One- and two-level filter-bank convolvers

In a recent paper, it was shown in detail that in the case of orthonormal and biorthogonal filter banks we can convolve two signals by directly convolving the subband signals and combining the results. In this paper, we further generalize the result. We also derive the statistical coding gain for the generalized subband convolver. As an application, we derive a novel low sensitivity structure for FIR filters from the convolution theorem. We define and derive a deterministic coding gain of the subband convolver over direct convolution for a fixed wordlength implementation. This gain serves as a figure of merit for the low sensitivity structure. Several numerical examples are included to demonstrate the usefulness of these ideas. By using the generalized polyphase representation, we show that the subband convolvers, linear periodically time varying systems, and digital block filtering can be viewed in a unified manner. Furthermore, the scheme called IFIR filtering is shown to be a special case of the convolver

Frame Permutation Quantization

Frame permutation quantization (FPQ) is a new vector quantization technique using finite frames. In FPQ, a vector is encoded using a permutation source code to quantize its frame expansion. This means that the encoding is a partial ordering of the frame expansion coefficients. Compared to ordinary permutation source coding, FPQ produces a greater number of possible quantization rates and a higher maximum rate. Various representations for the partitions induced by FPQ are presented, and reconstruction algorithms based on linear programming, quadratic programming, and recursive orthogonal projection are derived. Implementations of the linear and quadratic programming algorithms for uniform and Gaussian sources show performance improvements over entropy-constrained scalar quantization for certain combinations of vector dimension and coding rate. Monte Carlo evaluation of the recursive algorithm shows that mean-squared error (MSE) decays as 1/M^4 for an M-element frame, which is consistent with previous results on optimal decay of MSE. Reconstruction using the canonical dual frame is also studied, and several results relate properties of the analysis frame to whether linear reconstruction techniques provide consistent reconstructions.Comment: 29 pages, 5 figures; detailed added to proof of Theorem 4.3 and a few minor correction

A review on analysis and synthesis of nonlinear stochastic systems with randomly occurring incomplete information

Copyright q 2012 Hongli Dong et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modeling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Such a phenomenon typically appears in a networked environment. Examples include, but are not limited to, randomly occurring uncertainties, randomly occurring nonlinearities, randomly occurring saturation, randomly missing measurements and randomly occurring quantization. Randomly occurring incomplete information, if not properly handled, would seriously deteriorate the performance of a control system. In this paper, we aim to survey some recent advances on the analysis and synthesis problems for nonlinear stochastic systems with randomly occurring incomplete information. The developments of the filtering, control and fault detection problems are systematically reviewed. Latest results on analysis and synthesis of nonlinear stochastic systems are discussed in great detail. In addition, various distributed filtering technologies over sensor networks are highlighted. Finally, some concluding remarks are given and some possible future research directions are pointed out. © 2012 Hongli Dong et al.This work was supported in part by the National Natural Science Foundation of China under Grants 61273156, 61134009, 61273201, 61021002, and 61004067, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, the National Science Foundation of the USA under Grant No. HRD-1137732, and the Alexander von Humboldt Foundation of German

On Model Based Synthesis of Embedded Control Software

Many Embedded Systems are indeed Software Based Control Systems (SBCSs), that is control systems whose controller consists of control software running on a microcontroller device. This motivates investigation on Formal Model Based Design approaches for control software. Given the formal model of a plant as a Discrete Time Linear Hybrid System and the implementation specifications (that is, number of bits in the Analog-to-Digital (AD) conversion) correct-by-construction control software can be automatically generated from System Level Formal Specifications of the closed loop system (that is, safety and liveness requirements), by computing a suitable finite abstraction of the plant. With respect to given implementation specifications, the automatically generated code implements a time optimal control strategy (in terms of set-up time), has a Worst Case Execution Time linear in the number of AD bits $b$, but unfortunately, its size grows exponentially with respect to $b$. In many embedded systems, there are severe restrictions on the computational resources (such as memory or computational power) available to microcontroller devices. This paper addresses model based synthesis of control software by trading system level non-functional requirements (such us optimal set-up time, ripple) with software non-functional requirements (its footprint). Our experimental results show the effectiveness of our approach: for the inverted pendulum benchmark, by using a quantization schema with 12 bits, the size of the small controller is less than 6% of the size of the time optimal one.Comment: Accepted for publication by EMSOFT 2012. arXiv admin note: substantial text overlap with arXiv:1107.5638,arXiv:1207.409

Statistically optimum pre- and postfiltering in quantization

We consider the optimization of pre- and postfilters surrounding a quantization system. The goal is to optimize the filters such that the mean square error is minimized under the key constraint that the quantization noise variance is directly proportional to the variance of the quantization system input. Unlike some previous work, the postfilter is not restricted to be the inverse of the prefilter. With no order constraint on the filters, we present closed-form solutions for the optimum pre- and postfilters when the quantization system is a uniform quantizer. Using these optimum solutions, we obtain a coding gain expression for the system under study. The coding gain expression clearly indicates that, at high bit rates, there is no loss in generality in restricting the postfilter to be the inverse of the prefilter. We then repeat the same analysis with first-order pre- and postfilters in the form 1+αz-1 and 1/(1+γz^-1 ). In specific, we study two cases: 1) FIR prefilter, IIR postfilter and 2) IIR prefilter, FIR postfilter. For each case, we obtain a mean square error expression, optimize the coefficients α and γ and provide some examples where we compare the coding gain performance with the case of α=γ. In the last section, we assume that the quantization system is an orthonormal perfect reconstruction filter bank. To apply the optimum preand postfilters derived earlier, the output of the filter bank must be wide-sense stationary WSS which, in general, is not true. We provide two theorems, each under a different set of assumptions, that guarantee the wide sense stationarity of the filter bank output. We then propose a suboptimum procedure to increase the coding gain of the orthonormal filter bank

Prototype selection for parameter estimation in complex models

Parameter estimation in astrophysics often requires the use of complex physical models. In this paper we study the problem of estimating the parameters that describe star formation history (SFH) in galaxies. Here, high-dimensional spectral data from galaxies are appropriately modeled as linear combinations of physical components, called simple stellar populations (SSPs), plus some nonlinear distortions. Theoretical data for each SSP is produced for a fixed parameter vector via computer modeling. Though the parameters that define each SSP are continuous, optimizing the signal model over a large set of SSPs on a fine parameter grid is computationally infeasible and inefficient. The goal of this study is to estimate the set of parameters that describes the SFH of each galaxy. These target parameters, such as the average ages and chemical compositions of the galaxy's stellar populations, are derived from the SSP parameters and the component weights in the signal model. Here, we introduce a principled approach of choosing a small basis of SSP prototypes for SFH parameter estimation. The basic idea is to quantize the vector space and effective support of the model components. In addition to greater computational efficiency, we achieve better estimates of the SFH target parameters. In simulations, our proposed quantization method obtains a substantial improvement in estimating the target parameters over the common method of employing a parameter grid. Sparse coding techniques are not appropriate for this problem without proper constraints, while constrained sparse coding methods perform poorly for parameter estimation because their objective is signal reconstruction, not estimation of the target parameters.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS500 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org