Tensor Decompositions for Signal Processing Applications From Two-way to Multiway Component Analysis

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that higher-order tensors (i.e., multiway arrays) enable such a fundamental paradigm shift towards models that are essentially polynomial and whose uniqueness, unlike the matrix methods, is guaranteed under verymild and natural conditions. Benefiting fromthe power ofmultilinear algebra as theirmathematical backbone, data analysis techniques using tensor decompositions are shown to have great flexibility in the choice of constraints that match data properties, and to find more general latent components in the data than matrix-based methods. A comprehensive introduction to tensor decompositions is provided from a signal processing perspective, starting from the algebraic foundations, via basic Canonical Polyadic and Tucker models, through to advanced cause-effect and multi-view data analysis schemes. We show that tensor decompositions enable natural generalizations of some commonly used signal processing paradigms, such as canonical correlation and subspace techniques, signal separation, linear regression, feature extraction and classification. We also cover computational aspects, and point out how ideas from compressed sensing and scientific computing may be used for addressing the otherwise unmanageable storage and manipulation problems associated with big datasets. The concepts are supported by illustrative real world case studies illuminating the benefits of the tensor framework, as efficient and promising tools for modern signal processing, data analysis and machine learning applications; these benefits also extend to vector/matrix data through tensorization. Keywords: ICA, NMF, CPD, Tucker decomposition, HOSVD, tensor networks, Tensor Train

Modeling of wide-band MIMO radio channels based on NLoS indoor measurements

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Compressive Hyperspectral Imaging Using Progressive Total Variation

Compressed Sensing (CS) is suitable for remote acquisition of hyperspectral images for earth observation, since it could exploit the strong spatial and spectral correlations, llowing to simplify the architecture of the onboard sensors. Solutions proposed so far tend to decouple spatial and spectral dimensions to reduce the complexity of the reconstruction, not taking into account that onboard sensors progressively acquire spectral rows rather than acquiring spectral channels. For this reason, we propose a novel progressive CS architecture based on separate sensing of spectral rows and joint reconstruction employing Total Variation. Experimental results run on raw AVIRIS and AIRS images confirm the validity of the proposed system.Comment: To be published on ICASSP 2014 proceeding

Multisource Self-calibration for Sensor Arrays

Calibration of a sensor array is more involved if the antennas have direction dependent gains and multiple calibrator sources are simultaneously present. We study this case for a sensor array with arbitrary geometry but identical elements, i.e. elements with the same direction dependent gain pattern. A weighted alternating least squares (WALS) algorithm is derived that iteratively solves for the direction independent complex gains of the array elements, their noise powers and their gains in the direction of the calibrator sources. An extension of the problem is the case where the apparent calibrator source locations are unknown, e.g., due to refractive propagation paths. For this case, the WALS method is supplemented with weighted subspace fitting (WSF) direction finding techniques. Using Monte Carlo simulations we demonstrate that both methods are asymptotically statistically efficient and converge within two iterations even in cases of low SNR.Comment: 11 pages, 8 figure

Angular resolution limit for deterministic correlated sources

This paper is devoted to the analysis of the angular resolution limit (ARL), an important performance measure in the directions-of-arrival estimation theory. The main fruit of our endeavor takes the form of an explicit, analytical expression of this resolution limit, w.r.t. the angular parameters of interest between two closely spaced point sources in the far-field region. As by-products, closed-form expressions of the Cram\'er-Rao bound have been derived. Finally, with the aid of numerical tools, we confirm the validity of our derivation and provide a detailed discussion on several enlightening properties of the ARL revealed by our expression, with an emphasis on the impact of the signal correlation

Space Time MUSIC: Consistent Signal Subspace Estimation for Wide-band Sensor Arrays

Wide-band Direction of Arrival (DOA) estimation with sensor arrays is an essential task in sonar, radar, acoustics, biomedical and multimedia applications. Many state of the art wide-band DOA estimators coherently process frequency binned array outputs by approximate Maximum Likelihood, Weighted Subspace Fitting or focusing techniques. This paper shows that bin signals obtained by filter-bank approaches do not obey the finite rank narrow-band array model, because spectral leakage and the change of the array response with frequency within the bin create \emph{ghost sources} dependent on the particular realization of the source process. Therefore, existing DOA estimators based on binning cannot claim consistency even with the perfect knowledge of the array response. In this work, a more realistic array model with a finite length of the sensor impulse responses is assumed, which still has finite rank under a space-time formulation. It is shown that signal subspaces at arbitrary frequencies can be consistently recovered under mild conditions by applying MUSIC-type (ST-MUSIC) estimators to the dominant eigenvectors of the wide-band space-time sensor cross-correlation matrix. A novel Maximum Likelihood based ST-MUSIC subspace estimate is developed in order to recover consistency. The number of sources active at each frequency are estimated by Information Theoretic Criteria. The sample ST-MUSIC subspaces can be fed to any subspace fitting DOA estimator at single or multiple frequencies. Simulations confirm that the new technique clearly outperforms binning approaches at sufficiently high signal to noise ratio, when model mismatches exceed the noise floor.Comment: 15 pages, 10 figures. Accepted in a revised form by the IEEE Trans. on Signal Processing on 12 February 1918. @IEEE201