18,702 research outputs found
Sparse sampling of signal innovations
Sparse sampling of continuous-time sparse signals is addressed. In particular, it is shown that sampling at the rate of innovation is possible, in some sense applying Occam's razor to the sampling of sparse signals. The noisy case is analyzed and solved, proposing methods reaching the optimal performance given by the Cramer-Rao bounds. Finally, a number of applications have been discussed where sparsity can be taken advantage of. The comprehensive coverage given in this article should lead to further research in sparse sampling, as well as new applications. One main application to use the theory presented in this article is ultra-wide band (UWB) communications
Bayesian Estimation for Continuous-Time Sparse Stochastic Processes
We consider continuous-time sparse stochastic processes from which we have
only a finite number of noisy/noiseless samples. Our goal is to estimate the
noiseless samples (denoising) and the signal in-between (interpolation
problem).
By relying on tools from the theory of splines, we derive the joint a priori
distribution of the samples and show how this probability density function can
be factorized. The factorization enables us to tractably implement the maximum
a posteriori and minimum mean-square error (MMSE) criteria as two statistical
approaches for estimating the unknowns. We compare the derived statistical
methods with well-known techniques for the recovery of sparse signals, such as
the norm and Log (- relaxation) regularization
methods. The simulation results show that, under certain conditions, the
performance of the regularization techniques can be very close to that of the
MMSE estimator.Comment: To appear in IEEE TS
Joint recovery algorithms using difference of innovations for distributed compressed sensing
Distributed compressed sensing is concerned with representing an ensemble of
jointly sparse signals using as few linear measurements as possible. Two novel
joint reconstruction algorithms for distributed compressed sensing are
presented in this paper. These algorithms are based on the idea of using one of
the signals as side information; this allows to exploit joint sparsity in a
more effective way with respect to existing schemes. They provide gains in
reconstruction quality, especially when the nodes acquire few measurements, so
that the system is able to operate with fewer measurements than is required by
other existing schemes. We show that the algorithms achieve better performance
with respect to the state-of-the-art.Comment: Conference Record of the Forty Seventh Asilomar Conference on
Signals, Systems and Computers (ASILOMAR), 201
Sub-Nyquist Sampling: Bridging Theory and Practice
Sampling theory encompasses all aspects related to the conversion of
continuous-time signals to discrete streams of numbers. The famous
Shannon-Nyquist theorem has become a landmark in the development of digital
signal processing. In modern applications, an increasingly number of functions
is being pushed forward to sophisticated software algorithms, leaving only
those delicate finely-tuned tasks for the circuit level.
In this paper, we review sampling strategies which target reduction of the
ADC rate below Nyquist. Our survey covers classic works from the early 50's of
the previous century through recent publications from the past several years.
The prime focus is bridging theory and practice, that is to pinpoint the
potential of sub-Nyquist strategies to emerge from the math to the hardware. In
that spirit, we integrate contemporary theoretical viewpoints, which study
signal modeling in a union of subspaces, together with a taste of practical
aspects, namely how the avant-garde modalities boil down to concrete signal
processing systems. Our hope is that this presentation style will attract the
interest of both researchers and engineers in the hope of promoting the
sub-Nyquist premise into practical applications, and encouraging further
research into this exciting new frontier.Comment: 48 pages, 18 figures, to appear in IEEE Signal Processing Magazin
Dynamics and sparsity in latent threshold factor models: A study in multivariate EEG signal processing
We discuss Bayesian analysis of multivariate time series with dynamic factor
models that exploit time-adaptive sparsity in model parametrizations via the
latent threshold approach. One central focus is on the transfer responses of
multiple interrelated series to underlying, dynamic latent factor processes.
Structured priors on model hyper-parameters are key to the efficacy of dynamic
latent thresholding, and MCMC-based computation enables model fitting and
analysis. A detailed case study of electroencephalographic (EEG) data from
experimental psychiatry highlights the use of latent threshold extensions of
time-varying vector autoregressive and factor models. This study explores a
class of dynamic transfer response factor models, extending prior Bayesian
modeling of multiple EEG series and highlighting the practical utility of the
latent thresholding concept in multivariate, non-stationary time series
analysis.Comment: 27 pages, 13 figures, link to external web site for supplementary
animated figure
Distributed Constrained Recursive Nonlinear Least-Squares Estimation: Algorithms and Asymptotics
This paper focuses on the problem of recursive nonlinear least squares
parameter estimation in multi-agent networks, in which the individual agents
observe sequentially over time an independent and identically distributed
(i.i.d.) time-series consisting of a nonlinear function of the true but unknown
parameter corrupted by noise. A distributed recursive estimator of the
\emph{consensus} + \emph{innovations} type, namely , is
proposed, in which the agents update their parameter estimates at each
observation sampling epoch in a collaborative way by simultaneously processing
the latest locally sensed information~(\emph{innovations}) and the parameter
estimates from other agents~(\emph{consensus}) in the local neighborhood
conforming to a pre-specified inter-agent communication topology. Under rather
weak conditions on the connectivity of the inter-agent communication and a
\emph{global observability} criterion, it is shown that at every network agent,
the proposed algorithm leads to consistent parameter estimates. Furthermore,
under standard smoothness assumptions on the local observation functions, the
distributed estimator is shown to yield order-optimal convergence rates, i.e.,
as far as the order of pathwise convergence is concerned, the local parameter
estimates at each agent are as good as the optimal centralized nonlinear least
squares estimator which would require access to all the observations across all
the agents at all times. In order to benchmark the performance of the proposed
distributed estimator with that of the centralized nonlinear
least squares estimator, the asymptotic normality of the estimate sequence is
established and the asymptotic covariance of the distributed estimator is
evaluated. Finally, simulation results are presented which illustrate and
verify the analytical findings.Comment: 28 pages. Initial Submission: Feb. 2016, Revised: July 2016,
Accepted: September 2016, To appear in IEEE Transactions on Signal and
Information Processing over Networks: Special Issue on Inference and Learning
over Network
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