improve the applicability of fs non-linear spectroscopy in wavelength ranges where stable, transform limited pulses are not available such as, for example, x-ray free electron lasers which naturally have spectrally noisy pulses ideally suited for this approach

A New Reduction Scheme for Gaussian Sum Filters

In many signal processing applications it is required to estimate the unobservable state of a dynamic system from its noisy measurements. For linear dynamic systems with Gaussian Mixture (GM) noise distributions, Gaussian Sum Filters (GSF) provide the MMSE state estimate by tracking the GM posterior. However, since the number of the clusters of the GM posterior grows exponentially over time, suitable reduction schemes need to be used to maintain the size of the bank in GSF. In this work we propose a low computational complexity reduction scheme which uses an initial state estimation to find the active noise clusters and removes all the others. Since the performance of our proposed method relies on the accuracy of the initial state estimation, we also propose five methods for finding this estimation. We provide simulation results showing that with suitable choice of the initial state estimation (based on the shape of the noise models), our proposed reduction scheme provides better state estimations both in terms of accuracy and precision when compared with other reduction methods