Dynamic Compressive Sensing of Time-Varying Signals via Approximate Message Passing

In this work the dynamic compressive sensing (CS) problem of recovering sparse, correlated, time-varying signals from sub-Nyquist, non-adaptive, linear measurements is explored from a Bayesian perspective. While there has been a handful of previously proposed Bayesian dynamic CS algorithms in the literature, the ability to perform inference on high-dimensional problems in a computationally efficient manner remains elusive. In response, we propose a probabilistic dynamic CS signal model that captures both amplitude and support correlation structure, and describe an approximate message passing algorithm that performs soft signal estimation and support detection with a computational complexity that is linear in all problem dimensions. The algorithm, DCS-AMP, can perform either causal filtering or non-causal smoothing, and is capable of learning model parameters adaptively from the data through an expectation-maximization learning procedure. We provide numerical evidence that DCS-AMP performs within 3 dB of oracle bounds on synthetic data under a variety of operating conditions. We further describe the result of applying DCS-AMP to two real dynamic CS datasets, as well as a frequency estimation task, to bolster our claim that DCS-AMP is capable of offering state-of-the-art performance and speed on real-world high-dimensional problems.Comment: 32 pages, 7 figure

PARALLEL CLASSIFICATION WITH TWO-STAGE BAGGING CLASSIFIERS

The bootstrapped aggregation of classifiers, also referred to as bagging, is a classic meta-classification algorithm. We extend it to a two-stage architecture consisting of an initial voting amongst one-versus-all classifiers or single-class recognizers, and a second stage of one-versus-one classifiers or two-class discriminators used for disambiguation. Since our method constructs an ensemble of elementary classifiers, it lends itself very well to parallelization. We describe a static workload balancing strategy for embarrassingly parallel classifier construction as well as a parallelization of the classification process with the message passing interface. We evaluate our approach both in terms of classification performance and speed-up and demonstrate the utility of our approach

Parallel Computing of Particle Filtering Algorithms for Target Tracking Applications

Particle filtering has been a very popular method to solve nonlinear/non-Gaussian state estimation problems for more than twenty years. Particle filters (PFs) have found lots of applications in areas that include nonlinear filtering of noisy signals and data, especially in target tracking. However, implementation of high dimensional PFs in real-time for large-scale problems is a very challenging computational task. Parallel & distributed (P&D) computing is a promising way to deal with the computational challenges of PF methods. The main goal of this dissertation is to develop, implement and evaluate computationally efficient PF algorithms for target tracking, and thereby bring them closer to practical applications. To reach this goal, a number of parallel PF algorithms is designed and implemented using different parallel hardware architectures such as Computer Cluster, Graphics Processing Unit (GPU), and Field-Programmable Gate Array (FPGA). Proposed is an improved PF implementation for computer cluster - the Particle Transfer Algorithm (PTA), which takes advantage of the cluster architecture and outperforms significantly existing algorithms. Also, a novel GPU PF algorithm implementation is designed which is highly efficient for GPU architectures. The proposed algorithm implementations on different parallel computing environments are applied and tested for target tracking problems, such as space object tracking, ground multitarget tracking using image sensor, UAV-multisensor tracking. Comprehensive performance evaluation and comparison of the algorithms for both tracking and computational capabilities is performed. It is demonstrated by the obtained simulation results that the proposed implementations help greatly overcome the computational issues of particle filtering for realistic practical problems