On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling

Cataloged from PDF version of article.Engineering design problems, especially in signal and image processing, give rise to linear least squares problems arising from discretization of some inverse problem. The associated data are typically subject to error in these applications while the computed solution may only be implemented up to limited accuracy digits, i.e., quantized. In the present paper, we advocate the use of the robust counterpart approach of Ben-Tal and Nemirovski to address these issues simultaneously. Approximate robust counterpart problems are derived, which leads to semidefinite programming problems yielding stable solutions to overdetermined systems of linear equations affected by both data uncertainty and implementation errors, as evidenced by numerical examples from stochastic signal modeling. © 2003 Elsevier Inc. All rights reserved

Optimal stochastic signaling for power-constrained binary communications systems

Cataloged from PDF version of article.Optimal stochastic signaling is studied under second and fourth moment constraints for the detection of scalar-valued binary signals in additive noise channels. Sufficient conditions are obtained to specify when the use of stochastic signals instead of deterministic ones can or cannot improve the error performance of a given binary communications system. Also, statistical characterization of optimal signals is presented, and it is shown that an optimal stochastic signal can be represented by a randomization of at most three different signal levels. In addition, the power constraints achieved by optimal stochastic signals are specified under various conditions. Furthermore, two approaches for solving the optimal stochastic signaling problem are proposed; one based on particle swarm optimization (PSO) and the other based on convex relaxation of the original optimization problem. Finally, simulations are performed to investigate the theoretical results, and extensions of the results to -ary communications systems and to other criteria than the average probability of error are discussed

Stochastic signaling in the presence of channel state information uncertainty

Cataloged from PDF version of article.In this paper, stochastic signaling is studied for power-constrained scalar valued binary communications systems in the presence of uncertainties in channel state information (CSI). First, stochastic signaling based on the available imperfect channel coefficient at the transmitter is analyzed, and it is shown that optimal signals can be represented by a randomization between at most two distinct signal levels for each symbol. Then, performance of stochastic signaling and conventional deterministic signaling is compared for this scenario, and sufficient conditions are derived for improvability and nonimprovability of deterministic signaling via stochastic signaling in the presence of CSI uncertainty. Furthermore, under CSI uncertainty, two different stochastic signaling strategies, namely, robust stochastic signaling and stochastic signaling with averaging, are proposed. For the robust stochastic signaling problem, sufficient conditions are derived for reducing the problem to a simpler form. It is shown that the optimal signal for each symbol can be expressed as a randomization between at most two distinct signal values for stochastic signaling with averaging, as well as for robust stochastic signaling under certain conditions. Finally, two numerical examples are presented to explore the theoretical results. (C) 2012 Elsevier Inc. All rights reserve

Maximum likelihood estimation of Gaussian mixture models using stochastic search

Cataloged from PDF version of article.Gaussian mixture models (GMM), commonly used in pattern recognition and machine learning, provide a flexible probabilistic model for the data. The conventional expectation-maximization (EM) algorithm for the maximum likelihood estimation of the parameters of GMMs is very sensitive to initialization and easily gets trapped in local maxima. Stochastic search algorithms have been popular alternatives for global optimization but their uses for GMM estimation have been limited to constrained models using identity or diagonal covariance matrices. Our major contributions in this paper are twofold. First, we present a novel parametrization for arbitrary covariance matrices that allow independent updating of individual parameters while retaining validity of the resultant matrices. Second, we propose an effective parameter matching technique to mitigate the issues related with the existence of multiple candidate solutions that are equivalent under permutations of the GMM components. Experiments on synthetic and real data sets show that the proposed framework has a robust performance and achieves significantly higher likelihood values than the EM algorithm. (C) 2012 Elsevier Ltd. All rights reserved

Perturbed Orthogonal Matching Pursuit

Cataloged from PDF version of article.Compressive Sensing theory details how a sparsely represented signal in a known basis can be reconstructed with an underdetermined linear measurement model. However, in reality there is a mismatch between the assumed and the actual bases due to factors such as discretization of the parameter space defining basis components, sampling jitter in A/D conversion, and model errors. Due to this mismatch, a signal may not be sparse in the assumed basis, which causes significant performance degradation in sparse reconstruction algorithms. To eliminate the mismatch problem, this paper presents a novel perturbed orthogonal matching pursuit (POMP) algorithm that performs controlled perturbation of selected support vectors to decrease the orthogonal residual at each iteration. Based on detailed mathematical analysis, conditions for successful reconstruction are derived. Simulations show that robust results with much smaller reconstruction errors in the case of perturbed bases can be obtained as compared to standard sparse reconstruction techniques

Sparse ground-penetrating radar imaging method for off-the-grid target problem

Cataloged from PDF version of article.Spatial sparsity of the target space in subsurface or through-the-wall imaging applications has been successfully used within the compressive-sensing framework to decrease the data acquisition load in practical systems, while also generating high-resolution images. The developed techniques in this area mainly discretize the continuous target space into grid points and generate a dictionary of model data that is used in image-reconstructing optimization problems. However, for targets that do not coincide with the computation grid, imaging performance degrades considerably. This phenomenon is known as the off-grid problem. This paper presents a novel sparse ground-penetrating radar imaging method that is robust for off-grid targets. The proposed technique is an iterative orthogonal matching pursuit-based method that uses gradient-based steepest ascent-type iterations to locate the off-grid target. Simulations show that robust results with much smaller reconstruction errors are obtained for multiple off-grid targets compared to standard sparse reconstruction techniques. (c) 2013 SPIE and IS&

SAR image reconstruction by expectation maximization based matching pursuit

Cataloged from PDF version of article.Synthetic Aperture Radar (SAR) provides high resolution images of terrain and target reflectivity. SAR systems are indispensable in many remote sensing applications. Phase errors due to uncompensated platform motion degrade resolution in reconstructed images. A multitude of autofocusing techniques has been proposed to estimate and correct phase errors in SAR images. Some autofocus techniques work as a post-processor on reconstructed images and some are integrated into the image reconstruction algorithms. Compressed Sensing (CS), as a relatively new theory, can be applied to sparse SAR image reconstruction especially in detection of strong targets. Autofocus can also be integrated into CS based SAR image reconstruction techniques. However, due to their high computational complexity, CS based techniques are not commonly used in practice. To improve efficiency of image reconstruction we propose a novel CS based SAR imaging technique which utilizes recently proposed Expectation Maximization based Matching Pursuit (EMMP) algorithm. EMMP algorithm is greedy and computationally less complex enabling fast SAR image reconstructions. The proposed EMMP based SAR image reconstruction technique also performs autofocus and image reconstruction simultaneously. Based on a variety of metrics, performance of the proposed EMMP based SAR image reconstruction technique is investigated. The obtained results show that the proposed technique provides high resolution images of sparse target scenes while performing highly accurate motion compensation. (C) 2014 Elsevier Inc. All rights reserved

Structured least squares problems and robust estimators

Cataloged from PDF version of article.A novel approach is proposed to provide robust and accurate estimates for linear regression problems when both the measurement vector and the coefficient matrix are structured and subject to errors or uncertainty. A new analytic formulation is developed in terms of the gradient flow of the residual norm to analyze and provide estimates to the regression. The presented analysis enables us to establish theoretical performance guarantees to compare with existing methods and also offers a criterion to choose the regularization parameter autonomously. Theoretical results and simulations in applications such as blind identification, multiple frequency estimation and deconvolution show that the proposed technique outperforms alternative methods in mean-squared error for a significant range of signal-to-noise ratio values

A robust compressive sensing based technique for reconstruction of sparse radar scenes

Cataloged from PDF version of article.Pulse-Doppler radar has been successfully applied to surveillance and tracking of both moving and stationary targets. For efficient processing of radar returns, delay–Doppler plane is discretized and FFT techniques are employed to compute matched filter output on this discrete grid. However, for targets whose delay–Doppler values do not coincide with the computation grid, the detection performance degrades considerably. Especially for detecting strong and closely spaced targets this causes miss detections and false alarms. This phenomena is known as the off-grid problem. Although compressive sensing based techniques provide sparse and high resolution results at sub-Nyquist sampling rates, straightforward application of these techniques is significantly more sensitive to the off-grid problem. Here a novel parameter perturbation based sparse reconstruction technique is proposed for robust delay– Doppler radar processing even under the off-grid case. Although the perturbation idea is general and can be implemented in association with other greedy techniques, presently it is used within an orthogonal matching pursuit (OMP) framework. In the proposed technique, the selected dictionary parameters are perturbed towards directions to decrease the orthogonal residual norm. The obtained results show that accurate and sparse reconstructions can be obtained for off-grid multi target cases. A new performance metric based on Kullback–Leibler Divergence (KLD) is proposed to better characterize the error between actual and reconstructed parameter spaces. Increased performance with lower reconstruction errors are obtained for all the tested performance criteria for the proposed technique compared to conventional OMP and 1 minimization techniques. © 2013 Elsevier Inc. All rights reserve

A robust low-rate coding scheme for packet video

Due to the rapidly evolving field of image processing and networking, video information promises to be an important part of telecommunication systems. Although up to now video transmission has been transported mainly over circuit-switched networks, it is likely that packet-switched networks will dominate the communication world in the near future. Asynchronous transfer mode (ATM) techniques in broadband-ISDN can provide a flexible, independent and high performance environment for video communication. For this paper, the network simulator was used only as a channel in this simulation. Mixture blocking coding with progressive transmission (MBCPT) has been investigated for use over packet networks and has been found to provide high compression rate with good visual performance, robustness to packet loss, tractable integration with network mechanics and simplicity in parallel implementation