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 ...

System identification studies how to construct mathematical models for dynamical systems from the input and output data, which finds applications in many scenarios, such as predicting future output of the system or building model based controllers for regulating the output the system. Among many other methods, convex optimization is becoming an increasingly useful tool for solving system identification problems. The reason is that many identification problems can be formulated as, or transformed into convex optimization problems. This transformation is commonly referred to as the convexification technique. The first theme of the thesis is to understand the efficacy of the convexification idea by examining two specific examples. We first establish that a l1 norm based approach can indeed help in exploiting the sparsity information of the underlying parameter vector under certain persistent excitation assumptions. After that, we analyze how the nuclear ...

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 ...

Wireless sensor networks (WSNs) paved the way for accessing data previously unavailable by deploying sensors in various locations in space, each collecting local measurements of a target source signal. By exploiting the information resulting from the multitude of signals measured at the different sensors of the network, various tasks can be achieved, such as denoising or dimensionality reduction which can in turn be used, e.g., for source localization or detecting seizures from electroencephalography measurements. Spatial filtering consists of linearly combining the signals measured at each sensor of the network such that the resulting filtered signal is optimal in some sense. This technique is widely used in biomedical signal processing, wireless communication, and acoustics, among other fields. In spatial filtering tasks, the aim is to exploit the correlation between the signals of all sensors in the network, therefore requiring access to ...

Chapter 2 contains a short introduction to the fundamentals of compressed sensing theory, which is the larger context of this thesis. We start with introducing the key concepts of sparsity and sparse representations of signals. We discuss the central problem of compressed sensing, i.e. how to adequately recover sparse signals from a small number of measurements, as well as the multiple formulations of the reconstruction problem. A large part of the chapter is devoted to some of the most important conditions necessary and/or sufficient to guarantee accurate recovery. The aim is to introduce the reader to the basic results, without the burden of detailed proofs. In addition, we also present a few of the popular reconstruction and optimization algorithms that we use throughout the thesis. Chapter 3 presents an alternative sparsity model known as analysis sparsity, that offers similar recovery ...

Due to the extensive growth of big data applications, the widespread use of multisensor technologies, and the need for efficient data representations, multidimensional techniques are a primary tool for many signal processing applications. Multidimensional arrays or tensors allow a natural representation of high-dimensional data. Therefore, they are particularly suited for tasks involving multi-modal data sources such as biomedical sensor readings or multiple-input and multiple-output (MIMO) antenna arrays. While tensor-based techniques were still in their infancy several decades ago, nowadays, they have already proven their effectiveness in various applications. There are many different tensor decompositions in the literature, and each finds use in diverse signal processing fields. In this thesis, we focus on two tensor factorization models: the rank-(Lr,Lr,1) Block-Term Decomposition (BTD) and the Multilinear Generalized Singular Value Decomposition (ML-GSVD) that we propose in this thesis. The ML-GSVD is an extension ...

Direct-sequence code-divisionmultiple-access (DS-CDMA) and multiple-input multiple-output (MIMO) wireless networks form the physical layer of the current generation of mobile networks and are anticipated to play a key role in the next generation of mobile networks. The improvements in capacity, data-rates and robustness that these networks provide come at the cost of increasingly complex interference suppression and resource allocation. Consequently, efficient approaches to these tasks are essential if the current rate of progression in mobile technology is to be sustained. In this thesis, linear minimum mean-square error (MMSE) techniques for interference suppression and resource allocation in DS-CDMA and cooperative MIMO networks are considered and a set of novel and efficient algorithms proposed. Firstly, set-membership (SM) reduced-rank techniques for interference suppression in DS-CDMA systems are investigated. The principals of SM filtering are applied to the adaptation of the projection matrix and reduced-rank ...

Array processing is an area of study devoted to processing the signals received from an antenna array and extracting information of interest. It has played an important role in widespread applications like radar, sonar, and wireless communications. Numerous adaptive array processing algorithms have been reported in the literature in the last several decades. These algorithms, in a general view, exhibit a trade-off between performance and required computational complexity. In this thesis, we focus on the development of array processing algorithms in the application of beamforming and direction of arrival (DOA) estimation. In the beamformer design, we employ the constrained minimum variance (CMV) and the constrained constant modulus (CCM) criteria to propose full-rank and reduced-rank adaptive algorithms. Specifically, for the full-rank algorithms, we present two low-complexity adaptive step size mechanisms with the CCM criterion for the step size adaptation of the ...

This dissertation details three approaches for direction-of-arrival (DOA) estimation or beamforming in array signal processing from the perspective of sparsity. In the first part of this dissertation, we consider sparse array beamformer design based on the alternating direction method of multipliers (ADMM); in the second part of this dissertation, the problem of joint DOA estimation and distorted sensor detection is investigated; and off-grid DOA estimation is studied in the last part of this dissertation. In the first part of this thesis, we devise a sparse array design algorithm for adaptive beamforming. Our strategy is based on finding a sparse beamformer weight to maximize the output signal-to-interference-plus-noise ratio (SINR). The proposed method utilizes ADMM, and admits closed-form solutions at each ADMM iteration. The algorithm convergence properties are analyzed by showing the monotonicity and boundedness of the augmented Lagrangian function. In addition, ...

This thesis develops new mathematical theory and presents novel recovery algorithms for discrete linear dynamical systems (LDS) with sparsity constraints on either control inputs or initial state. The recovery problems in this framework manifest as the problem of reconstructing one or more sparse signals from a set of noisy underdetermined linear measurements. The goal of our work is to design algorithms for sparse signal recovery which can exploit the underlying structure in the measurement matrix and the unknown sparse vectors, and to analyze the impact of these structures on the efficacy of the recovery. We answer three fundamental and interconnected questions on sparse signal recovery problems that arise in the context of LDS. First, what are necessary and sufficient conditions for the existence of a sparse solution? Second, given that a sparse solution exists, what are good low-complexity algorithms that ...

There are an increasing number of problems that can be solved using paraunitary filter banks. The design of optimal orthonormal filter banks for the efficient coding of signals has received considerable interest over the years. In contrast, very little attention has been given to the problem of constructing paraunitary matrices for the purpose of broadband signal subspace estimation. This thesis begins by relating these two areas of research. A frequency-domain method of diagonalising parahermitian polynomial matrices is proposed and shown to have fundamental limitations. Then the thesis focuses on the development of a novel time-domain technique that extends the eigenvalue decomposition to polynomial matrices, referred to as the second order sequential best rotation (SBR2) algorithm. This technique imposes strong decorrelation on its input signals by applying a sequence of elementary paraunitary matrices which constitutes a generalisation of the classical Jacobi ...

In direction finding (DF) applications, there are several factors affecting the estimation accuracy of the direction-of-arrivals (DOA) of unknown source locations. The major distortions in the estimation process are due to the array imperfections, model mismatches and multipath. The array imperfections usually exist in practical applications due to the nonidealities in the antenna array such as mutual coupling (MC) and gain/phase uncertainties. The model mismatches usually occur when the model of the received signal differs from the signal model used in the processing stage of the DF system. Another distortion is due to multipath signals. In the multipath scenario, the antenna array receives the transmitted signal from more than one path with different directions and the array covariance matrix is rank-deficient. In this thesis, three new methods are proposed for the problems in DF applications in the presence of array ...

Nowadays, Nuclear Magnetic Resonance (NMR) is widely used in oncology as a non-invasive diagnostic tool in order to detect the presence of tumor regions in the human body. An application of NMR is Magnetic Resonance Imaging, which is applied in routine clinical practice to localize tumors and determine their size. Magnetic Resonance Imaging is able to provide an initial diagnosis, but its ability to delineate anatomical and pathological information is significantly improved by its combination with another NMR application, namely Magnetic Resonance Spectroscopy. The latter reveals information on the biochemical profile tissues, thereby allowing clinicians and radiologists to identify in a non{invasive way the different tissue types characterizing the sample under investigation, and to study the biochemical changes underlying a pathological situation. In particular, an NMR application exists which provides spatial as well as biochemical information. This application is called ...

Matrix factorisations such as the eigen- (EVD) or singular value decomposition (SVD) offer optimality in often various senses to many narrowband signal processing algorithms. For broadband problems, where quantities such as MIMO transfer functions or cross spectral density matrices are conveniently described by polynomial matrices, such narrowband factorisations are suboptimal at best. To extend the utility of EVD and SVD to the broadband case, polynomial matrix factorisations have gained momen- tum over the past decade, and a number of iterative algorithms for particularly the polynomial matrix EVD (PEVD) have emerged. Existing iterative PEVD algorithms produce factorisations that are computationally costly (i) to calculate and (ii) to apply. For the former, iterative algorithms at every step eliminate off-diagonal energy, but this can be a slow process. For the latter, the polynomial order of the resulting factors, directly impacting on the implementa- ...

Today’s society is characterized by an abundance of data that is generated at an unprecedented velocity. However, much of this data is immediately thrown away by compression or information extraction. In a compressed sensing (CS) setting the inherent sparsity in many datasets is exploited by avoiding the acquisition of superfluous data in the first place. We combine this technique with tensors, or multiway arrays of numerical values, which are higher-order generalizations of vectors and matrices. As the number of entries scales exponentially in the order, tensor problems are often large-scale. We show that the combination of simple, low-rank tensor decompositions with CS effectively alleviates or even breaks the so-called curse of dimensionality. After discussing the larger data fusion optimization framework for coupled and constrained tensor decompositions, we investigate three categories of CS type algorithms to deal with large-scale problems. First, ...