Performance Analysis of l_0 Norm Constraint Least Mean Square Algorithm

As one of the recently proposed algorithms for sparse system identification, $l_0$ norm constraint Least Mean Square ($l_0$-LMS) algorithm modifies the cost function of the traditional method with a penalty of tap-weight sparsity. The performance of $l_0$-LMS is quite attractive compared with its various precursors. However, there has been no detailed study of its performance. This paper presents all-around and throughout theoretical performance analysis of $l_0$-LMS for white Gaussian input data based on some reasonable assumptions. Expressions for steady-state mean square deviation (MSD) are derived and discussed with respect to algorithm parameters and system sparsity. The parameter selection rule is established for achieving the best performance. Approximated with Taylor series, the instantaneous behavior is also derived. In addition, the relationship between $l_0$-LMS and some previous arts and the sufficient conditions for $l_0$-LMS to accelerate convergence are set up. Finally, all of the theoretical results are compared with simulations and are shown to agree well in a large range of parameter setting.Comment: 31 pages, 8 figure

Sparse Distributed Learning Based on Diffusion Adaptation

This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing, to enhance the detection of sparsity via a diffusive process over the network. The resulting algorithms endow networks with learning abilities and allow them to learn the sparse structure from the incoming data in real-time, and also to track variations in the sparsity of the model. We provide convergence and mean-square performance analysis of the proposed method and show under what conditions it outperforms the unregularized diffusion version. We also show how to adaptively select the regularization parameter. Simulation results illustrate the advantage of the proposed filters for sparse data recovery.Comment: to appear in IEEE Trans. on Signal Processing, 201

Entropy-Functional-Based Online Adaptive Decision Fusion Framework with Application to Wildfire Detection in Video

Cataloged from PDF version of article.In this paper, an entropy-functional-based online adaptive decision fusion (EADF) framework is developed for image analysis and computer vision applications. In this framework, it is assumed that the compound algorithm consists of several subalgorithms, each of which yields its own decision as a real number centered around zero, representing the confidence level of that particular subalgorithm. Decision values are linearly combined with weights that are updated online according to an active fusion method based on performing entropic projections onto convex sets describing subalgorithms. It is assumed that there is an oracle, who is usually a human operator, providing feedback to the decision fusion method. A video-based wildfire detection system was developed to evaluate the performance of the decision fusion algorithm. In this case, image data arrive sequentially, and the oracle is the security guard of the forest lookout tower, verifying the decision of the combined algorithm. The simulation results are presented

Graph-based techniques for compression and reconstruction of sparse sources

The main goal of this thesis is to develop lossless compression schemes for analog and binary sources. All the considered compression schemes have as common feature that the encoder can be represented by a graph, so they can be studied employing tools from modern coding theory. In particular, this thesis is focused on two compression problems: the group testing and the noiseless compressed sensing problems. Although both problems may seem unrelated, in the thesis they are shown to be very close. Furthermore, group testing has the same mathematical formulation as non-linear binary source compression schemes that use the OR operator. In this thesis, the similarities between these problems are exploited. The group testing problem is aimed at identifying the defective subjects of a population with as few tests as possible. Group testing schemes can be divided into two groups: adaptive and non-adaptive group testing schemes. The former schemes generate tests sequentially and exploit the partial decoding results to attempt to reduce the overall number of tests required to label all members of the population, whereas non-adaptive schemes perform all the test in parallel and attempt to label as many subjects as possible. Our contributions to the group testing problem are both theoretical and practical. We propose a novel adaptive scheme aimed to efficiently perform the testing process. Furthermore, we develop tools to predict the performance of both adaptive and non-adaptive schemes when the number of subjects to be tested is large. These tools allow to characterize the performance of adaptive and non-adaptive group testing schemes without simulating them. The goal of the noiseless compressed sensing problem is to retrieve a signal from its lineal projection version in a lower-dimensional space. This can be done only whenever the amount of null components of the original signal is large enough. Compressed sensing deals with the design of sampling schemes and reconstruction algorithms that manage to reconstruct the original signal vector with as few samples as possible. In this thesis we pose the compressed sensing problem within a probabilistic framework, as opposed to the classical compression sensing formulation. Recent results in the state of the art show that this approach is more efficient than the classical one. Our contributions to noiseless compressed sensing are both theoretical and practical. We deduce a necessary and sufficient matrix design condition to guarantee that the reconstruction is lossless. Regarding the design of practical schemes, we propose two novel reconstruction algorithms based on message passing over the sparse representation of the matrix, one of them with very low computational complexity.El objetivo principal de la tesis es el desarrollo de esquemas de compresión sin pérdidas para fuentes analógicas y binarias. Los esquemas analizados tienen en común la representación del compresor mediante un grafo; esto ha permitido emplear en su estudio las herramientas de codificación modernas. Más concretamente la tesis estudia dos problemas de compresión en particular: el diseño de experimentos de testeo comprimido de poblaciones (de sangre, de presencia de elementos contaminantes, secuenciado de ADN, etcétera) y el muestreo comprimido de señales reales en ausencia de ruido. A pesar de que a primera vista parezcan problemas totalmente diferentes, en la tesis mostramos que están muy relacionados. Adicionalmente, el problema de testeo comprimido de poblaciones tiene una formulación matemática idéntica a los códigos de compresión binarios no lineales basados en puertas OR. En la tesis se explotan las similitudes entre todos estos problemas. Existen dos aproximaciones al testeo de poblaciones: el testeo adaptativo y el no adaptativo. El primero realiza los test de forma secuencial y explota los resultados parciales de estos para intentar reducir el número total de test necesarios, mientras que el segundo hace todos los test en bloque e intenta extraer el máximo de datos posibles de los test. Nuestras contribuciones al problema de testeo comprimido han sido tanto teóricas como prácticas. Hemos propuesto un nuevo esquema adaptativo para realizar eficientemente el proceso de testeo. Además hemos desarrollado herramientas que permiten predecir el comportamiento tanto de los esquemas adaptativos como de los esquemas no adaptativos cuando el número de sujetos a testear es elevado. Estas herramientas permiten anticipar las prestaciones de los esquemas de testeo sin necesidad de simularlos. El objetivo del muestreo comprimido es recuperar una señal a partir de su proyección lineal en un espacio de menor dimensión. Esto sólo es posible si se asume que la señal original tiene muchas componentes que son cero. El problema versa sobre el diseño de matrices y algoritmos de reconstrucción que permitan implementar esquemas de muestreo y reconstrucción con un número mínimo de muestras. A diferencia de la formulación clásica de muestreo comprimido, en esta tesis se ha empleado un modelado probabilístico de la señal. Referencias recientes en la literatura demuestran que este enfoque permite conseguir esquemas de compresión y descompresión más eficientes. Nuestras contribuciones en el campo de muestreo comprimido de fuentes analógicas dispersas han sido también teóricas y prácticas. Por un lado, la deducción de la condición necesaria y suficiente que debe garantizar la matriz de muestreo para garantizar que se puede reconstruir unívocamente la secuencia de fuente. Por otro lado, hemos propuesto dos algoritmos, uno de ellos de baja complejidad computacional, que permiten reconstruir la señal original basados en paso de mensajes entre los nodos de la representación gráfica de la matriz de proyección.Postprint (published version