Wavelets and multirate filter banks : theory, structure, design, and applications

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering, 2004.Includes bibliographical references (p. 219-230) and index.Wavelets and filter banks have revolutionized signal processing with their ability to process data at multiple temporal and spatial resolutions. Fundamentally, continuous-time wavelets are governed by discrete-time filter banks with properties such as perfect reconstruction, linear phase and regularity. In this thesis, we study multi-channel filter bank factorization and parameterization strategies, which facilitate designs with specified properties that are enforced by the actual factorization structure. For M-channel filter banks (M =/> 2), we develop a complete factorization, M-channel lifting factorization, using simple ladder-like structures as predictions between channels to provide robust and efficient implementation; perfect reconstruction is structurally enforced, even under finite precision arithmetic and quantization of lifting coefficients. With lifting, optimal low-complexity integer wavelet transforms can thus be designed using a simple and fast algorithm that incorporates prescribed limits on hardware operations for power-constrained environments. As filter bank regularity is important for a variety of reasons, an aspect of particular interest is the structural imposition of regularity onto factorizations based on the dyadic form uvt. We derive the corresponding structural conditions for regularity, for which M-channel lifting factorization provides an essential parameterization. As a result, we are able to design filter banks that are exactly regular and amenable to fast implementations with perfect reconstruction, regardless of the choice of free parameters and possible finite precision effects. Further constraining u = v ensures regular orthogonal filter banks,(cont.) whereas a special dyadic form is developed that guarantees linear phase. We achieve superior coding gains within 0.1% of the optimum, and benchmarks conducted on image compression applications show clear improvements in perceptual and objective performance. We also consider the problem of completing an M-channel filter bank, given only its scaling filter. M-channel lifting factorization can efficiently complete such biorthogonal filter banks. On the other hand, an improved scheme for completing paraunitary filter banks is made possible by a novel order-one factorization which allows greater design flexibility, resulting in improved frequency selectivity and energy compaction over existing state of the art methods. In a dual setting, the technique can be applied to transmultiplexer design to achieve higher-rate data transmissions.by Ying-Jui Chen.Ph.D

An optimally well-localized multi-channel parallel perfect reconstruction filter bank.

Joint uncertainty for the overall L-channel, one-dimensional, parallel filter bank is quantified by a metric which is a weighted sum of the time and frequency localizations of the individual filters. Evidence is presented to show that a filter bank possessing a lower joint filter bank uncertainty with respect to this metric results in a computed multicomponent AM-FM image model that yields lower reconstruction errors. This strongly supports the theory that there is a direct relationship between joint uncertainty as quantified by the measures developed and the degree of local smoothness or "local coherency" that may be expected in the filter bank channel responses. Thus, as demonstrated by the examples, these new measures may be used to construct new filter banks that offer excellent localization properties on par with those of Gabor filter banks.This dissertation defines a measure of uncertainty for finite length discrete-time signals. Using this uncertainty measure, a relationship analogous to the well known continuous-time Heisenberg-Weyl inequality is developed. This uncertainty measure is applied to quantify the joint discrete time-discrete frequency localization of finite impulse response filters, which are used in a quadrature mirror filter bank (QMF). A formulation of a biorthogonal QMF where the low pass analysis filter minimizes the newly defined measure of uncertainty is presented. The search algorithm used in the design of the length-N linear phase low pass analysis FIR filter is given for N = 6 and 8. In each case, the other three filters, which constitute a perfect reconstruction QMF, are determined by adapting a method due to Vetterli and Le Gall. From a set of well known QMFs comprised of length six filters, L-channel perfect reconstruction parallel filter banks (PRPFB) are constructed. The Noble identities are used to show that the L-channel PRPFB is equivalent to a L - 1 level discrete wavelet filter bank. Several five-channel PRPFBs are implemented. A separable implementation of a five-channel, one-dimensional filter bank produces twenty-five channel, two-dimensional filter bank. Each non-low pass, two-dimensional filter is decomposed in a novel, nonseparable way to obtain equivalent channel filters that possess orientation selectivity. This results in a forty-one channel, two-dimensional, orientation selective, PRPFB

Cognitive Radio Systems

Cognitive radio is a hot research area for future wireless communications in the recent years. In order to increase the spectrum utilization, cognitive radio makes it possible for unlicensed users to access the spectrum unoccupied by licensed users. Cognitive radio let the equipments more intelligent to communicate with each other in a spectrum-aware manner and provide a new approach for the co-existence of multiple wireless systems. The goal of this book is to provide highlights of the current research topics in the field of cognitive radio systems. The book consists of 17 chapters, addressing various problems in cognitive radio systems

Mathematics and Digital Signal Processing

Modern computer technology has opened up new opportunities for the development of digital signal processing methods. The applications of digital signal processing have expanded significantly and today include audio and speech processing, sonar, radar, and other sensor array processing, spectral density estimation, statistical signal processing, digital image processing, signal processing for telecommunications, control systems, biomedical engineering, and seismology, among others. This Special Issue is aimed at wide coverage of the problems of digital signal processing, from mathematical modeling to the implementation of problem-oriented systems. The basis of digital signal processing is digital filtering. Wavelet analysis implements multiscale signal processing and is used to solve applied problems of de-noising and compression. Processing of visual information, including image and video processing and pattern recognition, is actively used in robotic systems and industrial processes control today. Improving digital signal processing circuits and developing new signal processing systems can improve the technical characteristics of many digital devices. The development of new methods of artificial intelligence, including artificial neural networks and brain-computer interfaces, opens up new prospects for the creation of smart technology. This Special Issue contains the latest technological developments in mathematics and digital signal processing. The stated results are of interest to researchers in the field of applied mathematics and developers of modern digital signal processing systems

Discrete Time Systems

Discrete-Time Systems comprehend an important and broad research field. The consolidation of digital-based computational means in the present, pushes a technological tool into the field with a tremendous impact in areas like Control, Signal Processing, Communications, System Modelling and related Applications. This book attempts to give a scope in the wide area of Discrete-Time Systems. Their contents are grouped conveniently in sections according to significant areas, namely Filtering, Fixed and Adaptive Control Systems, Stability Problems and Miscellaneous Applications. We think that the contribution of the book enlarges the field of the Discrete-Time Systems with signification in the present state-of-the-art. Despite the vertiginous advance in the field, we also believe that the topics described here allow us also to look through some main tendencies in the next years in the research area

Structured Sub-Nyquist Sampling with Applications in Compressive Toeplitz Covariance Estimation, Super-Resolution and Phase Retrieval

Sub-Nyquist sampling has received a huge amount of interest in the past decade. In classical compressed sensing theory, if the measurement procedure satisfies a particular condition known as Restricted Isometry Property (RIP), we can achieve stable recovery of signals of low-dimensional intrinsic structures with an order-wise optimal sample size. Such low-dimensional structures include sparse and low rank for both vector and matrix cases. The main drawback of conventional compressed sensing theory is that random measurements are required to ensure the RIP property. However, in many applications such as imaging and array signal processing, applying independent random measurements may not be practical as the systems are deterministic. Moreover, random measurements based compressed sensing always exploits convex programs for signal recovery even in the noiseless case, and solving those programs is computationally intensive if the ambient dimension is large, especially in the matrix case. The main contribution of this dissertation is that we propose a deterministic sub-Nyquist sampling framework for compressing the structured signal and come up with computationally efficient algorithms. Besides widely studied sparse and low-rank structures, we particularly focus on the cases that the signals of interest are stationary or the measurements are of Fourier type. The key difference between our work from classical compressed sensing theory is that we explicitly exploit the second-order statistics of the signals, and study the equivalent quadratic measurement model in the correlation domain. The essential observation made in this dissertation is that a difference/sum coarray structure will arise from the quadratic model if the measurements are of Fourier type. With these observations, we are able to achieve a better compression rate for covariance estimation, identify more sources in array signal processing or recover the signals of larger sparsity. In this dissertation, we will first study the problem of Toeplitz covariance estimation. In particular, we will show how to achieve an order-wise optimal compression rate using the idea of sparse arrays in both general and low-rank cases. Then, an analysis framework of super-resolution with positivity constraint is established. We will present fundamental robustness guarantees, efficient algorithms and applications in practices. Next, we will study the problem of phase-retrieval for which we successfully apply the sparse array ideas by fully exploiting the quadratic measurement model. We achieve near-optimal sample complexity for both sparse and general cases with practical Fourier measurements and provide efficient and deterministic recovery algorithms. In the end, we will further elaborate on the essential role of non-negative constraint in underdetermined inverse problems. In particular, we will analyze the nonlinear co-array interpolation problem and develop a universal upper bound of the interpolation error. Bilinear problem with non-negative constraint will be considered next and the exact characterization of the ambiguous solutions will be established for the first time in literature. At last, we will show how to apply the nested array idea to solve real problems such as Kriging. Using spatial correlation information, we are able to have a stable estimate of the field of interest with fewer sensors than classic methodologies. Extensive numerical experiments are implemented to demonstrate our theoretical claims

Real-time spectral modelling of audio for creative sound transformation

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Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

Structure-Preserving Model Reduction of Physical Network Systems

This paper considers physical network systems where the energy storage is naturally associated to the nodes of the graph, while the edges of the graph correspond to static couplings. The first sections deal with the linear case, covering examples such as mass-damper and hydraulic systems, which have a structure that is similar to symmetric consensus dynamics. The last section is concerned with a specific class of nonlinear physical network systems; namely detailed-balanced chemical reaction networks governed by mass action kinetics. In both cases, linear and nonlinear, the structure of the dynamics is similar, and is based on a weighted Laplacian matrix, together with an energy function capturing the energy storage at the nodes. We discuss two methods for structure-preserving model reduction. The first one is clustering; aggregating the nodes of the underlying graph to obtain a reduced graph. The second approach is based on neglecting the energy storage at some of the nodes, and subsequently eliminating those nodes (called Kron reduction).</p