System Identification With Sparse Coprime Sensing

Given a continuous time LTI system with impulse response h_c(t), it is shown that the uniformly spaced samples h_c(nT) can be identified for any chosen spacing by using an impulse train input with an arbitrarily small rate 1/NT and sampling the system output with an arbitrarily small rate 1/MT, provided M and N are coprime. This idea, referred to here as the sparse coprime sensing method for system identification, is closely related to well known results in multirate signal processing. It is shown that the problem can be related to the identification of a decimation filter from input-output measurements. It is also shown that the problem is equivalent to the identification of a discrete time N x M LTI system from a knowledge of the full rate input and output vector sequences

Extending classical multirate signal processing theory to graphs

A variety of different areas consider signals that are defined over graphs. Motivated by the advancements in graph signal processing, this study first reviews some of the recent results on the extension of classical multirate signal processing to graphs. In these results, graphs are allowed to have directed edges. The possibly non-symmetric adjacency matrix A is treated as the graph operator. These results investigate the fundamental concepts for multirate processing of graph signals such as noble identities, aliasing, and perfect reconstruction (PR). It is shown that unless the graph satisfies some conditions, these concepts cannot be extended to graph signals in a simple manner. A structure called M-Block cyclic structure is shown to be sufficient to generalize the results for bipartite graphs on two-channels to M-channel filter banks. Many classical multirate ideas can be extended to graphs due to the unique eigenstructure of M-Block cyclic graphs. For example, the PR condition for filter banks on these graphs is identical to PR in classical theory, which allows the use of well-known filter bank design techniques. In order to utilize these results, the adjacency matrix of an M-Block cyclic graph should be given in the correct permutation. In the final part, this study proposes a spectral technique to identify the hidden M-Block cyclic structure from a graph with noisy edges whose adjacency matrix is given under a random permutation. Numerical simulation results show that the technique can recover the underlying M-Block structure in the presence of random addition and deletion of the edges

Zero-Forcing DFE Transceiver Design Over Slowly Time-Varying MIMO Channels Using ST-GTD

This paper considers the optimization of transceivers with decision feedback equalizers (DFE) for slowly time-varying memoryless multi-input multi-output (MIMO) channels. The data vectors are grouped into space-time blocks (ST-blocks) for the spatial and temporal precoding to take advantage of the diversity offered by time-varying channels. The space-time generalized triangular decomposition (ST-GTD) is proposed for application in time-varying channels. Under the assumption that the instantaneous channel state information at the transmitter (CSIT) and receiver (CSIR), and the channel prediction are available, we also propose the space-time geometric mean decomposition (ST-GMD) system based on ST-GTD. Under perfect channel prediction, the system minimizes both the arithmetic MSE at the feedback detector, and the average un-coded bit error rate (BER) in moderate high signal to noise ratio (SNR) region. For practical applications, a novel ST-GTD based system which does not require channel prediction but shares the same asymptotic BER performance with the ST-GMD system is also proposed. At the moderate high SNR region, our analysis and numerical results show that all the proposed systems have better BER performance than the conventional GMD-based systems over time-varying channels; the average BERs of the proposed systems are non-increasing functions of the ST-block size

Extending classical multirate signal processing theory to graphs

A variety of different areas consider signals that are defined over graphs. Motivated by the advancements in graph signal processing, this study first reviews some of the recent results on the extension of classical multirate signal processing to graphs. In these results, graphs are allowed to have directed edges. The possibly non-symmetric adjacency matrix A is treated as the graph operator. These results investigate the fundamental concepts for multirate processing of graph signals such as noble identities, aliasing, and perfect reconstruction (PR). It is shown that unless the graph satisfies some conditions, these concepts cannot be extended to graph signals in a simple manner. A structure called M-Block cyclic structure is shown to be sufficient to generalize the results for bipartite graphs on two-channels to M-channel filter banks. Many classical multirate ideas can be extended to graphs due to the unique eigenstructure of M-Block cyclic graphs. For example, the PR condition for filter banks on these graphs is identical to PR in classical theory, which allows the use of well-known filter bank design techniques. In order to utilize these results, the adjacency matrix of an M-Block cyclic graph should be given in the correct permutation. In the final part, this study proposes a spectral technique to identify the hidden M-Block cyclic structure from a graph with noisy edges whose adjacency matrix is given under a random permutation. Numerical simulation results show that the technique can recover the underlying M-Block structure in the presence of random addition and deletion of the edges

Nonuniform principal component filter banks: definitions, existence, and optimality

The optimality of principal component filter banks (PCFBs) for data compression has been observed in many works to varying extents. Recent work by the authors has made explicit the precise connection between the optimality of uniform orthonormal filter banks (FBs) and the principal component property: The PCFB is optimal whenever the minimization objective is a concave function of the subband variances of the FB. This gives a unified explanation of PCFB optimality for compression, denoising and progressive transmission. However not much is known for the case when the optimization is over a class of nonuniform Fbs. In this paper we first define the notion of a PCFB for a class of nonuniform orthonormal Fbs. We then show how it generalizes the uniform PCFBs by being optimal for a certain family of concave objectives. Lastly, we show that existence of nonuniform PCFBs could imply severe restrictions on the input power spectrum. For example, for the class of unconstrained orthonormal nonuniform Fbs with any given set of decimators that are not all equal, there is no PCFB if the input spectrum is strictly monotone

On the Role of the Bounded Lemma in the SDP Formulation of Atomic Norm Problems

In problems involving the optimization of atomic norms, an upper bound on the dual atomic norm often arises as a constraint. For the special case of line spectral estimation, this upper bound on the dual atomic norm reduces to upper-bounding the magnitude response of a finite impulse response filter by a constant. It is well known that this can be rewritten as a semidefinite constraint, leading to an elegant semidefinite programming formulation of the atomic norm minimization problem. This result is a direct consequence of some classical results in system theory, well known for many decades. This is not detailed in the literature on atomic norms, quite understandably, because the emphasis therein is different. In fact, these connections can be found in the book by B. A. Dumitrescu, cited widely in the atomic norm literature. However, they are spread out among many different results and formulations. This letter makes the connection more clear by appealing to one simple result from system theory, thereby making it more transparent to wider audience

IIR Filtering on Graphs with Random Node-Asynchronous Updates

Graph filters play an important role in graph signal processing, in which the data is analyzed with respect to the underlying network (graph) structure. As an extension to classical signal processing, graph filters are generally constructed as a polynomial (FIR), or a rational (IIR) function of the underlying graph operator, which can be implemented via successive shifts on the graph. Although the graph shift is a localized operation, it requires all nodes to communicate synchronously, which can be a limitation for large scale networks. To overcome this limitation, this study proposes a node-asynchronous implementation of rational filters on arbitrary graphs. In the proposed algorithm nodes follow a randomized collect-compute-broadcast scheme: if a node is in the passive stage it collects the data sent by its incoming neighbors and stores only the most recent data. When a node gets into the active stage at a random time instance, it does the necessary filtering computations locally, and broadcasts a state vector to its outgoing neighbors. For the analysis of the algorithm, this study first considers a general case of randomized asynchronous state recursions and presents a sufficiency condition for its convergence. Based on this result, the proposed algorithm is proven to converge to the filter output in the mean-squared sense when the filter, the graph operator and the update rate of the nodes satisfy a certain condition. The proposed algorithm is simulated using rational and polynomial filters, and its convergence is demonstrated for various different cases, which also shows the robustness of the algorithm to random communication failures

Random Node-Asynchronous Updates on Graphs

This paper introduces a node-asynchronous communication protocol in which an agent in a network wakes up randomly and independently, collects states of its neighbors, updates its own state, and then broadcasts back to its neighbors. This protocol differs from consensus algorithms and it allows distributed computation of an arbitrary eigenvector of the network, in which communication between agents is allowed to be directed. (The graph operator is still required to be a normal matrix). To analyze the scheme, this paper studies a random asynchronous variant of the power iteration. Under this random asynchronous model, an initial signal is proven to converge to an eigenvector of eigenvalue 1 (a fixed point) even in the case of operator having spectral radius larger than unity. The rate of convergence is shown to depend not only on the eigenvalue gap but also on the eigenspace geometry of the operator as well as the amount of asynchronicity of the updates. In particular, the convergence region for the eigenvalues gets larger as the updates get less synchronous. Random asynchronous updates are also interpreted from the graph signal perspective, and it is shown that a non-smooth signal converges to the smoothest signal under the random model. When the eigenvalues are real, second order polynomials are used to achieve convergence to an arbitrary eigenvector of the operator. Using second order polynomials the paper formalizes the node-asynchronous communication model. As an application, the protocol is used to compute the Fiedler vector of a network to achieve autonomous clustering