Signal Analysis & Prediction

, by Prochazka, A.; Kingsbury, N. G.; Payner, P. J. W.; Uhlir, J.

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ISBN: 9780817640422 | 0817640428
Cover: Hardcover
Copyright: 6/1/1998

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Signal Analysis and Prediction represents the thematically organized and edited collection of invited lectures and selected contributions presented at the First European Conference on Signal Analysis and Prediction, held in Prague, Czech Republic, June 1997. The book is ideal for a general scientific and engineering audience, yet it is mathematically precise. It is an especially useful reference for practitioners and professionals in general signal processing, speech processing, biomedical signal processing, and applied mathematics.

List of Contributors

xvii

Preface

xxiii

I SIGNAL ANALYSIS

(128)

Time-Frequency and Time-Scale Signal Analysis by harmonic Wavelets

(24)

D.E. Newland

Introduction

(1)

Short-Time Fourier Transforms

(1)

Wigner-Ville Method

(1)

Harmonic Wavelet Calculations

(1)

Coefficients for an Orthogonal Set

(1)

Relation between Orthogonal and Non-Orthogonal Coefficients

(2)

Computational Algorithm

(1)

STFT and HWT Comparison

(1)

Choice of Wavelet

(1)

Example of Wavelet Selection

(2)

Interpretation of Wavelet Phase

(3)

Signal Segmentation

(7)

References

(2)

Wavelet Transforms in Image Processing

(20)

N.G. Kingsbury

J.F.A. Magarey

Introduction

(2)

The Discrete Wavelet Transform (DWT)

(8)

Conditions for Perfect Reconstruction

(1)

Some Wavelet Examples

(4)

Shift Invariance

(3)

The Complex Wavelet Transform (CWT)

(2)

Two Dimensional CWT

(1)

Applications of the CWT in Image Processing

(6)

Motion Estimation

(4)

De-Noising

(2)

Conclusions

(1)

References

(2)

General Sub--Band DCT: Fast Approximate Adaptive Algorithm

(10)

A. Hossen

U. Heute

Introduction

(1)

Sub--Band DCT

(5)

Approximation and Generalization

(2)

Complexity Results

(1)

Adaptive SB--DCT

(1)

Two--Dimensional SB--DCT

(1)

Applications

(2)

Approximate Speech Cepstrum

(1)

Approximate Echo Detection

(1)

Conclusion

(1)

References

(1)

Higher-Order Statistics in Signal Processing

(22)

A.K. Nandi

Introduction

(1)

Moments and Cumulants

(4)

Definitions

(2)

Moment and Cumulant Estimation

(2)

Spectral Estimation

(1)

Pictorial Motivation for HOS

(2)

Blind Source Separation

(2)

Constrained Optimization

(1)

Two Source-Sensor Scenario

(1)

Higher-Order Singular Value Decomposition (HOSVD)

(1)

General Theoretical Framework

(1)

Blind Identification of Linear Time Invariant Systems

(3)

MA Models - Second and Third-Order Cumulants Method

(1)

MA Models - Second and Fourth-Order Cumulants Method

(1)

Simulations

(1)

Time-Delay Estimation

(2)

Cross-Correlation Based Method

(1)

Cross-Cumulant Based Method

(1)

Simulations

(1)

Blind Equalization

(4)

Bussgang Type Algorithms

(1)

Maximum Kurtosis Criterion

(1)

Simulations

(1)

Closing Remarks

(1)

References

(4)

Constrained Optimization Using Geometric Algebra and its Application to Signal Analysis

(10)

J. Lasenby

A.N. Lasenby

Introduction

(2)

Linear Algebra and Multivector Calculus

(3)

Optimization and Preserving Matrix Structure

(2)

Application to Signal Separation

(2)

Conclusions

(1)

References

(1)

Processing of Non-Stationary Vibrations Using the Affine Wigner Distribution

(14)

M. Iribarren

C. San Martin

P. Saavedra

Introduction

(1)

Joint Time-Frequency Distributions

(3)

Linear Distributions

(1)

Quadratic Distributions

(2)

Affine Wigner Distribution

(3)

Implementation of the Affine Wigner Distribution

(1)

Application to Synthesized and Real Signals

(2)

Results with Synthesized Signals

(1)

Results with Real Signals

(1)

Analysis of an Electrical Motor

(1)

Analysis of a Crown-Pinion System

(1)

Conclusions

(1)

References

(4)

Coarsely Quantized Spectral Estimation of Radio Astronomic Sources in Highly Corruptive Environments

103

(10)

R. Weber

C. Faye

Introduction

103

(1)

1-bit Correlator vs Sine Wave RFI

104

(2)

Principle of a Quantized Correlator

104

(1)

Impact of a Sine Wave RFI on the Spectral Estimation

105

(1)

RFI Detection

106

(4)

Introduction

106

(1)

Application of X2

107

(1)

Evaluation of the Reference Vector Ro and the Covariance Matrix Γo

108

(1)

Implementation

108

(2)

Performance

110

(2)

Introduction

110

(1)

Tests with Synthetic Data

110

(1)

Tests with Actual Signals

110

(1)

Asymptotic Performances

111

(1)

Conclusions

112

(1)

References

112

(1)

Wavelet Transform Implementation for Star-Shaped Modelling

113

(16)

A. Doncescu

J.P. Gourret

Introduction

113

(1)

Modelling

114

(4)

Application of Wavelet Filter to Splitting

118

(2)

Database Construction

120

(3)

Implementation

123

(3)

Conclusion

126

(1)

References

127

(2)

II SIGNAL IDENTIFICATION AND MODELLING

129

(118)

The Bayesian Approach to Signal Modelling

131

(20)

P.J.W. Rayner

W.J. Fitzgerald

Introduction

131

(1)

Bayesian Inference

132

(2)

Parameter Estimation

134

(7)

The General Linear Model

135

(4)

Frequency Estimation

139

(1)

General Linear Changepoint Detector

140

(1)

Numerical Bayesian Methods

141

(4)

The Monte Carlo Method

142

(1)

Gibbs Sampler

143

(1)

Metropolis Subchains

144

(1)

The General Algorithm

144

(1)

The Interpolation of Missing Samples for Audio Restoration

145

(3)

Conclusions

148

(1)

References

149

(2)

Regularized Signal Identification Using Bayesian Techniques

151

(12)

A. Quinn

Introduction

151

(1)

The Signal Identification Problem

152

(1)

Strict Model Selection

152

(2)

Penalized Maximum Likelihood

153

(1)

Bayesian Signal Identification

154

(3)

Prior-Regularized Inference

155

(1)

Non-Informative Prior Assignment

155

(1)

Marginalization-Regularized Inference

156

(1)

The General Non-Linear Signal Model

157

(1)

Entropic Prior

157

(1)

Ockham Parameter Inference (OPI)

157

(1)

Order Determination and Frequency Estimation for a Harmonic Model

158

(1)

Order Determination for Autoregressive (AR) Models

159

(2)

Conclusions

161

(1)

References

162

(1)

System Identification

163

(12)

L. Ljung

Introduction

163

(1)

The Data

164

(1)

The Set of Models: Model Structures

164

(3)

Black-Box Structures

165

(2)

Structures from Physical Modelling

167

(1)

Semi-Physical Model Structures

167

(1)

Hybrid Structures

167

(1)

The Criterion of Fit

167

(2)

Back to Data: The Practical side of Identification

169

(2)

Conclusions

171

(1)

References

172

(3)

ARMAX Model Identification with Unknown Process Order and Time-Varying Parameters

175

(10)

S.D. Likothanassis

E.N. Demiris

Introduction

175

(2)

Reformulation of the ARMAX Model Order Selection and Identification Problem

177

(2)

Summary of Relationships between Kalman Filter and Multi-Model Partitioning Algorithm

179

(2)

Examples and Figures

181

(2)

Conclusions

183

(1)

References

183

(2)

Using Kautz Models in Model Reduction

185

(12)

A.C. den Brinker

H.J.W. Belt

Introduction

185

(1)

Kautz Filters

186

(1)

Ordering of the Poles

187

(1)

General case

187

(1)

Reduction of Real Models

188

(1)

Model Reduction

188

(1)

Extensions

189

(1)

Example

190

(1)

Modelling Impulse Response Data

191

(1)

Example

191

(4)

Conclusions

195

(1)

References

195

(2)

Condition Monitoring Using Periodic Time-Varying AR Models

197

(8)

A. C. McCormick

A.K. Nandi

Introduction

197

(1)

Cyclostationarity in Vibration Signals

198

(1)

Periodic AR Models

198

(2)

Experimental Results

200

(4)

Conclusions

204

(1)

References

204

(1)

Rayleigh Quotient Iteration for a Total Least Squares Filter in Robot Navigation

205

(10)

T. Yang

M. Lin

Introduction

205

(1)

Total Least Squares Filter

206

(1)

Rayleigh Quotient Iteration Method

206

(4)

Local Convergence

207

(1)

Global Convergence

208

(1)

New Convergence Results

208

(2)

Experimental Results

210

(2)

Conclusion

212

(1)

References

213

(2)

Wavelet Use for Noise Rejection and Signal Modelling

215

(12)

A. Prochazka

M. Mudrova

M. Storek

Introduction

215

(1)

Signal Analysis and Wavelet Decomposition

216

(3)

Real System Description

219

(1)

Signal Noise Rejection

220

(2)

Signal Prediction

222

(2)

Conclusion

224

(1)

References

225

(2)

Self-Reference Joint Echo Cancellation and Blind Equalization in High Bit-Rate Digital Subscriber Loops

227

(20)

Ivan A. Perez-Alvarez

Jose M. Paez-Borrallo

Santiago Zazo-Bello

Introduction

227

(2)

Review of the Main Problems in the HDSL Transceivers

229

(3)

The Masking Effect on the Error Reference: The Zero Reference Case

230

(2)

The Risk of a Multimodal Error Surface: The Non-Zero Reference Case

232

(1)

The New Identification Filter and its Properties

232

(6)

A Simplified Situation: The Binary Case

232

(2)

A Generalized Error Reference for M-PAM Signals

234

(1)

Pdf of the New Error Reference

235

(1)

Convergence Analysis in the Extreme Cases

236

(2)

Applying the New Identification Filter to Communications Subsystems

238

(4)

Echo Canceller

239

(1)

Comparisons with Zero and Non-Zero Reference Algorithms

239

(1)

ISI Canceller

240

(2)

A New Structure for a HDSL Transceiver

242

(1)

Simulation in CSA Environment

243

(2)

Conclusions

245

(1)

References

245

(2)

III SIGNAL PREDICTION

247

(126)

Predictability: An Information-Theoretic Perspective

249

(14)

G.A. Darbellay

Introduction

249

(1)

Theory

250

(4)

Information and Predictability

250

(1)

Linear Predictability

251

(1)

Selection of Inputs

252

(1)

Comparing ρ and λ

253

(1)

Estimation from Data

254

(5)

Algorithm

254

(2)

Estimator

256

(3)

Analysis of the Predictability of Two Time Series

259

(2)

The Mackey-Glass Time Series

259

(1)

An Electric Load Time Series

260

(1)

Conclusion

261

(1)

References

262

(1)

Self-Adaptive Evolution Strategies for the Adaptation of Non-Linear Predictors in Time Series Analysis

263

(12)

A. Neubauer

Introduction

263

(1)

Non-Linear Stochastic Signal Models

264

(1)

Adaptive Non-Linear Predictors

265

(2)

(μ,λ)-Evolution Strategy with Self-Adaptation of Strategy Parameters

267

(3)

Experimental Results

270

(2)

Conclusion

272

(1)

References

272

(3)

Non-Linear Dynamic Modelling with Neural Networks

275

(16)

J. Principe

L. Wang

J. Kuo

Introduction

275

(1)

Principles of Dynamic Modelling

276

(3)

Neural Topologies for Global Modelling

279

(4)

Global Modelling Results

282

(1)

Neural Topologies for Local Modelling

283

(5)

Localized Signal Representation with SOFM Modelling

284

(1)

Local Modelling Results

285

(3)

Conclusions

288

(1)

References

289

(2)

Non-Linear Adaptive Prediction of Speech with a Pipelined Recurrent Neural Network and Advanced Learning Algorithms

291

(20)

D. Mandic

J. Baltersee

J. Chambers

Introduction

291

(1)

Non-Linear Models and Neural Networks

292

(2)

The Non-Linear Adaptive Predictor

294

(5)

The Pipelined Recurrent Neural Network (PRNN)

294

(4)

The Non-Linear Subsection

298

(1)

The Linear Subsection

298

(1)

The Gradient Descent Learning Algorithm for the Non-Linear Predictor

299

(2)

A Novel Learning Algorithm for the PRNN Based on the Extended Recursive Least Squares (ERLS) Algorithm

301

(2)

Experimental Results

303

(4)

The Initialisation of the Algorithms

304

(1)

The Experiments on Speech Signals

305

(2)

Conclusions

307

(1)

References

308

(3)

Neural and Fuzzy Logic Video Rate Prediction for MPEG Buffer Control

311

(28)

Yoo-Sok Saw

P.M. Grant

J.M. Hannah

B. Mulgrew

Introduction

311

(4)

Background of Video Rate Control

312

(1)

Feed-Forward Video Rate Control: A Neural Network Approach

312

(2)

Feedback Video Rate Control: A Fuzzy Logic Approach

314

(1)

Objectives and Organisation

315

(1)

Feed-Forward Predictive Video Rate Estimation for MPEG

315

(7)

System Identification via Linear Video Rate Estimation

317

(5)

Quantisation Control by Nonlinear Functional Surfaces

322

(2)

A Nonlinear Video Rate Estimator: A Radial Basis Function Network

324

(3)

Configuration of the RBF-Network Estimator

324

(1)

Training and Optimising the RBF Video Rate Estimator

325

(2)

Fuzzy-Logic Based Video Rate Control: A Feedback Approach

327

(3)

A Basic FLC Model for Video Rate Control

327

(2)

FLC with Adaptive Scaling Factors

329

(1)

Simulation Studies

330

(4)

Conclusions

334

(1)

References

335

(4)

A Motion Compensation Algorithm Based on Non-Linear Geometric Transformations and Quadtree Decomposition

339

(12)

A. Cavallaro

S. Marsi

G.L. Sicuranza

Introduction

339

(2)

Geometric Transformations

341

(2)

Quadtree

343

(4)

Prediction Error

347

(1)

Simulation Results

347

(1)

Conclusions

348

(1)

References

349

(2)

Smoothing Techniques for Prediction of Non-Linear Time Series

351

(12)

S. Borovkova

R. Burton

H. Dehling

Non-Linear Models and Reconstruction

351

(4)

Non-Linear Predictors

355

(2)

Variation of the Kernel Smoothing Method

357

(3)

Application to an Experimental Time Series

360

(2)

References

362

(1)

Non-Parametric Forecasting Techniques for Mixing Chaotic Time Series

363

(10)

D. Guegan

L. Mercier

Introduction

363

(2)

Chaos and Mixing

365

(1)

Forecasting Methods

366

(1)

Nearest Neighbours

366

(1)

Radial Basis Functions

367

(1)

Criteria for Comparison

367

(1)

Influence of the Sampling Time Step

368

(2)

An Example: The Lorenz Attractor

368

(1)

Optimal Sampling Time Step

368

(2)

The Role of Noise

370

(1)

References

370

(3)

IV SPEECH AND BIOMEDICAL SIGNAL PROCESSING

373

(129)

Signal Analysis and Modelling for Speech Processing

375

(20)

G. Kubin

Speech Processing for Voice Communication Technology

375

(1)

A Two-Tier Model of Speech

376

(3)

Model Structure

376

(2)

Interaction/Separation of Tiers

378

(1)

The Articulatory Tier

379

(3)

Standard View: Frame-by-Frame Processing

379

(1)

Non-Stationary Aspects

379

(2)

Non-Linear Aspects

381

(1)

The Aero-Acoustic Tier

382

(7)

Standard View: Wold's Decomposition for Stationary Processes

382

(1)

Non-Stationary Aspects

383

(2)

Non-Linear Aspects

385

(4)

Conclusion

389

(1)

References

390

(5)

Modulation Spectrum in Speech Processing

395

(12)

H. Hermansky

Short-Term Spectral Envelope in Speech Processing

395

(1)

Motivation for The Current Work

396

(1)

Modulation Spectrum of Speech

396

(3)

Modulation Spectrum of Speech in Current ASR

397

(1)

Dynamic Features, RASTA Processing, and Processing of Modulation Spectrum of Speech

397

(2)

Relative Importance of Various Components of Modulation Spectrum of Speech

399

(2)

Perceptual Evidence

399

(1)

ASR Evidence

400

(1)

Enhancement of Degraded Speech

401

(2)

Alleviation of Non-Linguistic Components in ASR

403

(1)

Conclusion

404

(1)

References

405

(2)

Detection and Discrimination of Double Talk and Echo Path Changes in a Telephone Channel

407

(12)

C. Carlemalm

F. Gustafsson

Introduction

407

(2)

Problem Description

409

(1)

Signal Model

409

(1)

Statement of Hypotheses

410

(1)

Objectives

410

(1)

Parameter Estimation and Detection Algorithm

410

(6)

Parameter Estimation

411

(1)

Estimation of the Active Part of the Impulse Response

411

(1)

Derivation of the Maximum A Posteriori Probabilities

412

(2)

Stopping Rule

414

(1)

Detection Algorithm

414

(2)

Numerical Results

416

(1)

Conclusions

417

(1)

References

418

(1)

A CELP-Based Speech-Model Process

419

(10)

M.R. Serafat

Introduction

419

(2)

Basic Structure of the Proposed CELP Coder/Decoder and Preparation of the Training Material for the Markov Chains

421

(2)

Generation Procedure of MCSMP

423

(2)

Measurement Results

425

(2)

Conclusion

427

(1)

References

428

(1)

Vector-Predictive Speech Coding with Quantization Noise Modelling

429

(14)

S.V. Andersen

S.H. Jensen

E. Hansen

Introduction

429

(1)

Outline of the Coder

430

(2)

Design of the Transform Matrix

432

(1)

Quantization Noise Models

433

(3)

The Neglected Model (NM)

433

(1)

The Uncorrelated Model (UCM)

434

(1)

The Cross-Correlated Model (CCM)

434

(2)

Simulation Results

436

(3)

Test Configurations

436

(1)

Parameter Settings

436

(1)

Objective Measures

437

(1)

Informal Listening

438

(1)

Conclusions

439

(2)

References

441

(2)

Modelling Signal Dynamics in Voiced Speech Coding

443

(12)

D. Docampo

J.F. Farina

Introduction

443

(1)

Dynamic System Model

444

(2)

The Local Model

445

(1)

Dynamic of Voiced Speech Production Mechanism

446

(3)

Speech Dimension

446

(1)

Non-Stationarity of the Speech Signal: Surface Multiplicity

447

(1)

Pattern Subframe

448

(1)

Non-Linear Generator of Excitation

449

(3)

State Libraries

449

(1)

Metric Criteria for Neighbor States

449

(2)

Gain Factor

451

(1)

Voiced Speech Model Results

452

(1)

Conclusions

453

(1)

References

454

(1)

Experimental Study of Speech Recognition in Noisy Environments

455

(12)

T. Kreisinger

P. Pollak

P. Sovka

J. Uhlir

Introduction

455

(1)

HMM Recognizer

456

(3)

Recognizer Construction

456

(1)

Database Used and Processing Parameters

457

(1)

Parametrization

457

(1)

Recognizer Behavior in Noisy Environments

457

(2)

Noise Compensation

459

(4)

Noise-Adaptive Methods

463

(2)

Conclusions

465

(1)

References

465

(2)

Non-Linear Parametric Modelling by Means of Self-Exciting Threshold Autoregressive Models

467

(12)

M. Arnold

R. Gunther

H. Witte

Introduction

467

(2)

Definition and Notations

469

(1)

Identification Techniques

469

(1)

Recursive Parameter Estimation

470

(1)

Results

471

(4)

Simulations

471

(2)

Modelling of ECG Signals

473

(1)

Modelling of Spike-Wave Patterns in the EEG

473

(2)

Conclusion

475

(2)

References

477

(2)

Lyapunov Exponents of Simulated and Measured Quasi-Periodic Flows

479

(10)

M. Bracic

A. Stefanovska

Introduction

479

(1)

Estimating Exponents from Scalar Signals

480

(2)

A Quasi-Periodic Example

482

(2)

Lyapunov Exponents of the Blood Flow Signal

484

(2)

Conclusions

486

(1)

References

487

(2)

Rank Order Based Decomposition and Classification of Heart Rate Signals

489

(13)

A. Makarov

G. Thonet

Introduction

489

(1)

Description of the Method

490

(5)

Detection of Characteristic Points

490

(2)

Estimation of the Average Cycle Width

492

(1)

Effect of Noise

493

(1)

Decomposition of Composite Signals

494

(1)

Application to a Synthetic Signal

495

(1)

Application to Heart Rate Signals

496

(4)

Heart Rate Analysis

496

(1)

Description of the Database

497

(1)

Decomposition and Classification of Heart Rate Signals

498

(1)

Physiological Interpretation of Cyclic Components

498

(1)

Classification Features

498

(1)

Results

499

(1)

Conclusions

500

(2)

References

502

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Signal Analysis & Prediction

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Table of Contents

Supplemental Materials

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