Linear phase cosine modulated maximally decimated filter banks with perfect reconstruction

We propose a novel way to design maximally decimated FIR cosine modulated filter banks, in which each analysis and synthesis filter has a linear phase. The system can be designed to have either the approximate reconstruction property (pseudo-QMF system) or perfect reconstruction property (PR system). In the PR case, the system is a paraunitary filter bank. As in earlier work on cosine modulated systems, all the analysis filters come from an FIR prototype filter. However, unlike in any of the previous designs, all but two of the analysis filters have a total bandwidth of 2π/M rather than π/M (where 2M is the number of channels in our notation). A simple interpretation is possible in terms of the complex (hypothetical) analytic signal corresponding to each bandpass subband. The coding gain of the new system is comparable with that of a traditional M-channel system (rather than a 2M-channel system). This is primarily because there are typically two bandpass filters with the same passband support. Correspondingly, the cost of the system (in terms of complexity of implementation) is also comparable with that of an M-channel system. We also demonstrate that very good attenuation characteristics can be obtained with the new system

A comparative study of image compress schemes

Image compression is an important and active area of signal processing. All popular image compression techniques consist of three stages: Image transformation, quantization (lossy compression only), and lossless coding (of quantized transform coefficients). This thesis deals with a comparative study of several lossy image compression techniques. First, it reviews the well-known techniques of each stage. Starting with the first stage, the techniques of orthogonal block transformation and subband transform are described in detail. Then the quantization stage is described, followed by a brief review of the techniques for the third stage, lossless coding. Then these different image compression techniques are simulated and their rate-distortion performance are compared with each other. The results show that two-band multiplierless PR-QMF bank based subband image codec outperforms other filter banks considered in this thesis. It is also shown that uniform quantizers with a dead-zone perform best. Also, the multiplierless PR-QMF bank outperforms the DCT based on uniform quantization, but underperforms the DCT based on uniform quantization with a dead-zone

On optimal design and applications of linear transforms

Linear transforms are encountered in many fields of applied science and engineering. In the past, conventional block transforms provided acceptable answers to different practical problems. But now, under increasing competitive pressures, with the growing reservoir of theory and a corresponding development of computing facilities, a real demand has been created for methods that systematically improve performance. As a result the past two decades have seen the explosive growth of a class of linear transform theory known as multiresolution signal decomposition. The goal of this work is to design and apply these advanced signal processing techniques to several different problems. The optimal design of subband filter banks is considered first. Several design examples are presented for M-band filter banks. Conventional design approaches are found to present problems when the number of constraints increases. A novel optimization method is proposed using a step-by-step design of a hierarchical subband tree. This method is shown to possess performance improvements in applications such as subband image coding. The subband tree structuring is then discussed and generalized algorithms are presented. Next, the attention is focused on the interference excision problem in direct sequence spread spectrum (DSSS) communications. The analytical and experimental performance of the DSSS receiver employing excision are presented. Different excision techniques are evaluated and ranked along with the proposed adaptive subband transform-based excises. The robustness of the considered methods is investigated for either time-localized or frequency-localized interferers. A domain switchable excision algorithm is also presented. Finally, sonic of the ideas associated with the interference excision problem are utilized in the spectral shaping of a particular biological signal, namely heart rate variability. The improvements for the spectral shaping process are shown for time-frequency analysis. In general, this dissertation demonstrates the proliferation of new tools for digital signal processing

A generalized, parametric PR-QMF/wavelet transform design approach for multiresolution signal decomposition

This dissertation aims to emphasize the interrelations and the linkages of the theories of discrete-time filter banks and wavelet transforms. It is shown that the Binomial-QMF banks are identical to the interscale coefficients or filters of the compactly supported orthonormal wavelet transform bases proposed by Daubechies. A generalized, parametric, smooth 2-band PR-QMF design approach based on Bernstein polynomial approximation is developed. It is found that the most regular compact support orthonormal wavelet filters, coiflet filters are only the special cases of the proposed filter bank design technique. A new objective performance measure called Non-aliasing Energy Ratio(NER) is developed. Its merits are proven with the comparative performance studies of the well known orthonormal signal decomposition techniques. This dissertation also addresses the optimal 2-band PR-QMF design problem. The variables of practical significance in image processing and coding are included in the optimization problem. The upper performance bounds of 2-band PR-QMF and their corresponding filter coefficients are derived. It is objectively shown that there are superior filter bank solutions available over the standard block transform, DCT. It is expected that the theoretical contributions of this dissertation will find its applications particularly in Visual Signal Processing and Coding

Optimum low cost two channel IIR orthonormal filter bank

In this paper, we statistically optimize a well known class of IIR two channel orthonormal filter banks parameterized by a single coefficient when subband quantizers are present. The optimization procedure is extremely simple and very fast compared for example to the linear programming method used in the FIR case to achieve similar compaction (coding) gains. The special form of the filters assure the existence of a zero at π which can be important for some wavelet applications and eliminate some of the major concerns that arise in the FIR design case. Finally, the compaction gain obtained is high and numerically very close to two (ideal case) for low pass spectra, high pass spectra and certain cases of multiband spectra. For these cases, the use of higher order IIR filters does not increase the compaction (coding) gain

Lattice structures for optimal design and robust implementation of two-channel perfect-reconstruction QMF banks

A lattice structure and an algorithm are presented for the design of two-channel QMF (quadrature mirror filter) banks, satisfying a sufficient condition for perfect reconstruction. The structure inherently has the perfect-reconstruction property, while the algorithm ensures a good stopband attenuation for each of the analysis filters. Implementations of such lattice structures are robust in the sense that the perfect-reconstruction property is preserved in spite of coefficient quantization. The lattice structure has the hierarchical property that a higher order perfect-reconstruction QMF bank can be obtained from a lower order perfect-reconstruction QMF bank, simply by adding more lattice sections. Several numerical examples are provided in the form of design tables

Multirate digital filters, filter banks, polyphase networks, and applications: a tutorial

Multirate digital filters and filter banks find application in communications, speech processing, image compression, antenna systems, analog voice privacy systems, and in the digital audio industry. During the last several years there has been substantial progress in multirate system research. This includes design of decimation and interpolation filters, analysis/synthesis filter banks (also called quadrature mirror filters, or QMFJ, and the development of new sampling theorems. First, the basic concepts and building blocks in multirate digital signal processing (DSPJ, including the digital polyphase representation, are reviewed. Next, recent progress as reported by several authors in this area is discussed. Several applications are described, including the following: subband coding of waveforms, voice privacy systems, integral and fractional sampling rate conversion (such as in digital audio), digital crossover networks, and multirate coding of narrow-band filter coefficients. The M-band QMF bank is discussed in considerable detail, including an analysis of various errors and imperfections. Recent techniques for perfect signal reconstruction in such systems are reviewed. The connection between QMF banks and other related topics, such as block digital filtering and periodically time-varying systems, based on a pseudo-circulant matrix framework, is covered. Unconventional applications of the polyphase concept are discussed

Subspace methods for portfolio design

Financial signal processing (FSP) is one of the emerging areas in the field of signal processing. It is comprised of mathematical finance and signal processing. Signal processing engineers consider speech, image, video, and price of a stock as signals of interest for the given application. The information that they will infer from raw data is different for each application. Financial engineers develop new solutions for financial problems using their knowledge base in signal processing. The goal of financial engineers is to process the harvested financial signal to get meaningful information for the purpose. Designing investment portfolios have always been at the center of finance. An investment portfolio is comprised of financial instruments such as stocks, bonds, futures, options, and others. It is designed based on risk limits and return expectations of investors and managed by portfolio managers. Modern Portfolio Theory (MPT) offers a mathematical method for portfolio optimization. It defines the risk as the standard deviation of the portfolio return and provides closed-form solution for the risk optimization problem where asset allocations are derived from. The risk and the return of an investment are the two inseparable performance metrics. Therefore, risk normalized return, called Sharpe ratio, is the most widely used performance metric for financial investments. Subspace methods have been one of the pillars of functional analysis and signal processing. They are used for portfolio design, regression analysis and noise filtering in finance applications. Each subspace has its unique characteristics that may serve requirements of a specific application. For still image and video compression applications, Discrete Cosine Transform (DCT) has been successfully employed in transform coding where Karhunen-Loeve Transform (KLT) is the optimum block transform. In this dissertation, a signal processing framework to design investment portfolios is proposed. Portfolio theory and subspace methods are investigated and jointly treated. First, KLT, also known as eigenanalysis or principal component analysis (PCA) of empirical correlation matrix for a random vector process that statistically represents asset returns in a basket of instruments, is investigated. Auto-regressive, order one, AR(1) discrete process is employed to approximate such an empirical correlation matrix. Eigenvector and eigenvalue kernels of AR(1) process are utilized for closed-form expressions of Sharpe ratios and market exposures of the resulting eigenportfolios. Their performances are evaluated and compared for various statistical scenarios. Then, a novel methodology to design subband/filterbank portfolios for a given empirical correlation matrix by using the theory of optimal filter banks is proposed. It is a natural extension of the celebrated eigenportfolios. Closed-form expressions for Sharpe ratios and market exposures of subband/filterbank portfolios are derived and compared with eigenportfolios. A simple and powerful new method using the rate-distortion theory to sparse eigen-subspaces, called Sparse KLT (SKLT), is developed. The method utilizes varying size mid-tread (zero-zone) pdf-optimized (Lloyd-Max) quantizers created for each eigenvector (or for the entire eigenmatrix) of a given eigen-subspace to achieve the desired cardinality reduction. The sparsity performance comparisons demonstrate the superiority of the proposed SKLT method over the popular sparse representation algorithms reported in the literature

Iterative greedy algorithm for solving the FIR paraunitary approximation problem

In this paper, a method for approximating a multi-input multi-output (MIMO) transfer function by a causal finite-impulse response (FIR) paraunitary (PU) system in a weighted least-squares sense is presented. Using a complete parameterization of FIR PU systems in terms of Householder-like building blocks, an iterative algorithm is proposed that is greedy in the sense that the observed mean-squared error at each iteration is guaranteed to not increase. For certain design problems in which there is a phase-type ambiguity in the desired response, which is formally defined in the paper, a phase feedback modification is proposed in which the phase of the FIR approximant is fed back to the desired response. With this modification in effect, it is shown that the resulting iterative algorithm not only still remains greedy, but also offers a better magnitude-type fit to the desired response. Simulation results show the usefulness and versatility of the proposed algorithm with respect to the design of principal component filter bank (PCFB)-like filter banks and the FIR PU interpolation problem. Concerning the PCFB design problem, it is shown that as the McMillan degree of the FIR PU approximant increases, the resulting filter bank behaves more and more like the infinite-order PCFB, consistent with intuition. In particular, this PCFB-like behavior is shown in terms of filter response shape, multiresolution, coding gain, noise reduction with zeroth-order Wiener filtering in the subbands, and power minimization for discrete multitone (DMT)-type transmultiplexers

Application of multirate digital signal processing to image compression

With the increasing emphasis on digital communication and digital processing of images and video, image compression is drawing considerable interest as a means of reducing computer storage and communication channels bandwidth requirements. This thesis presents a method for the compression of grayscale images which is based on the multirate digital signal processing system. The input image spectrum is decomposed into octave wide subbands by critically resampling and filtering the image using separable FIR digital filters. These filters are chosen to satisfy the perfect reconstruction requirement. Simulation results on rectangularly sampled images (including a text image) are presented. Then, the algorithm is applied to the hexagonally resampled images and the results show a slight increase in the compression efficiency. Comparing the results against the standard (JPEG), indicate that this method does not have the blocking effect of JPEG and it preserves the edges even in the presence of high noise level