Sparse Nonlinear MIMO Filtering and Identification

In this chapter system identification algorithms for sparse nonlinear multi input multi output (MIMO) systems are developed. These algorithms are potentially useful in a variety of application areas including digital transmission systems incorporating power amplifier(s) along with multiple antennas, cognitive processing, adaptive control of nonlinear multivariable systems, and multivariable biological systems. Sparsity is a key constraint imposed on the model. The presence of sparsity is often dictated by physical considerations as in wireless fading channel-estimation. In other cases it appears as a pragmatic modelling approach that seeks to cope with the curse of dimensionality, particularly acute in nonlinear systems like Volterra type series. Three dentification approaches are discussed: conventional identification based on both input and output samples, semi–blind identification placing emphasis on minimal input resources and blind identification whereby only output samples are available plus a–priori information on input characteristics. Based on this taxonomy a variety of algorithms, existing and new, are studied and evaluated by simulation

Sparse Volterra and Polynomial Regression Models: Recoverability and Estimation

Volterra and polynomial regression models play a major role in nonlinear system identification and inference tasks. Exciting applications ranging from neuroscience to genome-wide association analysis build on these models with the additional requirement of parsimony. This requirement has high interpretative value, but unfortunately cannot be met by least-squares based or kernel regression methods. To this end, compressed sampling (CS) approaches, already successful in linear regression settings, can offer a viable alternative. The viability of CS for sparse Volterra and polynomial models is the core theme of this work. A common sparse regression task is initially posed for the two models. Building on (weighted) Lasso-based schemes, an adaptive RLS-type algorithm is developed for sparse polynomial regressions. The identifiability of polynomial models is critically challenged by dimensionality. However, following the CS principle, when these models are sparse, they could be recovered by far fewer measurements. To quantify the sufficient number of measurements for a given level of sparsity, restricted isometry properties (RIP) are investigated in commonly met polynomial regression settings, generalizing known results for their linear counterparts. The merits of the novel (weighted) adaptive CS algorithms to sparse polynomial modeling are verified through synthetic as well as real data tests for genotype-phenotype analysis.Comment: 20 pages, to appear in IEEE Trans. on Signal Processin

State–of–the–art report on nonlinear representation of sources and channels

This report consists of two complementary parts, related to the modeling of two important sources of nonlinearities in a communications system. In the first part, an overview of important past work related to the estimation, compression and processing of sparse data through the use of nonlinear models is provided. In the second part, the current state of the art on the representation of wireless channels in the presence of nonlinearities is summarized. In addition to the characteristics of the nonlinear wireless fading channel, some information is also provided on recent approaches to the sparse representation of such channels

Tree-Structured Nonlinear Adaptive Signal Processing

In communication systems, nonlinear adaptive filtering has become increasingly popular in a variety of applications such as channel equalization, echo cancellation and speech coding. However, existing nonlinear adaptive filters such as polynomial (truncated Volterra series) filters and multilayer perceptrons suffer from a number of problems. First, although high Order polynomials can approximate complex nonlinearities, they also train very slowly. Second, there is no systematic and efficient way to select their structure. As for multilayer perceptrons, they have a very complicated structure and train extremely slowly Motivated by the success of classification and regression trees on difficult nonlinear and nonparametfic problems, we propose the idea of a tree-structured piecewise linear adaptive filter. In the proposed method each node in a tree is associated with a linear filter restricted to a polygonal domain, and this is done in such a way that each pruned subtree is associated with a piecewise linear filter. A training sequence is used to adaptively update the filter coefficients and domains at each node, and to select the best pruned subtree and the corresponding piecewise linear filter. The tree structured approach offers several advantages. First, it makes use of standard linear adaptive filtering techniques at each node to find the corresponding Conditional linear filter. Second, it allows for efficient selection of the subtree and the corresponding piecewise linear filter of appropriate complexity. Overall, the approach is computationally efficient and conceptually simple. The tree-structured piecewise linear adaptive filter bears some similarity to classification and regression trees. But it is actually quite different from a classification and regression tree. Here the terminal nodes are not just assigned a region and a class label or a regression value, but rather represent: a linear filter with restricted domain, It is also different in that classification and regression trees are determined in a batch mode offline, whereas the tree-structured adaptive filter is determined recursively in real-time. We first develop the specific structure of a tree-structured piecewise linear adaptive filter and derive a stochastic gradient-based training algorithm. We then carry out a rigorous convergence analysis of the proposed training algorithm for the tree-structured filter. Here we show the mean-square convergence of the adaptively trained tree-structured piecewise linear filter to the optimal tree-structured piecewise linear filter. Same new techniques are developed for analyzing stochastic gradient algorithms with fixed gains and (nonstandard) dependent data. Finally, numerical experiments are performed to show the computational and performance advantages of the tree-structured piecewise linear filter over linear and polynomial filters for equalization of high frequency channels with severe intersymbol interference, echo cancellation in telephone networks and predictive coding of speech signals

Receptive Field Inference with Localized Priors

The linear receptive field describes a mapping from sensory stimuli to a one-dimensional variable governing a neuron's spike response. However, traditional receptive field estimators such as the spike-triggered average converge slowly and often require large amounts of data. Bayesian methods seek to overcome this problem by biasing estimates towards solutions that are more likely a priori, typically those with small, smooth, or sparse coefficients. Here we introduce a novel Bayesian receptive field estimator designed to incorporate locality, a powerful form of prior information about receptive field structure. The key to our approach is a hierarchical receptive field model that flexibly adapts to localized structure in both spacetime and spatiotemporal frequency, using an inference method known as empirical Bayes. We refer to our method as automatic locality determination (ALD), and show that it can accurately recover various types of smooth, sparse, and localized receptive fields. We apply ALD to neural data from retinal ganglion cells and V1 simple cells, and find it achieves error rates several times lower than standard estimators. Thus, estimates of comparable accuracy can be achieved with substantially less data. Finally, we introduce a computationally efficient Markov Chain Monte Carlo (MCMC) algorithm for fully Bayesian inference under the ALD prior, yielding accurate Bayesian confidence intervals for small or noisy datasets