Technical Report: Compressive Temporal Higher Order Cyclostationary Statistics

The application of nonlinear transformations to a cyclostationary signal for the purpose of revealing hidden periodicities has proven to be useful for applications requiring signal selectivity and noise tolerance. The fact that the hidden periodicities, referred to as cyclic moments, are often compressible in the Fourier domain motivates the use of compressive sensing (CS) as an efficient acquisition protocol for capturing such signals. In this work, we consider the class of Temporal Higher Order Cyclostationary Statistics (THOCS) estimators when CS is used to acquire the cyclostationary signal assuming compressible cyclic moments in the Fourier domain. We develop a theoretical framework for estimating THOCS using the low-rate nonuniform sampling protocol from CS and illustrate the performance of this framework using simulated data

Laboratory for Engineering Man/Machine Systems (LEMS): System identification, model reduction and deconvolution filtering using Fourier based modulating signals and high order statistics

Several important problems in the fields of signal processing and model identification, such as system structure identification, frequency response determination, high order model reduction, high resolution frequency analysis, deconvolution filtering, and etc. Each of these topics involves a wide range of applications and has received considerable attention. Using the Fourier based sinusoidal modulating signals, it is shown that a discrete autoregressive model can be constructed for the least squares identification of continuous systems. Some identification algorithms are presented for both SISO and MIMO systems frequency response determination using only transient data. Also, several new schemes for model reduction were developed. Based upon the complex sinusoidal modulating signals, a parametric least squares algorithm for high resolution frequency estimation is proposed. Numerical examples show that the proposed algorithm gives better performance than the usual. Also, the problem was studied of deconvolution and parameter identification of a general noncausal nonminimum phase ARMA system driven by non-Gaussian stationary random processes. Algorithms are introduced for inverse cumulant estimation, both in the frequency domain via the FFT algorithms and in the domain via the least squares algorithm

Overlearning in marginal distribution-based ICA: analysis and solutions

The present paper is written as a word of caution, with users of independent component analysis (ICA) in mind, to overlearning phenomena that are often observed.\\ We consider two types of overlearning, typical to high-order statistics based ICA. These algorithms can be seen to maximise the negentropy of the source estimates. The first kind of overlearning results in the generation of spike-like signals, if there are not enough samples in the data or there is a considerable amount of noise present. It is argued that, if the data has power spectrum characterised by $1/f$ curve, we face a more severe problem, which cannot be solved inside the strict ICA model. This overlearning is better characterised by bumps instead of spikes. Both overlearning types are demonstrated in the case of artificial signals as well as magnetoencephalograms (MEG). Several methods are suggested to circumvent both types, either by making the estimation of the ICA model more robust or by including further modelling of the data

Application of higher-order spectra for signal processing in electrical power engineering

In power spectrum estimation, the signal under consideration is processed in such a way, that the distribution of power among its frequency is estimated and phase relations between the frequency components are suppressed. Higher order statistics and their associated Fourier transforms reveal not only amplitude information about a signal, but also phase information. If a non-Gaussian signal is received along with additive Gaussian noise, a transformation to higher order cumulant domain eliminates the noise. These are some methods for estimation of signal components, based on HOS. In the paper we apply the MUSIC method both for the correlation and the 4th order cumulant, to investigate the state of asynchronous running of synchronous machines and the fault operation of inverter-fed induction motors. When the investigated signal is distorted by a coloured noise, more exact results can be achieved by applying cumulants

Intelligent Methods for Characterization of Electrical Power Quality Signals using Higher Order Statistical Features

This paper considers a few important techniques classification for to identify several power quality disturbances. For this purpose, a process based in HOS has been realized to extract features that help in classification. In this stage the geometrical pattern established via higher-order statistical measurements is obtained, and this pattern is function of the amplitudes and frequencies of the power quality disturbances associated to the 50-Hz power-line. Once the features are managed will be segmented to form training and test sets and them will be applied in the statistical methods used to perform automatic classification of PQ disturbances. The best technique of those compared is selected according to correlation and mistake rates

Estimation for bilinear stochastic systems

Three techniques for the solution of bilinear estimation problems are presented. First, finite dimensional optimal nonlinear estimators are presented for certain bilinear systems evolving on solvable and nilpotent lie groups. Then the use of harmonic analysis for estimation problems evolving on spheres and other compact manifolds is investigated. Finally, an approximate estimation technique utilizing cumulants is discussed