Gröbner bases and wavelet design

AbstractIn this paper, we detail the use of symbolic methods in order to solve some advanced design problems arising in signal processing. Our interest lies especially in the construction of wavelet filters for which the usual spectral factorization approach (used for example to construct the well-known Daubechies filters) is not applicable. In these problems, we show how the design equations can be written as multivariate polynomial systems of equations and accordingly how Gröbner algorithms offer an effective way to obtain solutions in some of these cases

Fast Numerical Algorithms for 3-D Scattering from PEC and Dielectric Random Rough Surfaces in Microwave Remote Sensing

abstract: We present fast and robust numerical algorithms for 3-D scattering from perfectly electrical conducting (PEC) and dielectric random rough surfaces in microwave remote sensing. The Coifman wavelets or Coiflets are employed to implement Galerkin’s procedure in the method of moments (MoM). Due to the high-precision one-point quadrature, the Coiflets yield fast evaluations of the most off-diagonal entries, reducing the matrix fill effort from O(N^2) to O(N). The orthogonality and Riesz basis of the Coiflets generate well conditioned impedance matrix, with rapid convergence for the conjugate gradient solver. The resulting impedance matrix is further sparsified by the matrix-formed standard fast wavelet transform (SFWT). By properly selecting multiresolution levels of the total transformation matrix, the solution precision can be enhanced while matrix sparsity and memory consumption have not been noticeably sacrificed. The unified fast scattering algorithm for dielectric random rough surfaces can asymptotically reduce to the PEC case when the loss tangent grows extremely large. Numerical results demonstrate that the reduced PEC model does not suffer from ill-posed problems. Compared with previous publications and laboratory measurements, good agreement is observed.Dissertation/ThesisDoctoral Dissertation Electrical Engineering 201

Empirical Bayes selection of wavelet thresholds

This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed density. The mixing weight, or sparsity parameter, for each level of the transform is chosen by marginal maximum likelihood. If estimation is carried out using the posterior median, this is a random thresholding procedure; the estimation can also be carried out using other thresholding rules with the same threshold. Details of the calculations needed for implementing the procedure are included. In practice, the estimates are quick to compute and there is software available. Simulations on the standard model functions show excellent performance, and applications to data drawn from various fields of application are used to explore the practical performance of the approach. By using a general result on the risk of the corresponding marginal maximum likelihood approach for a single sequence, overall bounds on the risk of the method are found subject to membership of the unknown function in one of a wide range of Besov classes, covering also the case of f of bounded variation. The rates obtained are optimal for any value of the parameter p in (0,\infty], simultaneously for a wide range of loss functions, each dominating the L_q norm of the \sigmath derivative, with \sigma\ge0 and 0<q\le2.Comment: Published at http://dx.doi.org/10.1214/009053605000000345 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study

Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as observations of a signal contaminated with additive Gaussian noise, and provide an extensive review of the vast literature of wavelet shrinkage and wavelet thresholding estimators developed to denoise such data. These estimators arise from a wide range of classical and empirical Bayes methods treating either individual or blocks of wavelet coefficients. We compare various estimators in an extensive simulation study on a variety of sample sizes, test functions, signal-to-noise ratios and wavelet filters. Because there is no single criterion that can adequately summarise the behaviour of an estimator, we use various criteria to measure performance in finite sample situations. Insight into the performance of these estimators is obtained from graphical outputs and numerical tables. In order to provide some hints of how these estimators should be used to analyse real data sets, a detailed practical step-by-step illustration of a wavelet denoising analysis on electrical consumption is provided. Matlab codes are provided so that all figures and tables in this paper can be reproduced

Compact support wavelet representations for solution of quantum and electromagnetic equations: Eigenvalues and dynamics

Wavelet-based algorithms are developed for solution of quantum and electromagnetic differential equations. Wavelets offer orthonormal localized bases with built-in multiscale properties for the representation of functions, differential operators, and multiplicative operators. The work described here is part of a series of tools for use in the ultimate goal of general, efficient, accurate and automated wavelet-based algorithms for solution of differential equations. The most recent work, and the focus here, is the elimination of operator matrices in wavelet bases. For molecular quantum eigenvalue and dynamics calculations in multiple dimensions, it is the coupled potential energy matrices that generally dominate storage requirements. A Coefficient Product Approximation (CPA) for the potential operator and wave function wavelet expansions dispenses with the matrix, reducing storage and coding complexity. New developments are required, however. It is determined that the CPA is most accurate for specific choices of wavelet families, and these are given here. They have relatively low approximation order (number of vanishing wavelet function moments), which would ordinarily be thought to compromise both wavelet reconstruction and differentiation accuracy. Higher-order convolutional coefficient filters are determined that overcome both apparent problems. The result is a practical wavelet method where the effect of applying the Hamiltonian matrix to a coefficient vector can be calculated accurately without constructing the matrix. The long-familiar Lanczos propagation algorithm, wherein one constructs and diagonalizes a symmetric tridiagonal matrix, uses both eigenvalues and eigenvectors. We show here that time-reversal-invariance for Hermitian Hamiltonians allows a new algorithm that avoids the usual need to keep a number Lanczos vectors around. The resulting Conjugate Symmetric Lanczos (CSL) method, which will apply for wavelets or other choices of basis or grid discretization, is simultaneously low-operation-count and low-storage. A modified CSL algorithm is used for solution of Maxwell's time-domain equations in Hamiltonian form for non-lossy media. The matrix-free algorithm is expected to complement previous work and to decrease both storage and computational overhead. It is expected- that near-field electromagnetic solutions around nanoparticles will benefit from these wavelet-based tools. Such systems are of importance in plasmon-enhanced spectroscopies

Wavelet-based density estimation for noise reduction in plasma simulations using particles

For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on wavelet analysis is proposed and tested to reduce this noise. The method, known as wavelet based density estimation (WBDE), was previously introduced in the statistical literature to estimate probability densities given a finite number of independent measurements. Its novel application to plasma simulations can be viewed as a natural extension of the finite size particles (FSP) approach, with the advantage of estimating more accurately distribution functions that have localized sharp features. The proposed method preserves the moments of the particle distribution function to a good level of accuracy, has no constraints on the dimensionality of the system, does not require an a priori selection of a global smoothing scale, and its able to adapt locally to the smoothness of the density based on the given discrete particle data. Most importantly, the computational cost of the denoising stage is of the same order as one time step of a FSP simulation. The method is compared with a recently proposed proper orthogonal decomposition based method, and it is tested with three particle data sets that involve different levels of collisionality and interaction with external and self-consistent fields

Patch-based Denoising Algorithms for Single and Multi-view Images

In general, all single and multi-view digital images are captured using sensors, where they are often contaminated with noise, which is an undesired random signal. Such noise can also be produced during transmission or by lossy image compression. Reducing the noise and enhancing those images is among the fundamental digital image processing tasks. Improving the performance of image denoising methods, would greatly contribute to single or multi-view image processing techniques, e.g. segmentation, computing disparity maps, etc. Patch-based denoising methods have recently emerged as the state-of-the-art denoising approaches for various additive noise levels. This thesis proposes two patch-based denoising methods for single and multi-view images, respectively. A modification to the block matching 3D algorithm is proposed for single image denoising. An adaptive collaborative thresholding filter is proposed which consists of a classification map and a set of various thresholding levels and operators. These are exploited when the collaborative hard-thresholding step is applied. Moreover, the collaborative Wiener filtering is improved by assigning greater weight when dealing with similar patches. For the denoising of multi-view images, this thesis proposes algorithms that takes a pair of noisy images captured from two different directions at the same time (stereoscopic images). The structural, maximum difference or the singular value decomposition-based similarity metrics is utilized for identifying locations of similar search windows in the input images. The non-local means algorithm is adapted for filtering these noisy multi-view images. The performance of both methods have been evaluated both quantitatively and qualitatively through a number of experiments using the peak signal-to-noise ratio and the mean structural similarity measure. Experimental results show that the proposed algorithm for single image denoising outperforms the original block matching 3D algorithm at various noise levels. Moreover, the proposed algorithm for multi-view image denoising can effectively reduce noise and assist to estimate more accurate disparity maps at various noise levels

Multidimensional Wavelets and Computer Vision

This report deals with the construction and the mathematical analysis of multidimensional nonseparable wavelets and their efficient application in computer vision. In the first part, the fundamental principles and ideas of multidimensional wavelet filter design such as the question for the existence of good scaling matrices and sensible design criteria are presented and extended in various directions. Afterwards, the analytical properties of these wavelets are investigated in some detail. It will turn out that they are especially well-suited to represent (discretized) data as well as large classes of operators in a sparse form - a property that directly yields efficient numerical algorithms. The final part of this work is dedicated to the application of the developed methods to the typical computer vision problems of nonlinear image regularization and the computation of optical flow in image sequences. It is demonstrated how the wavelet framework leads to stable and reliable results for these problems of generally ill-posed nature. Furthermore, all the algorithms are of order O(n) leading to fast processing

Wavelet Particle Hydrodynamics for Less Smooth Flow

The purpose of this research was to improve the smoothing operation in smoothed particle hydrodynamics, SPH, when the flow of matter is not smooth. Our main focuses are on the kernel selection, identifying the discontinuities in the sequences to be smoothed, and use of the Laplacian as opposed to artificial viscosity for improved physical accuracy. The results show that alternative kernels result in differences in how matter flows. These effects are explained by the kernels\u27 gradient and Laplacian properties. Five alternative kernels were included in our analysis and our SPH-based simulation cases. Further, the sequences to be smoothed by the kernel function were found to contain numerous discontinuities. As it is well known from multiple areas of science, such discontinuities lead to degraded accuracy if the smoothing is performed without taking discontinuities into consideration. Several methods are introduced to detect discontinuities and perform smoothing by individually and independently smoothing the segments between discontinuities. We analyzed results from sloshing tank SPH simulations and found such segmentwise smoothing impacts the flow. Discontinuities were identified by first-generation wavelets. We found that in about 24 to 27 percent of the fluid particles have sequences containing discontinuities, independent of time step. A second-generation wavelet analysis showed coherent vorticity structure in the flow, and the fluid particles with discontinuous sequences combined with coherent vorticity were the focus of our quantification of effects on particle movement. The research work presented here serves as a tool for further improvement of the SPH method, and is substantiated by the results obtained herein

Data-driven haemodynamic response function extraction using Fourier-wavelet regularised deconvolution

Background: We present a simple, data-driven method to extract haemodynamic response functions (HRF) from functional magnetic resonance imaging (fMRI) time series, based on the Fourier-wavelet regularised deconvolution (ForWaRD) technique. HRF data are required for many fMRI applications, such as defining region-specific HRFs, effciently representing a general HRF, or comparing subject-specific HRFs. Results: ForWaRD is applied to fMRI time signals, after removing low-frequency trends by a wavelet-based method, and the output of ForWaRD is a time series of volumes, containing the HRF in each voxel. Compared to more complex methods, this extraction algorithm requires few assumptions (separability of signal and noise in the frequency and wavelet domains and the general linear model) and it is fast (HRF extraction from a single fMRI data set takes about the same time as spatial resampling). The extraction method is tested on simulated event-related activation signals, contaminated with noise from a time series of real MRI images. An application for HRF data is demonstrated in a simple event-related experiment: data are extracted from a region with significant effects of interest in a first time series. A continuous-time HRF is obtained by fitting a nonlinear function to the discrete HRF coeffcients, and is then used to analyse a later time series. Conclusion: With the parameters used in this paper, the extraction method presented here is very robust to changes in signal properties. Comparison of analyses with fitted HRFs and with a canonical HRF shows that a subject-specific, regional HRF significantly improves detection power. Sensitivity and specificity increase not only in the region from which the HRFs are extracted, but also in other regions of interest.