## Parameter Estimation -in sparsity we trust (2017)

Group-Sparse Regression - With Applications in Spectral Analysis and Audio Signal Processing

This doctorate thesis focuses on sparse regression, a statistical modeling tool for selecting valuable predictors in underdetermined linear models. By imposing different constraints on the structure of the variable vector in the regression problem, one obtains estimates which have sparse supports, i.e., where only a few of the elements in the response variable have non-zero values. The thesis collects six papers which, to a varying extent, deals with the applications, implementations, modifications, translations, and other analysis of such problems. Sparse regression is often used to approximate additive models with intricate, non-linear, non-smooth or otherwise problematic functions, by creating an underdetermined model consisting of candidate values for these functions, and linear response variables which selects among the candidates. Sparse regression is therefore a widely used tool in applications such as, e.g., image processing, audio processing, seismological and biomedical modeling, but is ...

Kronvall, Ted — Lund University

Sparse Modeling Heuristics for Parameter Estimation - Applications in Statistical Signal Processing

This thesis examines sparse statistical modeling on a range of applications in audio modeling, audio localizations, DNA sequencing, and spectroscopy. In the examined cases, the resulting estimation problems are computationally cumbersome, both as one often suffers from a lack of model order knowledge for this form of problems, but also due to the high dimensionality of the parameter spaces, which typically also yield optimization problems with numerous local minima. In this thesis, these problems are treated using sparse modeling heuristics, with the resulting criteria being solved using convex relaxations, inspired from disciplined convex programming ideas, to maintain tractability. The contributions to audio modeling and estimation focus on the estimation of the fundamental frequency of harmonically related sinusoidal signals, which is commonly used model for, e.g., voiced speech or tonal audio. We examine both the problems of estimating multiple audio sources ...

Adalbjörnsson, Stefan Ingi — Lund University

First-order Convex Optimization Methods for Signal and Image Processing

In this thesis we investigate the use of first-order convex optimization methods applied to problems in signal and image processing. First we make a general introduction to convex optimization, first-order methods and their iteration complexity. Then we look at different techniques, which can be used with first-order methods such as smoothing, Lagrange multipliers and proximal gradient methods. We continue by presenting different applications of convex optimization and notable convex formulations with an emphasis on inverse problems and sparse signal processing. We also describe the multiple-description problem. We finally present the contributions of the thesis. The remaining parts of the thesis consist of five research papers. The first paper addresses non-smooth first-order convex optimization and the trade-off between accuracy and smoothness of the approximating smooth function. The second and third papers concern discrete linear inverse problems and reliable numerical reconstruction software. ...

Jensen, Tobias Lindstrøm — Aalborg University

This thesis addresses a number of problems all related to parameter estimation in sensor array processing. The unifying theme is that some of these parameters are known before the measurements are acquired. We thus study how to improve the estimation of the unknown parameters by incorporating the knowledge of the known parameters; exploiting this knowledge successfully has the potential to dramatically improve the accuracy of the estimates. For covariance matrix estimation, we exploit that the true covariance matrix is Kronecker and Toeplitz structured. We then devise a method to ascertain that the estimates possess this structure. Additionally, we can show that our proposed estimator has better performance than the state-of-art when the number of samples is low, and that it is also efficient in the sense that the estimates have Cramér-Rao lower Bound (CRB) equivalent variance. In the direction of ...

Wirfält, Petter — KTH Royal Institute of Technology

Sound Source Separation in Monaural Music Signals

Sound source separation refers to the task of estimating the signals produced by individual sound sources from a complex acoustic mixture. It has several applications, since monophonic signals can be processed more efficiently and flexibly than polyphonic mixtures. This thesis deals with the separation of monaural, or, one-channel music recordings. We concentrate on separation methods, where the sources to be separated are not known beforehand. Instead, the separation is enabled by utilizing the common properties of real-world sound sources, which are their continuity, sparseness, and repetition in time and frequency, and their harmonic spectral structures. One of the separation approaches taken here use unsupervised learning and the other uses model-based inference based on sinusoidal modeling. Most of the existing unsupervised separation algorithms are based on a linear instantaneous signal model, where each frame of the input mixture signal is modeled ...

Virtanen, Tuomas — Tampere University of Technology

Parameter Estimation and Filtering Using Sparse Modeling

Sparsity-based estimation techniques deal with the problem of retrieving a data vector from an undercomplete set of linear observations, when the data vector is known to have few nonzero elements with unknown positions. It is also known as the atomic decomposition problem, and has been carefully studied in the field of compressed sensing. Recent findings have led to a method called basis pursuit, also known as Least Absolute Shrinkage and Selection Operator (LASSO), as a numerically reliable sparsity-based approach. Although the atomic decomposition problem is generally NP-hard, it has been shown that basis pursuit may provide exact solutions under certain assumptions. This has led to an extensive study of signals with sparse representation in different domains, providing a new general insight into signal processing. This thesis further investigates the role of sparsity-based techniques, especially basis pursuit, for solving parameter estimation ...

Panahi, Ashkan — Chalmers University of Technology

Distributed Signal Processing Algorithms for Wireless Networks

Distributed signal processing algorithms have become a key approach for statistical inference in wireless networks and applications such as wireless sensor networks and smart grids. It is well known that distributed processing techniques deal with the extraction of information from data collected at nodes that are distributed over a geographic area. In this context, for each specific node, a set of neighbor nodes collect their local information and transmit the estimates to a specific node. Then, each specific node combines the collected information together with its local estimate to generate an improved estimate. In this thesis, novel distributed cooperative algorithms for inference in ad hoc, wireless sensor networks and smart grids are investigated. Low-complexity and effective algorithms to perform statistical inference in a distributed way are devised. A number of innovative approaches for dealing with node failures, compression of data ...

Xu, Songcen — University of York

Sparse Sensing for Statistical Inference: Theory, Algorithms, and Applications

In today's society, we are flooded with massive volumes of data in the order of a billion gigabytes on a daily basis from pervasive sensors. It is becoming increasingly challenging to locally store and transport the acquired data to a central location for signal/data processing (i.e., for inference). To alleviate these problems, it is evident that there is an urgent need to significantly reduce the sensing cost (i.e., the number of expensive sensors) as well as the related memory and bandwidth requirements by developing unconventional sensing mechanisms to extract as much information as possible yet collecting fewer data. The first aim of this thesis is to develop theory and algorithms for data reduction. We develop a data reduction tool called sparse sensing, which consists of a deterministic and structured sensing function (guided by a sparse vector) that is optimally designed ...

Chepuri, Sundeep Prabhakar — Delft University of Technology

Adaptive Nonlocal Signal Restoration and Enhancement Techniques for High-Dimensional Data

The large number of practical applications involving digital images has motivated a significant interest towards restoration solutions that improve the visual quality of the data under the presence of various acquisition and compression artifacts. Digital images are the results of an acquisition process based on the measurement of a physical quantity of interest incident upon an imaging sensor over a specified period of time. The quantity of interest depends on the targeted imaging application. Common imaging sensors measure the number of photons impinging over a dense grid of photodetectors in order to produce an image similar to what is perceived by the human visual system. Different applications focus on the part of the electromagnetic spectrum not visible by the human visual system, and thus require different sensing technologies to form the image. In all cases, even with the advance of ...

Maggioni, Matteo — Tampere University of Technology

Sparse approximation and dictionary learning with applications to audio signals

Over-complete transforms have recently become the focus of a wide wealth of research in signal processing, machine learning, statistics and related fields. Their great modelling flexibility allows to find sparse representations and approximations of data that in turn prove to be very efficient in a wide range of applications. Sparse models express signals as linear combinations of a few basis functions called atoms taken from a so-called dictionary. Finding the optimal dictionary from a set of training signals of a given class is the objective of dictionary learning and the main focus of this thesis. The experimental evidence presented here focuses on the processing of audio signals, and the role of sparse algorithms in audio applications is accordingly highlighted. The first main contribution of this thesis is the development of a pitch-synchronous transform where the frame-by-frame analysis of audio data ...

Barchiesi, Daniele — Queen Mary University of London

Subspace-based exponential data fitting using linear and multilinear algebra

The exponentially damped sinusoidal (EDS) model arises in numerous signal processing applications. It is therefore of great interest to have methods able to estimate the parameters of such a model in the single-channel as well as in the multi-channel case. Because such a model naturally lends itself to subspace representation, powerful matrix approaches like HTLS in the single-channel case, HTLSstack in the multi-channel case and HTLSDstack in the decimative case have been developed to estimate the parameters of the underlying EDS model. They basically consist in stacking the signal in Hankel (single-channel) or block Hankel (multi- channel) data matrices. Then, the signal subspace is estimated by means of the singular value decomposition (SVD). The parameters of the model, namely the amplitudes, the phases, the damping factors, and the frequencies, are estimated from this subspace. Note that the sample covariance matrix ...

Papy, Jean-Michel — Katholieke Universiteit Leuven

Enhancement of Speech Signals - with a Focus on Voiced Speech Models

The topic of this thesis is speech enhancement with a focus on models of voiced speech. Speech is divided into two subcategories dependent on the characteristics of the signal. One part is the voiced speech, the other is the unvoiced. In this thesis, we primarily focus on the voiced speech parts and utilise the structure of the signal in relation to speech enhancement. The basis for the models is the harmonic model which is a very often used model for voiced speech because it describes periodic signals perfectly. First, we consider the problem of non-stationarity in the speech signal. The speech signal changes its characteristics continuously over time whereas most speech analysis and enhancement methods assume stationarity within 20-30 ms. We propose to change the model to allow the fundamental frequency to vary linearly over time by introducing a chirp ...

Nørholm, Sidsel Marie — Aalborg University

Bayesian methods for sparse and low-rank matrix problems

Many scientific and engineering problems require us to process measurements and data in order to extract information. Since we base decisions on information, it is important to design accurate and efficient processing algorithms. This is often done by modeling the signal of interest and the noise in the problem. One type of modeling is Compressed Sensing, where the signal has a sparse or low-rank representation. In this thesis we study different approaches to designing algorithms for sparse and low-rank problems. Greedy methods are fast methods for sparse problems which iteratively detects and estimates the non-zero components. By modeling the detection problem as an array processing problem and a Bayesian filtering problem, we improve the detection accuracy. Bayesian methods approximate the sparsity by probability distributions which are iteratively modified. We show one approach to making the Bayesian method the Relevance Vector ...

Sundin, Martin — Department of Signal Processing, Royal Institute of Technology KTH

MIMO Radars with Sparse Sensing

Multi-input and multi-output (MIMO) radars achieve high resolution of arrival direction by transmitting orthogonal waveforms, performing matched filtering at the receiver end and then jointly processing the measurements of all receive antennas. This dissertation studies the use of compressive sensing (CS) and matrix completion (MC) techniques as means of reducing the amount of data that need to be collected by a MIMO radar system, without sacrificing the system’s good resolution properties. MIMO radars with sparse sensing are useful in networked radar scenarios, in which the joint processing of the measurements is done at a fusion center, which might be connected to the receive antennas via a wireless link. In such scenarios, reduced amount of data translates into bandwidth and power saving in the receiver-fusion center link. First, we consider previously defined CS-based MIMO radar schemes, and propose optimal transmit antenna ...

Sun, Shunqiao — Rutgers, The State University of New Jersey

Advanced Algebraic Concepts for Efficient Multi-Channel Signal Processing

Modern society is undergoing a fundamental change in the way we interact with technology. More and more devices are becoming "smart" by gaining advanced computation capabilities and communication interfaces, from household appliances over transportation systems to large-scale networks like the power grid. Recording, processing, and exchanging digital information is thus becoming increasingly important. As a growing share of devices is nowadays mobile and hence battery-powered, a particular interest in efficient digital signal processing techniques emerges. This thesis contributes to this goal by demonstrating methods for finding efficient algebraic solutions to various applications of multi-channel digital signal processing. These may not always result in the best possible system performance. However, they often come close while being significantly simpler to describe and to implement. The simpler description facilitates a thorough analysis of their performance which is crucial to design robust and reliable ...

Roemer, Florian — Ilmenau University of Technology

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