Smooth signal extraction from instantaneous mixtures

Published versio

Least Dependent Component Analysis Based on Mutual Information

We propose to use precise estimators of mutual information (MI) to find least dependent components in a linearly mixed signal. On the one hand this seems to lead to better blind source separation than with any other presently available algorithm. On the other hand it has the advantage, compared to other implementations of `independent' component analysis (ICA) some of which are based on crude approximations for MI, that the numerical values of the MI can be used for: (i) estimating residual dependencies between the output components; (ii) estimating the reliability of the output, by comparing the pairwise MIs with those of re-mixed components; (iii) clustering the output according to the residual interdependencies. For the MI estimator we use a recently proposed k-nearest neighbor based algorithm. For time sequences we combine this with delay embedding, in order to take into account non-trivial time correlations. After several tests with artificial data, we apply the resulting MILCA (Mutual Information based Least dependent Component Analysis) algorithm to a real-world dataset, the ECG of a pregnant woman. The software implementation of the MILCA algorithm is freely available at http://www.fz-juelich.de/nic/cs/softwareComment: 18 pages, 20 figures, Phys. Rev. E (in press

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

Underdetermined blind source separation based on Fuzzy C-Means and Semi-Nonnegative Matrix Factorization

Conventional blind source separation is based on over-determined with more sensors than sources but the underdetermined is a challenging case and more convenient to actual situation. Non-negative Matrix Factorization (NMF) has been widely applied to Blind Source Separation (BSS) problems. However, the separation results are sensitive to the initialization of parameters of NMF. Avoiding the subjectivity of choosing parameters, we used the Fuzzy C-Means (FCM) clustering technique to estimate the mixing matrix and to reduce the requirement for sparsity. Also, decreasing the constraints is regarded in this paper by using Semi-NMF. In this paper we propose a new two-step algorithm in order to solve the underdetermined blind source separation. We show how to combine the FCM clustering technique with the gradient-based NMF with the multi-layer technique. The simulation results show that our proposed algorithm can separate the source signals with high signal-to-noise ratio and quite low cost time compared with some algorithms

Recovering Latent Signals from a Mixture of Measurements using a Gaussian Process Prior

In sensing applications, sensors cannot always measure the latent quantity of interest at the required resolution, sometimes they can only acquire a blurred version of it due the sensor's transfer function. To recover latent signals when only noisy mixed measurements of the signal are available, we propose the Gaussian process mixture of measurements (GPMM), which models the latent signal as a Gaussian process (GP) and allows us to perform Bayesian inference on such signal conditional to a set of noisy mixture of measurements. We describe how to train GPMM, that is, to find the hyperparameters of the GP and the mixing weights, and how to perform inference on the latent signal under GPMM; additionally, we identify the solution to the underdetermined linear system resulting from a sensing application as a particular case of GPMM. The proposed model is validated in the recovery of three signals: a smooth synthetic signal, a real-world heart-rate time series and a step function, where GPMM outperformed the standard GP in terms of estimation error, uncertainty representation and recovery of the spectral content of the latent signal.Comment: Published on IEEE Signal Processing Letters on Dec. 201

Independent Component Analysis Enhancements for Source Separation in Immersive Audio Environments

In immersive audio environments with distributed microphones, Independent Component Analysis (ICA) can be applied to uncover signals from a mixture of other signals and noise, such as in a cocktail party recording. ICA algorithms have been developed for instantaneous source mixtures and convolutional source mixtures. While ICA for instantaneous mixtures works when no delays exist between the signals in each mixture, distributed microphone recordings typically result various delays of the signals over the recorded channels. The convolutive ICA algorithm should account for delays; however, it requires many parameters to be set and often has stability issues. This thesis introduces the Channel Aligned FastICA (CAICA), which requires knowledge of the source distance to each microphone, but does not require knowledge of noise sources. Furthermore, the CAICA is combined with Time Frequency Masking (TFM), yielding even better SOI extraction even in low SNR environments. Simulations were conducted for ranking experiments tested the performance of three algorithms: Weighted Beamforming (WB), CAICA, CAICA with TFM. The Closest Microphone (CM) recording is used as a reference for all three. Statistical analyses on the results demonstrated superior performance for the CAICA with TFM. The algorithms were applied to experimental recordings to support the conclusions of the simulations. These techniques can be deployed in mobile platforms, used in surveillance for capturing human speech and potentially adapted to biomedical fields

Improved Convolutive and Under-Determined Blind Audio Source Separation with MRF Smoothing

Convolutive and under-determined blind audio source separation from noisy recordings is a challenging problem. Several computational strategies have been proposed to address this problem. This study is concerned with several modifications to the expectation-minimization-based algorithm, which iteratively estimates the mixing and source parameters. This strategy assumes that any entry in each source spectrogram is modeled using superimposed Gaussian components, which are mutually and individually independent across frequency and time bins. In our approach, we resolve this issue by considering a locally smooth temporal and frequency structure in the power source spectrograms. Local smoothness is enforced by incorporating a Gibbs prior in the complete data likelihood function, which models the interactions between neighboring spectrogram bins using a Markov random field. Simulations using audio files derived from stereo audio source separation evaluation campaign 2008 demonstrate high efficiency with the proposed improvement

Hyperspectral Unmixing Overview: Geometrical, Statistical, and Sparse Regression-Based Approaches

Imaging spectrometers measure electromagnetic energy scattered in their instantaneous field view in hundreds or thousands of spectral channels with higher spectral resolution than multispectral cameras. Imaging spectrometers are therefore often referred to as hyperspectral cameras (HSCs). Higher spectral resolution enables material identification via spectroscopic analysis, which facilitates countless applications that require identifying materials in scenarios unsuitable for classical spectroscopic analysis. Due to low spatial resolution of HSCs, microscopic material mixing, and multiple scattering, spectra measured by HSCs are mixtures of spectra of materials in a scene. Thus, accurate estimation requires unmixing. Pixels are assumed to be mixtures of a few materials, called endmembers. Unmixing involves estimating all or some of: the number of endmembers, their spectral signatures, and their abundances at each pixel. Unmixing is a challenging, ill-posed inverse problem because of model inaccuracies, observation noise, environmental conditions, endmember variability, and data set size. Researchers have devised and investigated many models searching for robust, stable, tractable, and accurate unmixing algorithms. This paper presents an overview of unmixing methods from the time of Keshava and Mustard's unmixing tutorial [1] to the present. Mixing models are first discussed. Signal-subspace, geometrical, statistical, sparsity-based, and spatial-contextual unmixing algorithms are described. Mathematical problems and potential solutions are described. Algorithm characteristics are illustrated experimentally.Comment: This work has been accepted for publication in IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensin

2-D Prony-Huang Transform: A New Tool for 2-D Spectral Analysis

This work proposes an extension of the 1-D Hilbert Huang transform for the analysis of images. The proposed method consists in (i) adaptively decomposing an image into oscillating parts called intrinsic mode functions (IMFs) using a mode decomposition procedure, and (ii) providing a local spectral analysis of the obtained IMFs in order to get the local amplitudes, frequencies, and orientations. For the decomposition step, we propose two robust 2-D mode decompositions based on non-smooth convex optimization: a "Genuine 2-D" approach, that constrains the local extrema of the IMFs, and a "Pseudo 2-D" approach, which constrains separately the extrema of lines, columns, and diagonals. The spectral analysis step is based on Prony annihilation property that is applied on small square patches of the IMFs. The resulting 2-D Prony-Huang transform is validated on simulated and real data.Comment: 24 pages, 7 figure