Role of anticausal inverses in multirate filter-banks. I. System-theoretic fundamentals

In a maximally decimated filter bank with identical decimation ratios for all channels, the perfect reconstructibility property and the nature of reconstruction filters (causality, stability, FIR property, and so on) depend on the properties of the polyphase matrix. Various properties and capabilities of the filter bank depend on the properties of the polyphase matrix as well as the nature of its inverse. In this paper we undertake a study of the types of inverses and characterize them according to their system theoretic properties (i.e., properties of state-space descriptions, McMillan degree, degree of determinant, and so forth). We find in particular that causal polyphase matrices with anticausal inverses have an important role in filter bank theory. We study their properties both for the FIR and IIR cases. Techniques for implementing anticausal IIR inverses based on state space descriptions are outlined. It is found that causal FIR matrices with anticausal FIR inverses (cafacafi) have a key role in the characterization of FIR filter banks. In a companion paper, these results are applied for the factorization of biorthogonal FIR filter banks, and a generalization of the lapped orthogonal transform called the biorthogonal lapped transform (BOLT) developed

Vector space framework for unification of one- and multidimensional filter bank theory

A number of results in filter bank theory can be viewed using vector space notations. This simplifies the proofs of many important results. In this paper, we first introduce the framework of vector space, and then use this framework to derive some known and some new filter bank results as well. For example, the relation among the Hermitian image property, orthonormality, and the perfect reconstruction (PR) property is well-known for the case of one-dimensional (1-D) analysis/synthesis filter banks. We can prove the same result in a more general vector space setting. This vector space framework has the advantage that even the most general filter banks, namely, multidimensional nonuniform filter banks with rational decimation matrices, become a special case. Many results in 1-D filter bank theory are hence extended to the multidimensional case, with some algebraic manipulations of integer matrices. Some examples are: the equivalence of biorthonormality and the PR property, the interchangeability of analysis and synthesis filters, the connection between analysis/synthesis filter banks and synthesis/analysis transmultiplexers, etc. Furthermore, we obtain the subband convolution scheme by starting from the generalized Parseval's relation in vector space. Several theoretical results of wavelet transform can also be derived using this framework. In particular, we derive the wavelet convolution theorem

Role of anticausal inverses in multirate filter-banks. II. The FIR case, factorizations, and biorthogonal lapped transforms

For pt. I see ibid., vol.43, no.5, p.1090, 1990. In part I we studied the system-theoretic properties of discrete time transfer matrices in the context of inversion, and classified them according to the types of inverses they had. In particular, we outlined the role of causal FIR matrices with anticausal FIR inverses (abbreviated cafacafi) in the characterization of FIR perfect reconstruction (PR) filter banks. Essentially all FIR PR filter banks can be characterized by causal FIR polyphase matrices having anticausal FIR inverses. In this paper, we introduce the most general degree-one cafacafi building block, and consider the problem of factorizing cafacafi systems into these building blocks. Factorizability conditions are developed. A special class of cafacafi systems called the biorthogonal lapped transform (BOLT) is developed, and shown to be factorizable. This is a generalization of the well-known lapped orthogonal transform (LOT). Examples of unfactorizable cafacafi systems are also demonstrated. Finally it is shown that any causal FIR matrix with FIR inverse can be written as a product of a factorizable cafacafi system and a unimodular matrix

The role of integer matrices in multidimensional multirate systems

The basic building blocks in a multidimensional (MD) multirate system are the decimation matrix M and the expansion matrix L. For the D-dimensional case these are D×D nonsingular integer matrices. When these matrices are diagonal, most of the one-dimensional (ID) results can be extended automatically. However, for the nondiagonal case, these extensions are nontrivial. Some of these extensions, e.g., polyphase decomposition and maximally decimated perfect reconstruction systems, have already been successfully made by some authors. However, there exist several ID results in multirate processing, for which the multidimensional extensions are even more difficult. An example is the development of polyphase representation for rational (rather than integer) sampling rate alterations. In the ID case, this development relies on the commutativity of decimators and expanders, which is possible whenever M and L are relatively prime (coprime). The conditions for commutativity in the two-dimensional (2D) case have recently been developed successfully in [1]. In the MD case, the results are more involved. In this paper we formulate and solve a number of problems of this nature. Our discussions are based on several key properties of integer matrices, including greatest common divisors and least common multiples, which we first review. These properties are analogous to those of polynomial matrices, some of which have been used in system theoretic work (e.g., matrix fraction descriptions, coprime matrices, Smith form, and so on)

Unified eigenfilter approach: with applications to spectral/spatial filtering

The eigenfilter approach is extended to solve general least-squares approximation problems with linear constraints. Such extension unifies previous work in eigenfilters and many other filter design problems, including spectral/spatial filtering, one-dimensional or multidimensional filters, data independent or statistically optimal filtering, etc. With this approach, various filter design problems are transformed into problems of finding an eigenvector of a positive definite matrix that is determined by filter design specifications. This approach has the advantage that many filter design constraints can be incorporated easily. A number of design examples are presented to show the usefulness and flexibility of the proposed approach

DSAC-C: Constrained Maximum Entropy for Robust Discrete Soft-Actor Critic

We present a novel extension to the family of Soft Actor-Critic (SAC) algorithms. We argue that based on the Maximum Entropy Principle, discrete SAC can be further improved via additional statistical constraints derived from a surrogate critic policy. Furthermore, our findings suggests that these constraints provide an added robustness against potential domain shifts, which are essential for safe deployment of reinforcement learning agents in the real-world. We provide theoretical analysis and show empirical results on low data regimes for both in-distribution and out-of-distribution variants of Atari 2600 games