Systematic approach to nonlinear filtering associated with aggregation operators. Part 1. SISO-filters

There are various methods to help restore an image from noisy distortions. Each technique has its advantages and disadvantages. Selecting the appropriate method plays a major role in getting the desired image. Noise removal or noise reduction can be done on an image by linear or nonlinear filtering. The more popular linear technique is based on average (on mean) linear operators. Denoising via linear filters normally does not perform satisfactorily since both noise and edges contain high frequencies. Therefore, any practical denoising model has to be nonlinear. In this work, we introduce and analyze a new class of nonlinear SISO-filters that have their roots in aggregation operator theory. We show that a large body of non-linear filters proposed to date constitute a proper subset of aggregation filters. (C) 2017 The Authors. Published by Elsevier Ltd.This work was supported by grants the RFBR No. 17-07-00886 and by Ural State Forest Engineering's Center of Excellence in "Quantum and Classical Information Technologies for Remote Sensing Systems"

Stream Fusion, to Completeness

Stream processing is mainstream (again): Widely-used stream libraries are now available for virtually all modern OO and functional languages, from Java to C# to Scala to OCaml to Haskell. Yet expressivity and performance are still lacking. For instance, the popular, well-optimized Java 8 streams do not support the zip operator and are still an order of magnitude slower than hand-written loops. We present the first approach that represents the full generality of stream processing and eliminates overheads, via the use of staging. It is based on an unusually rich semantic model of stream interaction. We support any combination of zipping, nesting (or flat-mapping), sub-ranging, filtering, mapping-of finite or infinite streams. Our model captures idiosyncrasies that a programmer uses in optimizing stream pipelines, such as rate differences and the choice of a "for" vs. "while" loops. Our approach delivers hand-written-like code, but automatically. It explicitly avoids the reliance on black-box optimizers and sufficiently-smart compilers, offering highest, guaranteed and portable performance. Our approach relies on high-level concepts that are then readily mapped into an implementation. Accordingly, we have two distinct implementations: an OCaml stream library, staged via MetaOCaml, and a Scala library for the JVM, staged via LMS. In both cases, we derive libraries richer and simultaneously many tens of times faster than past work. We greatly exceed in performance the standard stream libraries available in Java, Scala and OCaml, including the well-optimized Java 8 streams

Algorithmic recognition of infinite cyclic extensions

We prove that one cannot algorithmically decide whether a finitely presented $\mathbb{Z}$-extension admits a finitely generated base group, and we use this fact to prove the undecidability of the BNS invariant. Furthermore, we show the equivalence between the isomorphism problem within the subclass of unique $\mathbb{Z}$-extensions, and the semi-conjugacy problem for deranged outer automorphisms.Comment: 24 page

Linear estimation in Krein spaces. Part II. Applications

We have shown that several interesting problems in H∞-filtering, quadratic game theory, and risk sensitive control and estimation follow as special cases of the Krein-space linear estimation theory developed in Part I. We show that all these problems can be cast into the problem of calculating the stationary point of certain second-order forms, and that by considering the appropriate state space models and error Gramians, we can use the Krein-space estimation theory to calculate the stationary points and study their properties. The approach discussed here allows for interesting generalizations, such as finite memory adaptive filtering with varying sliding patterns

An Optimal Transmission Strategy for Kalman Filtering over Packet Dropping Links with Imperfect Acknowledgements

This paper presents a novel design methodology for optimal transmission policies at a smart sensor to remotely estimate the state of a stable linear stochastic dynamical system. The sensor makes measurements of the process and forms estimates of the state using a local Kalman filter. The sensor transmits quantized information over a packet dropping link to the remote receiver. The receiver sends packet receipt acknowledgments back to the sensor via an erroneous feedback communication channel which is itself packet dropping. The key novelty of this formulation is that the smart sensor decides, at each discrete time instant, whether to transmit a quantized version of either its local state estimate or its local innovation. The objective is to design optimal transmission policies in order to minimize a long term average cost function as a convex combination of the receiver's expected estimation error covariance and the energy needed to transmit the packets. The optimal transmission policy is obtained by the use of dynamic programming techniques. Using the concept of submodularity, the optimality of a threshold policy in the case of scalar systems with perfect packet receipt acknowledgments is proved. Suboptimal solutions and their structural results are also discussed. Numerical results are presented illustrating the performance of the optimal and suboptimal transmission policies.Comment: Conditionally accepted in IEEE Transactions on Control of Network System

Adaptation and learning over networks for nonlinear system modeling

In this chapter, we analyze nonlinear filtering problems in distributed environments, e.g., sensor networks or peer-to-peer protocols. In these scenarios, the agents in the environment receive measurements in a streaming fashion, and they are required to estimate a common (nonlinear) model by alternating local computations and communications with their neighbors. We focus on the important distinction between single-task problems, where the underlying model is common to all agents, and multitask problems, where each agent might converge to a different model due to, e.g., spatial dependencies or other factors. Currently, most of the literature on distributed learning in the nonlinear case has focused on the single-task case, which may be a strong limitation in real-world scenarios. After introducing the problem and reviewing the existing approaches, we describe a simple kernel-based algorithm tailored for the multitask case. We evaluate the proposal on a simulated benchmark task, and we conclude by detailing currently open problems and lines of research.Comment: To be published as a chapter in `Adaptive Learning Methods for Nonlinear System Modeling', Elsevier Publishing, Eds. D. Comminiello and J.C. Principe (2018