Sparse signal representation and the tunable Q-factor wavelet transform

Size: px
Start display at page:

Download "Sparse signal representation and the tunable Q-factor wavelet transform"

Transcription

1 Sparse signal representation and the tunable Q-factor wavelet transform Ivan Selesnick Polytechnic Institute of New York University Brooklyn, New York

2 Introduction Problem: Decomposition of a signal into the sum of two components:. Oscillatory (rhythmic, tonal) component. Transient (non-oscillatory) component Outline. Signal resonance and Q-factors. Morphological component analysis (MCA) 3. Tunable Q-factor wavelet transform (TQWT) 4. Split augmented Lagrangian shrinkage algorithm (SALSA) 5. Examples References (MDCT, etc) S. N. Levine and J. O. Smith III. Asines+transients+noiseaudiorepresentationfordatacompressionandtime/pitchscale modications. (998) L. Daudet and B. Torrésani. Hybrid representations for audiophonic signal encoding. () S. Molla and B. Torrésani. An hybrid audio coding scheme using hidden Markov models of waveforms. (5) M. E. Davies and L. Daudet. Sparse audio representations using the MCLT. (6)

3 Oscillatory (rhythmic) and Transient Components in EEG Many measured signals have both an oscillatory and a non-oscillatory component. 4 EEG SIGNAL TIME (SECONDS) Rhythms of the EEG: Transients in EEG due to: ) unwanted measurement artifacts Delta Theta Alpha Beta Gamma - 3 Hz 4-7 Hz 8 - Hz - 3 Hz 6 - Hz ) non-rhythmic brain activity (spikes, spindles, and vertex waves) 3

4 Signal resonance and Q-factor PULSE SPECTRUM Q factor = PULSE 4 Q factor = PULSE Q factor = PULSE 4 5 Q factor = TIME (SAMPLES) (a) Signals FREQUENCY (CYCLES/SAMPLE) (b) Spectra. Figure : The resonance of an isolated pulse can be quantified by its Q-factor, defined as the ratio of its center frequency to its bandwidth. Pulses and 3, essentially a single cycle in duration, are low-resonance pulses. Pulses and 4, whose oscillations are more sustained, are high-resonance pulses. 4

5 Resonance-based signal decomposition TEST SIGNAL TEST SIGNAL HIGH RESONANCE COMPONENT LOW PASS FILTERED LOW RESONANCE COMPONENT BAND PASS FILTERED RESIDUAL HIGH PASS FILTERED TIME (SAMPLES) (a) Resonance-based decomposition TIME (SAMPLES) (b) Frequency-based filtering. Figure : Resonance- and frequency-based filtering. (a) Decomposition of a test signal into high- and low-resonance components. The high-resonance signal component is sparsely represented using a high Q-factor WT. Similarly, the low-resonance signal component is sparsely represented using a low Q-factor WT. (b) Decomposition of a test signal into low, mid, and high frequency components using LTI discrete-time filters. 5

6 Resonance-based signal decomposition must be nonlinear SIGNAL LOW RESONANCE COMPONENT = + HIGH RESONANCE COMPONENT = + = + = + = + = + = + Figure 3: Resonance-based signal decomposition must be nonlinear: The signal in the bottom left panel is the sum of the signals above it; however, the low-resonance component of a sum is not the sum of the low-resonance components. The same is true for the high-resonance component. Neither the low- nor high-resonance components satisfy the superposition property. F (s + + s 6 ) 6= F (s )+ + F (s 6 ) 6

7 Rational-dilation wavelet transform (RADWT) Prior work on rational-dilation wavelet transforms addresses the critically-sampled case.. K. Nayebi, T. P. Barnwell III and M. J. T. Smith (99). P. Auscher (99) 3. J. Kovacevic and M. Vetterli (993) 4. T. Blu (993, 996, 998) 5. A. Baussard, F. Nicolier and F. Truchetet (4) 6. G. F. Choueiter and J. R. Glass (7) RADWT (9) gives a solution for the overcomplete case. Reference: Bayram, Selesnick. Frequency-domain design of overcomplete rational-dilation wavelet transforms. IEEE Trans. on Signal Processing, 57, August 9. New: Tunable Q-factor wavelet transform dilation need not be rational. 7

8 Low-pass Scaling x(n) LPS y(n) X(ω) X(ω).5.5 π απ απ π FREQUENCY (ω) π π FREQUENCY (ω) Y(ω) Y(ω).5.5 π π FREQUENCY (ω) π π/α π/α π FREQUENCY (ω) Low-pass scaling with < Low-pass scaling with > 8

9 High-pass Scaling x(n) HPS y(n) X(ω) X(ω).5.5 π ( β)π ( β)π π FREQUENCY (ω) π π FREQUENCY (ω) Y(ω) Y(ω).5.5 π π FREQUENCY (ω) π ( /β)π ( /β)π π FREQUENCY (ω) High-pass scaling with < High-pass scaling with > 9

10 Tunable Q-factor wavelet transform (TQWT) H (!) LPS v (n) LPS / H (!) y (n) x(n) + y(n) H (!) HPS v (n) HPS / H (!) y (n) < apple, < <, + > 8 >< H (!) X(!)! apple Y (!) = >: <! apple 8 ><! < ( ) Y (!) = >: H (!) X(!) ( ) apple! apple 8 H (!) X(!)! < ( ) >< Y (!) = ( H (!) + H (!) ) X(!) ( ) apple! < >: H (!) X(!) apple! apple

11 For perfect reconstruction, the filters should satisfy H (!) =, H (!) =,! apple( ) H (!) =, H (!) =, apple! apple The transition bands of H (!) and of H (!) must be chosen so that H (!) + H (!) = ( ) <! <. () H(ω).5 π απ ( β)π ( β)π απ π FREQUENCY (ω) H(ω).5 π απ ( β)π ( β)π απ π FREQUENCY (ω)

12 The transition band of H (!) and H (!) can be constructed using any power-complementary function, (!), (!)+ (!) =, () We use the Daubechies filter frequency response with two vanishing moments, (!) = ( + cos(!)) p cos(!),! apple. (3) Scale and dilate (!) to obtain transition bands for H (!) and H (!).

13 X(ω).5 π απ ( β)π ( β)π απ π ω (a) Fourier transform of input signal, X(!). H(ω) H(ω).5.5 π απ ( β)π ( β)π απ π FREQUENCY (ω) π απ ( β)π ( β)π απ π FREQUENCY (ω) (b) Frequency responses H (!) and H (!). H(ω) X(ω) H(ω) X(ω).5.5 π απ ( β)π ( β)π απ π ω π απ ( β)π ( β)π απ π ω (c) Fourier transforms of input signal after filtering. V(ω) V(ω).5.5 π.5π.5π π ω π.5π.5π π ω (d) Fourier transforms after scaling. 3

14 Iterated Filters x(n) stage d (n) stage d (n) stage 3 c(n) d 3 (n) Redundancy (total oversampling rate) for many stages: r = When apple, apple, wehavethesystemequivalence: x(n) H (!) LPS H (!) LPS H (!) HPS j stages H (j) (!) LPS j HPS d j (n) 4

15 The equivalent filter is H (j) (!) := 8! < ( ) j >< Yj H (!/ j ) H (!/ m ) ( ) j apple! apple j m= >: j <! apple. (4) H j (!)! ( ) j j Q-factor: Scaling factors, : Q =! c BW = = Q +, = r 5

16 LOW Q-FACTOR WT FREQUENCY RESPONSES 4 LEVELS alpha =.67, beta =., Q =., R = 3. HIGH Q-FACTOR WT FREQUENCY RESPONSES 3 LEVELS alpha =.87, beta =.4, Q = 4., R = π/4 π/ 3π/4 π FREQUENCY (ω)..5 WAVELET TIME (SAMPLES).5. π/4 π/ 3π/4 π FREQUENCY (ω)..5 WAVELET TIME (SAMPLES) Q-factor = Q-factor = 4 Redundancy = 3 Redundancy = 3 6

17 Finite-length Signals... The TWQT can be implemented for finite-length signals using the DFT (FFT)... H (k) LPS N : N v (n) LPS N : N H (k) y (n) x(n) + y(n) H (k) HPS N :N v (n) HPS N :N H (k) y (n) 7

18 Low-pass scaling N :N x(n) LPS N : N y(n) X (k) X (k) N/ N N/ N Y (k) Y (k) N / N N / N Low-pass scaling with N <N Low-pass scaling with N >N. 8

19 High-pass scaling N :N x(n) HPS N :N y(n) X (k) X (k) N/ N N/ N Y (k) Y (k) N / N N / N High-pass scaling with N <N High-pass scaling with N >N 9

20 X (k) N/ N (a) DFT of input signal, X(k). H (k) H (k) T N/ T N T N/ T N (b) Filters H (k) and H (k). The transitions-bands are indicated by T. H (k)x (k) H (k)x (k) N/ N (c) DFT of input signal after filtering. N/ N V (k) V (k) N / N N / N (d) DFT after scaling.

21 Example: Low Q-factor vs High Q-factor WT SUBBANDS (LOW Q RADWT) SUBBANDS (HIGH Q RADWT).89% 7.43% % 6.4% 9 3.5% 3.7%.54% SUBBAND %.8% SUBBAND 7.3% 6.3% 6 6.8% 3 4.7% 4.74% 7 3.9% 5.% 8.38% % 9.% % TIME (SAMPLES) P =, Q = 3, S =, Levels = Dilation =.5, Redundancy = TIME (SAMPLES) P = 5, Q = 6, S =, Levels = Dilation =., Redundancy = 3.

22 Low Q-factor vs High Q-factor WT after sparsification SUBBANDS (LOW Q RADWT) SUBBANDS (HIGH Q RADWT).% 7.% %.7% 9.% %.% SUBBAND %.79% SUBBAND.% 38.66% % 3.% 4.% 7.68% 5 6.6% 8.% % 9.% 7.% TIME (SAMPLES) P =, Q = 3, S =, Levels = Dilation =.5, Redundancy = TIME (SAMPLES) P = 5, Q = 6, S =, Levels = Dilation =., Redundancy = 3.

23 Low Q-factor vs High Q-factor WT SUBBANDS (LOW Q RADWT) SUBBANDS (HIGH Q RADWT) 6.8%.58% 7.75% 6.3% 8 3.% 9 3.8% 3.7% 5.65% SUBBAND 4 6.% SUBBAND 6.8% 6.95% 5.44% 3 8.7% 6.5% 4.37% % 7 3.5% 6.4% % % 8 5.4% 9.4% 9 3.7% TIME (SAMPLES) P =, Q = 3, S =, Levels = Dilation =.5, Redundancy = TIME (SAMPLES) P = 5, Q = 6, S =, Levels = Dilation =., Redundancy = 3. 3

24 Low Q-factor vs High Q-factor WT after sparsification SUBBANDS (LOW Q RADWT) SUBBANDS (HIGH Q RADWT) 6.43%.% % 3.% 8.35% 9.6% 3.99% 4.% SUBBAND % SUBBAND 5.87% 6.5% 5.6% 3 4.% % 4 8.7% 5.7% % % 8.64% 7 9.5% 8.36% 9.3% 9 3.% TIME (SAMPLES) P =, Q = 3, S =, Levels = Dilation =.5, Redundancy = TIME (SAMPLES) P = 5, Q = 6, S =, Levels = Dilation =., Redundancy = 3. 4

25 Constant-Q vs Constant-BW Constant-Q Constant-BW FREQUENCY RESPONSES FREQUENCY RESPONSES FREQUENCY (CYCLES/SAMPLE) FREQUENCY (CYCLES/SAMPLE) ANALYSIS FUNCTION ANALYSIS FUNCTION TIME (SAMPLES) TIME (SAMPLES) ANALYSIS FUNCTION ANALYSIS FUNCTION TIME (SAMPLES) TIME (SAMPLES) fixed resonance frequency-dependent temporal duration frequency-dependent resonance fixed temporal duration 5

26 Tunable Q-factor wavelet transform (TQWT) Run Times Total execution time for forward/inverse N-point TQWT. N time (ms) N time (ms) Run times measured on a base-model Apple MacBook Pro (.4 GHz Intel Core Duo). Cimplementation. 6

27 Tunable Q-factor wavelet transform (TQWT) Summary:. Fully-discrete, modestly overcomplete. Exact perfect reconstruction ( self-inverting ) 3. Adjustable Q-factor: Can attain higher Q-factors than (or same low Q-factor of) the dyadic WT. =) Can achieve higher-frequency resolution needed for oscillatory signals. 4. Samples the time-frequency plane more densely in both time and frequency. =) Exactly invertible, fully-discrete approximation of the continuous WT. 5. FFT-based implementation 7

28 Morphological Component Analysis (MCA) Given an observed signal x = x + x, with x, x, x R N, the goal of MCA is to estimate/determine x and x individually. Assuming that x and x can be sparsely represented in bases (or frames) and respectively, they can be estimated by minimizing the objective function, J(w, w )= kw k + kw k with respect to w and w,subjecttotheconstraint: w + w = x. Then MCA provides the estimates ˆx = w and ˆx = w. Reference: Starck, Elad, Donoho. Image Decomposition via the Combination of Sparse Representations and a Variational Approach, IEEE Trans. on Image Processing, Oct 5. 8

29 Why not a quadratic cost function? If a quadratic cost function is minimized, subject to w + w = x, then, using J(w, w )= kw k + kw k t t = = I, thew and w can be found in closed form: w = w = + + t x, and the estimated components, ˆx = w and ˆx = w,aregivenby Both ˆx and ˆx are just scaled versions of x. =) No separation at all! ˆx = ˆx = + + t x x, x 9

30 MCA as a linear inverse problem The constrained optimization problem can be written as min w,w kw k + kw k subject to w + w = x min w subject to k wk Hw = x where h H = and denotes point-by-point multiplication. 3 i, w = 4 w 5 This is basis pursuit, an `-regularized linear inverse problem... Non-di erentiable Convex =) We use a variant of SALSA (split augmented Lagrangian shrinkage algorithm). Reference: Afonso, Bioucas-Dias, Figueiredo. Fast Image Recovery Using Variable Splitting and Constrained Optimization. IEEE Trans. on Image Processing,. w 3

31 SALSA for MCA (bais pursuit form) Applying SALSA to the MCA problem yields the iterative algorithm: initialize: µ>, d i (5) u i soft(w i + d i,.5 i /µ) d i, i =, (6) c x u u (7) d i t i c i =, (8) w i d i + u i i =, (9) repeat where soft(x, T ) is the soft-threshold rule with threshold T, () soft(x, T )=x max(, T/ x ). Note: no matrix inverses; only forward and inverse transforms. 3

32 9.5 OBJECTIVE FUNCTION ISTA SALSA ITERATION Figure 4: Reduction of objective function during the first iterations. SALSA converges faster than ISTA. 3

33 Example: Resonance-selective nonlinear band-pass filtering (a) TEST SIGNAL (c) OUTPUT OF BAND PASS FILTER 3 4 TIME (SAMPLES) 3 4 TIME (SAMPLES) (b) TWO BAND PASS FILTERS (d) OUTPUT OF BAND PASS FILTER.5 BAND PASS FILTER BAND PASS FILTER FREQUENCY (CYCLES/SAMPLE) 3 4 TIME (SAMPLES) Figure 5: LTI band-pass filtering. The test signal (a) consists of a sinusoidal pulse of frequency. cycles/sample and a transient. Band-pass filters and in (b) are tuned to the frequencies.7 and. cycles/second respectively. The output signals, obtained by filtering the test signal with each of the two band-pass filters, are shown in (c) and (d). The output of band-pass filter, illustrated in (c), contains oscillations due to the transient in the test signal. Moreover, the transient oscillations in (c) have a frequency of.7 Hz even though the test signal (a) contains no sustained oscillatory behavior at this frequency. 33

34 (a) HIGH RESONANCE COMPONENT (c) OUTPUT OF BAND PASS FILTER 3 4 TIME (SAMPLES) 3 4 TIME (SAMPLES) (b) LOW RESONANCE COMPONENT (d) OUTPUT OF BAND PASS FILTER 3 4 TIME (SAMPLES) 3 4 TIME (SAMPLES) Figure 6: Resonance-based decomposition and band-pass filtering. When resonance-based analysis method is applied to the test signal in Fig. 5a, it yields the high- and low-resonance components illustrated in (a) and (b). The output signals, obtained by filtering the high-resonance component (a) with each of the two band-pass filters shown in Fig. 5b, are illustrated in (c) and (d). The transient oscillations in (c) are substantially reduced compared to Fig. 5c. 34

35 Example: Resonance-based decomposition of speech.4 (a) SPEECH SIGNAL [Fs = 6, SAMPLES/SECOND] (b) HIGH RESONANCE COMPONENT (c) LOW RESONANCE COMPONENT TIME (SECONDS) Figure 7: Decomposition of a speech signal ( I m ) into high- and low-resonance components. The high-resonance component (b) contains the sustained oscillations present in the speech signal, while the low-resonance component (c) contains non-oscillatory transients. (The residual is not shown.) 35

36 . (a) ORIGINAL SPEECH (b) HIGH RESONANCE COMPONENT (c) LOW RESONANCE COMPONENT FREQUENCY (Hz) Figure 8: Frequency spectra of the speech signal in Fig. 7 and of the extracted high- and low-resonance components. The spectra are computed using the 5 msec segment from.5 to. seconds. The energy of each resonance component is widely distributed in frequency and their frequency-spectra overlap. 36

37 . (a) RECONSTRUCTION FROM SUBBANDS 9, (b) RECONSTRUCTION FROM SUBBANDS 8, (c) RECONSTRUCTION FROM SUBBANDS (D) SUM OF ABOVE 3 SIGNALS TIME (SECONDS) Figure 9: Frequency decomposition of high-resonance component in Fig. 7. Reconstructing the high-resonance component from a few subbands of the high Q-factor WT at a time, yields an e cient AM/FM decomposition. 37

38 Constant bandwidth + Constant Q-factor CONSTANT BANDWITH FREQUENCY CONSTANT Q FACTOR FREQUENCY AconstantbandwidthandaconstantQ-factordecompositioncanhavehighcoherenceduetosome analysis functions, from each decomposition, having similar frequency support. This can degrade the results of MCA in principle. 38

39 Constant Q-factor: High Q-factor + Low Q-factor CONSTANT Q FACTOR (HIGH Q FACTOR) FREQUENCY CONSTANT Q FACTOR (LOW Q FACTOR) FREQUENCY Two constant Q-factor decompositions with markedly di erent Q-factors will have low coherence because no analysis functions from the two decompositions will have similar frequency support. This is beneficial for the operation of MCA. 39

40 Small coherence between low and high Q-factor WTs p (f) Q /f f /Q p (f) Q /f f /Q f f f Figure : For reliable resonance-based decomposition, the inner product between the low-q and high-q wavelets should be small for all dilations and translations. The computation of the maximum inner product is simplified by assuming the wavelets are ideal band-pass functions and expressing the inner product in the frequency domain. The inner products can be defined in the frequency domain, Z (f,f ):= (f) (f) df, as a function of their center frequencies (equivalently, dilation). The maximum value of the inner product, (f,f ),occurswhenf = f ( + /Q )/( + /Q ) and is given by max = s Q +/ Q +/, Q >Q. () 4

41 Constant Bandwidth: Narrow-band + Wide-band CONSTANT BANDWITH (NARROW BAND) FREQUENCY CONSTANT BANDWITH (WIDE BAND) FREQUENCY Two constant bandwidth decompositions with markedly di erent bandwidths will also have low coherence and are therefore also suitable transform for MCA-based signal decomposition. This gives a bandwidthbased decomposition, rather than a resonance-based decomposition. 4

42 Conclusion: Resonance-based signal decomposition Low Q-factor WT used for sparse representation of the transient component. High Q-factor WT used for sparse representation of the oscillatory (rhythmic) component. Morphological component analysis (MCA) used to separate the two signal components. Oscillatory component not necessarily high-pass contains both low and high frequencies. Transient component not necessarily a low-pass signal contains sharp bumps and jumps. Software available (Matlab software on web, C code by request). 4

43 Graphical User Interface: Facilitates interactive selection and tuning of parameters. 43

44 Group Sparsity with Fully Overlapping Groups Po-Yu Chen Basis pursuit denoising (no group structure): argmin c ky ck + kck Generalized basis pursuit denoising (overlapping group sparsity): argmin c ky ck + NX 3 p c(i) + c(i + ) + c(i + ) i= (group size 3)

45 36 Example: Speech Enhancement FREQUENCY FREQUENCY TIME (SECONDS) Noise-free signal spectrogram TIME (SECONDS) Noisy signal spectrogram 5

46 37 Example: Speech Enhancement (K, K )=(, ) Basis pursuit denoising using ` norm, i.e. no group structure. 7 FREQUENCY FREQUENCY TIME (SECONDS) TIME (SECONDS) 5 The spectrogram exhibits many spurious noise spikes which produces musical noise

47 38 Example: Speech Enhancement (K, K )=(, 8) FREQUENCY FREQUENCY TIME (SECONDS) ! TIME (SECONDS) 5 The spectrogram does not exhibit spurious noise spikes. The denoised signal is free of musical noise artifact

48 39 Example: Speech Enhancement (K, K )=(8, ) FREQUENCY FREQUENCY TIME (SECONDS) ! TIME (SECONDS) 5 The spectrogram does not exhibit spurious noise spikes. The denoised signal is free of musical noise artifact

49 Quasi-Polynomial Approximation via Sparse Derivatives Xiaoran Ning y = x + noise Total variation denoising: argmin x ky xk + kdxk Dual-component polynomial denoising: argmin ky x x k + kdx k + kd x k x,x

50 The clean signal Y: Noisy signal, SNR = 5 db The recovered signal: SNR = 9.5 db

51 Y: Noisy signal, SNR = 5 db.5.5 R : Estimate of X R : Estimate of X The recovered signal = R + R, SNR = db

52 To compare the two methods.5 The clean signal Sparse Derivative Denoising: SNR = db Total Variation Filtering: SNR = 9.5 db Figure: Sparse Derivative Denoising and TV Filtering.

53 . More slides... 44

54 Comparison: EMD & TQWT We compare Empirical Mode Decomposition (EMD) Sparse TQWT Representation A goal of EMD is to decompose a multicomponent signal into several narrow-band components (intrinsic mode functions). For some real signals, a sparse TQWT representation leads to a more reasonable decomposition than EMD (next two slides). 45

55 7 Empirical mode decomposition (EMD) IMF index Time (seconds) 46

56 Sparse TQWT Representation band band band 3 band 4 residual recon Time (seconds) 47

57 Morphological Component Analysis (MCA) Noisy signal case In the noisy case, we should not ask for exact equality. Given an observed signal x = x + x + n, with x, x, x R N, where n is noise, the components x and x can be estimated by minimizing the objective function, J(w, w )=kx w w k + kw k + kw k with respect to w and w.thenmcaprovidestheestimates ˆx = w and ˆx = w. Reference: Starck, Elad, Donoho. Image Decomposition via the Combination of Sparse Representations and a Variational Approach, IEEE Trans. on Image Processing, Oct 5. 48

58 Why not a quadratic cost function? If the `-norm is used for the penalty term, J(w, w )=kx w w k + kw k + kw k, then, using t t = = I, theminimizingw and w can be found in closed form: w = + + t x t w = + + x and the estimated components, ˆx = w and ˆx = w,aregivenby ˆx = ˆx = Both ˆx and ˆx are just scaled versions of x. =) No separation at all! + + x + + x 49

59 MCA as a linear inverse problem The objective function can be written as J(w, w )=kx w w k + kw k + kw k J(w) =kx Hwk + k wk where H = h i, w = 3 4 w 5 w and denotes point-by-point multiplication. An `-regularized linear inverse problem... Non-di erentiable Convex =) Use Iterative Soft Thresholding Algorithm (ISTA) or another algorithm to minimize J(w). Other algorithms include SparSA, TwIST, FISTA, SALSA, etc. 5

60 Split augmented Lagrangian shrinkage algorithm (SALSA) SALSA is an algorithm for minimizing SALSA is based on the minimization of J(w) =kx Hwk + kwk by the alternating split augmented Lagrangian algorithm: min u f (u)+f (u) () u (k+) =argmin u f (u)+µku v (k) d (k) k (3) v (k+) =argmin v f (v)+µku (k+) v d (k) k (4) d (k+) = d (k) u (k+) + v (k+) (5) Reference: Afonso, Bioucas-Dias, Figueiredo. Fast Image Recovery Using Variable Splitting and Constrained Optimization. IEEE Trans. on Image Processing,. 5

61 SALSA Applying SALSA to the MCA problem yields the iterative algorithm: initialize: µ>, d (6) u i soft(w i + d i,.5 i /µ) d i, i =, (7) c x u u (8) t d i i c i =, (9) µ + w i d i + u i, i =, () repeat where soft(x, T ) is the soft-threshold rule with threshold T, () soft(x, T )=x max(, T/ x ). Note: no matrix inverses; only forward and inverse transforms. 5

62 NOISY SPEECH WAVEFORM HIGH Q FACTOR COMPONENT LOW Q FACTOR COMPONENT RESIDUAL TIME (SECONDS) 53

Sparse signal representation and the tunable Q-factor wavelet transform

Sparse signal representation and the tunable Q-factor wavelet transform Sparse signal representation and the tunable Q-factor wavelet transform Ivan Selesnick Polytechnic Institute of New York University Brooklyn, New York Introduction Problem: Decomposition of a signal into

More information

Frequency-Domain Design and Implementation of Overcomplete Rational-Dilation Wavelet Transforms

Frequency-Domain Design and Implementation of Overcomplete Rational-Dilation Wavelet Transforms Frequency-Domain Design and Implementation of Overcomplete Rational-Dilation Wavelet Transforms Ivan Selesnick and Ilker Bayram Polytechnic Institute of New York University Brooklyn, New York 1 Rational-Dilation

More information

Wavelet Transform with Tunable Q-Factor

Wavelet Transform with Tunable Q-Factor IEEE TRANSACTIONS ON SIGNAL PROCESSING (2) Wavelet Transform with Tunable Q-Factor Ivan W. Selesnick, Senior Member, IEEE Abstract This paper describes a discrete-time wavelet transform for which the Q-factor

More information

Introduction to Sparsity in Signal Processing

Introduction to Sparsity in Signal Processing 1 Introduction to Sparsity in Signal Processing Ivan Selesnick Polytechnic Institute of New York University Brooklyn, New York selesi@poly.edu 212 2 Under-determined linear equations Consider a system

More information

Introduction to Sparsity in Signal Processing

Introduction to Sparsity in Signal Processing 1 Introduction to Sparsity in Signal Processing Ivan Selesnick Polytechnic Institute of New York University Brooklyn, New York selesi@poly.edu 212 2 Under-determined linear equations Consider a system

More information

Introduction to Sparsity in Signal Processing 1

Introduction to Sparsity in Signal Processing 1 Introduction to Sparsity in Signal Processing Ivan Selesnick June, NYU-Poly Introduction These notes describe how sparsity can be used in several signal processing problems. A common theme throughout these

More information

SPARSE SIGNAL RESTORATION. 1. Introduction

SPARSE SIGNAL RESTORATION. 1. Introduction SPARSE SIGNAL RESTORATION IVAN W. SELESNICK 1. Introduction These notes describe an approach for the restoration of degraded signals using sparsity. This approach, which has become quite popular, is useful

More information

Denoising of NIRS Measured Biomedical Signals

Denoising of NIRS Measured Biomedical Signals Denoising of NIRS Measured Biomedical Signals Y V Rami reddy 1, Dr.D.VishnuVardhan 2 1 M. Tech, Dept of ECE, JNTUA College of Engineering, Pulivendula, A.P, India 2 Assistant Professor, Dept of ECE, JNTUA

More information

Sparse linear models

Sparse linear models Sparse linear models Optimization-Based Data Analysis http://www.cims.nyu.edu/~cfgranda/pages/obda_spring16 Carlos Fernandez-Granda 2/22/2016 Introduction Linear transforms Frequency representation Short-time

More information

EMPLOYING PHASE INFORMATION FOR AUDIO DENOISING. İlker Bayram. Istanbul Technical University, Istanbul, Turkey

EMPLOYING PHASE INFORMATION FOR AUDIO DENOISING. İlker Bayram. Istanbul Technical University, Istanbul, Turkey EMPLOYING PHASE INFORMATION FOR AUDIO DENOISING İlker Bayram Istanbul Technical University, Istanbul, Turkey ABSTRACT Spectral audio denoising methods usually make use of the magnitudes of a time-frequency

More information

Translation-Invariant Shrinkage/Thresholding of Group Sparse. Signals

Translation-Invariant Shrinkage/Thresholding of Group Sparse. Signals Translation-Invariant Shrinkage/Thresholding of Group Sparse Signals Po-Yu Chen and Ivan W. Selesnick Polytechnic Institute of New York University, 6 Metrotech Center, Brooklyn, NY 11201, USA Email: poyupaulchen@gmail.com,

More information

Lecture Notes 5: Multiresolution Analysis

Lecture Notes 5: Multiresolution Analysis Optimization-based data analysis Fall 2017 Lecture Notes 5: Multiresolution Analysis 1 Frames A frame is a generalization of an orthonormal basis. The inner products between the vectors in a frame and

More information

An Analytic Wavelet Transform with a Flexible Time-Frequency Covering

An Analytic Wavelet Transform with a Flexible Time-Frequency Covering Freuency An Analytic Wavelet Transform with a Flexible -Freuency Covering 1 İlker Bayram ibayram@ituedutr Abstract We develop a rational-dilation wavelet transform for which the dilation factor, the Q-factor

More information

SPARSITY-ASSISTED SIGNAL SMOOTHING (REVISITED) Ivan Selesnick

SPARSITY-ASSISTED SIGNAL SMOOTHING (REVISITED) Ivan Selesnick SPARSITY-ASSISTED SIGNAL SMOOTHING (REVISITED) Ivan Selesnick Electrical and Computer Engineering Tandon School of Engineering, New York University Brooklyn, New York, USA ABSTRACT This paper proposes

More information

Sparse Time-Frequency Transforms and Applications.

Sparse Time-Frequency Transforms and Applications. Sparse Time-Frequency Transforms and Applications. Bruno Torrésani http://www.cmi.univ-mrs.fr/~torresan LATP, Université de Provence, Marseille DAFx, Montreal, September 2006 B. Torrésani (LATP Marseille)

More information

Wavelet Based Image Restoration Using Cross-Band Operators

Wavelet Based Image Restoration Using Cross-Band Operators 1 Wavelet Based Image Restoration Using Cross-Band Operators Erez Cohen Electrical Engineering Department Technion - Israel Institute of Technology Supervised by Prof. Israel Cohen 2 Layout Introduction

More information

Multiresolution Analysis

Multiresolution Analysis Multiresolution Analysis DS-GA 1013 / MATH-GA 2824 Optimization-based Data Analysis http://www.cims.nyu.edu/~cfgranda/pages/obda_fall17/index.html Carlos Fernandez-Granda Frames Short-time Fourier transform

More information

Denosing Using Wavelets and Projections onto the l 1 -Ball

Denosing Using Wavelets and Projections onto the l 1 -Ball 1 Denosing Using Wavelets and Projections onto the l 1 -Ball October 6, 2014 A. Enis Cetin, M. Tofighi Dept. of Electrical and Electronic Engineering, Bilkent University, Ankara, Turkey cetin@bilkent.edu.tr,

More information

Morphological Diversity and Source Separation

Morphological Diversity and Source Separation Morphological Diversity and Source Separation J. Bobin, Y. Moudden, J.-L. Starck, and M. Elad Abstract This paper describes a new method for blind source separation, adapted to the case of sources having

More information

Primal-Dual Algorithms for Audio Decomposition Using Mixed Norms

Primal-Dual Algorithms for Audio Decomposition Using Mixed Norms Noname manuscript No. (will be inserted by the editor Primal-Dual Algorithms for Audio Decomposition Using Mixed Norms İlker Bayram and Ö. Deniz Akyıldız Received: date / Accepted: date Abstract We consider

More information

An Introduction to Filterbank Frames

An Introduction to Filterbank Frames An Introduction to Filterbank Frames Brody Dylan Johnson St. Louis University October 19, 2010 Brody Dylan Johnson (St. Louis University) An Introduction to Filterbank Frames October 19, 2010 1 / 34 Overview

More information

Recent developments on sparse representation

Recent developments on sparse representation Recent developments on sparse representation Zeng Tieyong Department of Mathematics, Hong Kong Baptist University Email: zeng@hkbu.edu.hk Hong Kong Baptist University Dec. 8, 2008 First Previous Next Last

More information

Sparse linear models and denoising

Sparse linear models and denoising Lecture notes 4 February 22, 2016 Sparse linear models and denoising 1 Introduction 1.1 Definition and motivation Finding representations of signals that allow to process them more effectively is a central

More information

MULTI-RESOLUTION SIGNAL DECOMPOSITION WITH TIME-DOMAIN SPECTROGRAM FACTORIZATION. Hirokazu Kameoka

MULTI-RESOLUTION SIGNAL DECOMPOSITION WITH TIME-DOMAIN SPECTROGRAM FACTORIZATION. Hirokazu Kameoka MULTI-RESOLUTION SIGNAL DECOMPOSITION WITH TIME-DOMAIN SPECTROGRAM FACTORIZATION Hiroazu Kameoa The University of Toyo / Nippon Telegraph and Telephone Corporation ABSTRACT This paper proposes a novel

More information

Super-resolution via Convex Programming

Super-resolution via Convex Programming Super-resolution via Convex Programming Carlos Fernandez-Granda (Joint work with Emmanuel Candès) Structure and Randomness in System Identication and Learning, IPAM 1/17/2013 1/17/2013 1 / 44 Index 1 Motivation

More information

A Higher-Density Discrete Wavelet Transform

A Higher-Density Discrete Wavelet Transform A Higher-Density Discrete Wavelet Transform Ivan W. Selesnick Abstract In this paper, we describe a new set of dyadic wavelet frames with three generators, ψ i (t), i =,, 3. The construction is simple,

More information

Introduction to Biomedical Engineering

Introduction to Biomedical Engineering Introduction to Biomedical Engineering Biosignal processing Kung-Bin Sung 6/11/2007 1 Outline Chapter 10: Biosignal processing Characteristics of biosignals Frequency domain representation and analysis

More information

Signal Restoration with Overcomplete Wavelet Transforms: Comparison of Analysis and Synthesis Priors

Signal Restoration with Overcomplete Wavelet Transforms: Comparison of Analysis and Synthesis Priors Signal Restoration with Overcomplete Wavelet Transforms: Comparison of Analysis and Synthesis Priors Ivan W. Selesnick a and Mário A. T. Figueiredo b a Polytechnic Institute of New York University, Brooklyn,

More information

Tutorial: Sparse Signal Processing Part 1: Sparse Signal Representation. Pier Luigi Dragotti Imperial College London

Tutorial: Sparse Signal Processing Part 1: Sparse Signal Representation. Pier Luigi Dragotti Imperial College London Tutorial: Sparse Signal Processing Part 1: Sparse Signal Representation Pier Luigi Dragotti Imperial College London Outline Part 1: Sparse Signal Representation ~90min Part 2: Sparse Sampling ~90min 2

More information

Symmetric Wavelet Tight Frames with Two Generators

Symmetric Wavelet Tight Frames with Two Generators Symmetric Wavelet Tight Frames with Two Generators Ivan W. Selesnick Electrical and Computer Engineering Polytechnic University 6 Metrotech Center, Brooklyn, NY 11201, USA tel: 718 260-3416, fax: 718 260-3906

More information

Large-Scale L1-Related Minimization in Compressive Sensing and Beyond

Large-Scale L1-Related Minimization in Compressive Sensing and Beyond Large-Scale L1-Related Minimization in Compressive Sensing and Beyond Yin Zhang Department of Computational and Applied Mathematics Rice University, Houston, Texas, U.S.A. Arizona State University March

More information

Introduction to time-frequency analysis Centre for Doctoral Training in Healthcare Innovation

Introduction to time-frequency analysis Centre for Doctoral Training in Healthcare Innovation Introduction to time-frequency analysis Centre for Doctoral Training in Healthcare Innovation Dr. Gari D. Clifford, University Lecturer & Director, Centre for Doctoral Training in Healthcare Innovation,

More information

IMPROVEMENTS IN MODAL PARAMETER EXTRACTION THROUGH POST-PROCESSING FREQUENCY RESPONSE FUNCTION ESTIMATES

IMPROVEMENTS IN MODAL PARAMETER EXTRACTION THROUGH POST-PROCESSING FREQUENCY RESPONSE FUNCTION ESTIMATES IMPROVEMENTS IN MODAL PARAMETER EXTRACTION THROUGH POST-PROCESSING FREQUENCY RESPONSE FUNCTION ESTIMATES Bere M. Gur Prof. Christopher Niezreci Prof. Peter Avitabile Structural Dynamics and Acoustic Systems

More information

COMPLEX WAVELET TRANSFORM IN SIGNAL AND IMAGE ANALYSIS

COMPLEX WAVELET TRANSFORM IN SIGNAL AND IMAGE ANALYSIS COMPLEX WAVELET TRANSFORM IN SIGNAL AND IMAGE ANALYSIS MUSOKO VICTOR, PROCHÁZKA ALEŠ Institute of Chemical Technology, Department of Computing and Control Engineering Technická 905, 66 8 Prague 6, Cech

More information

EUSIPCO

EUSIPCO EUSIPCO 013 1569746769 SUBSET PURSUIT FOR ANALYSIS DICTIONARY LEARNING Ye Zhang 1,, Haolong Wang 1, Tenglong Yu 1, Wenwu Wang 1 Department of Electronic and Information Engineering, Nanchang University,

More information

Multiple Change Point Detection by Sparse Parameter Estimation

Multiple Change Point Detection by Sparse Parameter Estimation Multiple Change Point Detection by Sparse Parameter Estimation Department of Econometrics Fac. of Economics and Management University of Defence Brno, Czech Republic Dept. of Appl. Math. and Comp. Sci.

More information

Sparse Regularization via Convex Analysis

Sparse Regularization via Convex Analysis Sparse Regularization via Convex Analysis Ivan Selesnick Electrical and Computer Engineering Tandon School of Engineering New York University Brooklyn, New York, USA 29 / 66 Convex or non-convex: Which

More information

Sparsifying Transform Learning for Compressed Sensing MRI

Sparsifying Transform Learning for Compressed Sensing MRI Sparsifying Transform Learning for Compressed Sensing MRI Saiprasad Ravishankar and Yoram Bresler Department of Electrical and Computer Engineering and Coordinated Science Laborarory University of Illinois

More information

Which wavelet bases are the best for image denoising?

Which wavelet bases are the best for image denoising? Which wavelet bases are the best for image denoising? Florian Luisier a, Thierry Blu a, Brigitte Forster b and Michael Unser a a Biomedical Imaging Group (BIG), Ecole Polytechnique Fédérale de Lausanne

More information

Design of Image Adaptive Wavelets for Denoising Applications

Design of Image Adaptive Wavelets for Denoising Applications Design of Image Adaptive Wavelets for Denoising Applications Sanjeev Pragada and Jayanthi Sivaswamy Center for Visual Information Technology International Institute of Information Technology - Hyderabad,

More information

An Investigation of 3D Dual-Tree Wavelet Transform for Video Coding

An Investigation of 3D Dual-Tree Wavelet Transform for Video Coding MITSUBISHI ELECTRIC RESEARCH LABORATORIES http://www.merl.com An Investigation of 3D Dual-Tree Wavelet Transform for Video Coding Beibei Wang, Yao Wang, Ivan Selesnick and Anthony Vetro TR2004-132 December

More information

Estimation Error Bounds for Frame Denoising

Estimation Error Bounds for Frame Denoising Estimation Error Bounds for Frame Denoising Alyson K. Fletcher and Kannan Ramchandran {alyson,kannanr}@eecs.berkeley.edu Berkeley Audio-Visual Signal Processing and Communication Systems group Department

More information

c 2011 International Press Vol. 18, No. 1, pp , March DENNIS TREDE

c 2011 International Press Vol. 18, No. 1, pp , March DENNIS TREDE METHODS AND APPLICATIONS OF ANALYSIS. c 2011 International Press Vol. 18, No. 1, pp. 105 110, March 2011 007 EXACT SUPPORT RECOVERY FOR LINEAR INVERSE PROBLEMS WITH SPARSITY CONSTRAINTS DENNIS TREDE Abstract.

More information

Bayesian Paradigm. Maximum A Posteriori Estimation

Bayesian Paradigm. Maximum A Posteriori Estimation Bayesian Paradigm Maximum A Posteriori Estimation Simple acquisition model noise + degradation Constraint minimization or Equivalent formulation Constraint minimization Lagrangian (unconstraint minimization)

More information

A Novel Fast Computing Method for Framelet Coefficients

A Novel Fast Computing Method for Framelet Coefficients American Journal of Applied Sciences 5 (11): 15-157, 008 ISSN 1546-939 008 Science Publications A Novel Fast Computing Method for Framelet Coefficients Hadeel N. Al-Taai Department of Electrical and Electronic

More information

SIGNAL SEPARATION USING RE-WEIGHTED AND ADAPTIVE MORPHOLOGICAL COMPONENT ANALYSIS

SIGNAL SEPARATION USING RE-WEIGHTED AND ADAPTIVE MORPHOLOGICAL COMPONENT ANALYSIS TR-IIS-4-002 SIGNAL SEPARATION USING RE-WEIGHTED AND ADAPTIVE MORPHOLOGICAL COMPONENT ANALYSIS GUAN-JU PENG AND WEN-LIANG HWANG Feb. 24, 204 Technical Report No. TR-IIS-4-002 http://www.iis.sinica.edu.tw/page/library/techreport/tr204/tr4.html

More information

The Dual-Tree Complex Wavelet Transform A Coherent Framework for Multiscale Signal and Image Processing

The Dual-Tree Complex Wavelet Transform A Coherent Framework for Multiscale Signal and Image Processing The Dual-Tree Complex Wavelet Transform A Coherent Framework for Multiscale Signal and Image Processing Ivan W. Selesnick Electrical and Computer Engineering Polytechnic University 6 Metrotech Center,

More information

Wavelet Footprints: Theory, Algorithms, and Applications

Wavelet Footprints: Theory, Algorithms, and Applications 1306 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 51, NO. 5, MAY 2003 Wavelet Footprints: Theory, Algorithms, and Applications Pier Luigi Dragotti, Member, IEEE, and Martin Vetterli, Fellow, IEEE Abstract

More information

Minimizing Isotropic Total Variation without Subiterations

Minimizing Isotropic Total Variation without Subiterations MITSUBISHI ELECTRIC RESEARCH LABORATORIES http://www.merl.com Minimizing Isotropic Total Variation without Subiterations Kamilov, U. S. TR206-09 August 206 Abstract Total variation (TV) is one of the most

More information

Dictionary Learning for photo-z estimation

Dictionary Learning for photo-z estimation Dictionary Learning for photo-z estimation Joana Frontera-Pons, Florent Sureau, Jérôme Bobin 5th September 2017 - Workshop Dictionary Learning on Manifolds MOTIVATION! Goal : Measure the radial positions

More information

Sparse Solutions of Systems of Equations and Sparse Modelling of Signals and Images

Sparse Solutions of Systems of Equations and Sparse Modelling of Signals and Images Sparse Solutions of Systems of Equations and Sparse Modelling of Signals and Images Alfredo Nava-Tudela ant@umd.edu John J. Benedetto Department of Mathematics jjb@umd.edu Abstract In this project we are

More information

VARIOUS types of wavelet transform are available for

VARIOUS types of wavelet transform are available for IEEE TRANSACTIONS ON SIGNAL PROCESSING A Higher-Density Discrete Wavelet Transform Ivan W. Selesnick, Member, IEEE Abstract This paper describes a new set of dyadic wavelet frames with two generators.

More information

A Friendly Guide to the Frame Theory. and Its Application to Signal Processing

A Friendly Guide to the Frame Theory. and Its Application to Signal Processing A Friendly uide to the Frame Theory and Its Application to Signal Processing inh N. Do Department of Electrical and Computer Engineering University of Illinois at Urbana-Champaign www.ifp.uiuc.edu/ minhdo

More information

Empirical Wavelet Transform

Empirical Wavelet Transform Jérôme Gilles Department of Mathematics, UCLA jegilles@math.ucla.edu Adaptive Data Analysis and Sparsity Workshop January 31th, 013 Outline Introduction - EMD 1D Empirical Wavelets Definition Experiments

More information

1 Sparsity and l 1 relaxation

1 Sparsity and l 1 relaxation 6.883 Learning with Combinatorial Structure Note for Lecture 2 Author: Chiyuan Zhang Sparsity and l relaxation Last time we talked about sparsity and characterized when an l relaxation could recover the

More information

MULTIRATE DIGITAL SIGNAL PROCESSING

MULTIRATE DIGITAL SIGNAL PROCESSING MULTIRATE DIGITAL SIGNAL PROCESSING Signal processing can be enhanced by changing sampling rate: Up-sampling before D/A conversion in order to relax requirements of analog antialiasing filter. Cf. audio

More information

Artifact-free Wavelet Denoising: Non-convex Sparse Regularization, Convex Optimization

Artifact-free Wavelet Denoising: Non-convex Sparse Regularization, Convex Optimization IEEE SIGNAL PROCESSING LETTERS. 22(9):164-168, SEPTEMBER 215. (PREPRINT) 1 Artifact-free Wavelet Denoising: Non-convex Sparse Regularization, Convex Optimization Yin Ding and Ivan W. Selesnick Abstract

More information

PERCEPTUAL MATCHING PURSUIT WITH GABOR DICTIONARIES AND TIME-FREQUENCY MASKING. Gilles Chardon, Thibaud Necciari, and Peter Balazs

PERCEPTUAL MATCHING PURSUIT WITH GABOR DICTIONARIES AND TIME-FREQUENCY MASKING. Gilles Chardon, Thibaud Necciari, and Peter Balazs 21 IEEE International Conference on Acoustic, Speech and Signal Processing (ICASSP) PERCEPTUAL MATCHING PURSUIT WITH GABOR DICTIONARIES AND TIME-FREQUENCY MASKING Gilles Chardon, Thibaud Necciari, and

More information

Digital Image Processing

Digital Image Processing Digital Image Processing, 2nd ed. Digital Image Processing Chapter 7 Wavelets and Multiresolution Processing Dr. Kai Shuang Department of Electronic Engineering China University of Petroleum shuangkai@cup.edu.cn

More information

Generalized Orthogonal Matching Pursuit- A Review and Some

Generalized Orthogonal Matching Pursuit- A Review and Some Generalized Orthogonal Matching Pursuit- A Review and Some New Results Department of Electronics and Electrical Communication Engineering Indian Institute of Technology, Kharagpur, INDIA Table of Contents

More information

Multiscale Image Transforms

Multiscale Image Transforms Multiscale Image Transforms Goal: Develop filter-based representations to decompose images into component parts, to extract features/structures of interest, and to attenuate noise. Motivation: extract

More information

Phase recovery with PhaseCut and the wavelet transform case

Phase recovery with PhaseCut and the wavelet transform case Phase recovery with PhaseCut and the wavelet transform case Irène Waldspurger Joint work with Alexandre d Aspremont and Stéphane Mallat Introduction 2 / 35 Goal : Solve the non-linear inverse problem Reconstruct

More information

From Fourier Series to Analysis of Non-stationary Signals - X

From Fourier Series to Analysis of Non-stationary Signals - X From Fourier Series to Analysis of Non-stationary Signals - X prof. Miroslav Vlcek December 14, 21 Contents Stationary and non-stationary 1 Stationary and non-stationary 2 3 Contents Stationary and non-stationary

More information

Linear & nonlinear classifiers

Linear & nonlinear classifiers Linear & nonlinear classifiers Machine Learning Hamid Beigy Sharif University of Technology Fall 1396 Hamid Beigy (Sharif University of Technology) Linear & nonlinear classifiers Fall 1396 1 / 44 Table

More information

Digital Image Processing Lectures 15 & 16

Digital Image Processing Lectures 15 & 16 Lectures 15 & 16, Professor Department of Electrical and Computer Engineering Colorado State University CWT and Multi-Resolution Signal Analysis Wavelet transform offers multi-resolution by allowing for

More information

Bayesian Estimation of Time-Frequency Coefficients for Audio Signal Enhancement

Bayesian Estimation of Time-Frequency Coefficients for Audio Signal Enhancement Bayesian Estimation of Time-Frequency Coefficients for Audio Signal Enhancement Patrick J. Wolfe Department of Engineering University of Cambridge Cambridge CB2 1PZ, UK pjw47@eng.cam.ac.uk Simon J. Godsill

More information

Sparse Signal Estimation by Maximally Sparse Convex Optimization

Sparse Signal Estimation by Maximally Sparse Convex Optimization IEEE TRANSACTIONS ON SIGNAL PROCESSING. (PREPRINT) Sparse Signal Estimation by Maximally Sparse Convex Optimization Ivan W. Selesnick and Ilker Bayram Abstract This paper addresses the problem of sparsity

More information

Sparsity in Underdetermined Systems

Sparsity in Underdetermined Systems Sparsity in Underdetermined Systems Department of Statistics Stanford University August 19, 2005 Classical Linear Regression Problem X n y p n 1 > Given predictors and response, y Xβ ε = + ε N( 0, σ 2

More information

Bayesian Methods for Sparse Signal Recovery

Bayesian Methods for Sparse Signal Recovery Bayesian Methods for Sparse Signal Recovery Bhaskar D Rao 1 University of California, San Diego 1 Thanks to David Wipf, Jason Palmer, Zhilin Zhang and Ritwik Giri Motivation Motivation Sparse Signal Recovery

More information

Design of bi-orthogonal rational Discrete Wavelet Transform and the associated applications

Design of bi-orthogonal rational Discrete Wavelet Transform and the associated applications Design of bi-orthogonal rational Discrete Wavelet Transform and the associated applications by Nguyen, Nguyen Si Tran B. Eng. (Information Technology and Telecommunication, with first class Honours), The

More information

An Overview of Sparsity with Applications to Compression, Restoration, and Inverse Problems

An Overview of Sparsity with Applications to Compression, Restoration, and Inverse Problems An Overview of Sparsity with Applications to Compression, Restoration, and Inverse Problems Justin Romberg Georgia Tech, School of ECE ENS Winter School January 9, 2012 Lyon, France Applied and Computational

More information

Convex Optimization and l 1 -minimization

Convex Optimization and l 1 -minimization Convex Optimization and l 1 -minimization Sangwoon Yun Computational Sciences Korea Institute for Advanced Study December 11, 2009 2009 NIMS Thematic Winter School Outline I. Convex Optimization II. l

More information

Dual Proximal Gradient Method

Dual Proximal Gradient Method Dual Proximal Gradient Method http://bicmr.pku.edu.cn/~wenzw/opt-2016-fall.html Acknowledgement: this slides is based on Prof. Lieven Vandenberghes lecture notes Outline 2/19 1 proximal gradient method

More information

Design Criteria for the Quadratically Interpolated FFT Method (I): Bias due to Interpolation

Design Criteria for the Quadratically Interpolated FFT Method (I): Bias due to Interpolation CENTER FOR COMPUTER RESEARCH IN MUSIC AND ACOUSTICS DEPARTMENT OF MUSIC, STANFORD UNIVERSITY REPORT NO. STAN-M-4 Design Criteria for the Quadratically Interpolated FFT Method (I): Bias due to Interpolation

More information

TRACKING SOLUTIONS OF TIME VARYING LINEAR INVERSE PROBLEMS

TRACKING SOLUTIONS OF TIME VARYING LINEAR INVERSE PROBLEMS TRACKING SOLUTIONS OF TIME VARYING LINEAR INVERSE PROBLEMS Martin Kleinsteuber and Simon Hawe Department of Electrical Engineering and Information Technology, Technische Universität München, München, Arcistraße

More information

SINGLE CHANNEL SPEECH MUSIC SEPARATION USING NONNEGATIVE MATRIX FACTORIZATION AND SPECTRAL MASKS. Emad M. Grais and Hakan Erdogan

SINGLE CHANNEL SPEECH MUSIC SEPARATION USING NONNEGATIVE MATRIX FACTORIZATION AND SPECTRAL MASKS. Emad M. Grais and Hakan Erdogan SINGLE CHANNEL SPEECH MUSIC SEPARATION USING NONNEGATIVE MATRIX FACTORIZATION AND SPECTRAL MASKS Emad M. Grais and Hakan Erdogan Faculty of Engineering and Natural Sciences, Sabanci University, Orhanli

More information

Ch. 15 Wavelet-Based Compression

Ch. 15 Wavelet-Based Compression Ch. 15 Wavelet-Based Compression 1 Origins and Applications The Wavelet Transform (WT) is a signal processing tool that is replacing the Fourier Transform (FT) in many (but not all!) applications. WT theory

More information

Multiresolution image processing

Multiresolution image processing Multiresolution image processing Laplacian pyramids Some applications of Laplacian pyramids Discrete Wavelet Transform (DWT) Wavelet theory Wavelet image compression Bernd Girod: EE368 Digital Image Processing

More information

Analytic discrete cosine harmonic wavelet transform(adchwt) and its application to signal/image denoising

Analytic discrete cosine harmonic wavelet transform(adchwt) and its application to signal/image denoising Analytic discrete cosine harmonic wavelet transform(adchwt) and its application to signal/image denoising M. Shivamurti and S. V. Narasimhan Digital signal processing and Systems Group Aerospace Electronic

More information

Topic 3: Fourier Series (FS)

Topic 3: Fourier Series (FS) ELEC264: Signals And Systems Topic 3: Fourier Series (FS) o o o o Introduction to frequency analysis of signals CT FS Fourier series of CT periodic signals Signal Symmetry and CT Fourier Series Properties

More information

Sparse & Redundant Signal Representation, and its Role in Image Processing

Sparse & Redundant Signal Representation, and its Role in Image Processing Sparse & Redundant Signal Representation, and its Role in Michael Elad The CS Department The Technion Israel Institute of technology Haifa 3000, Israel Wave 006 Wavelet and Applications Ecole Polytechnique

More information

Approximate Message Passing Algorithms

Approximate Message Passing Algorithms November 4, 2017 Outline AMP (Donoho et al., 2009, 2010a) Motivations Derivations from a message-passing perspective Limitations Extensions Generalized Approximate Message Passing (GAMP) (Rangan, 2011)

More information

2.3. Clustering or vector quantization 57

2.3. Clustering or vector quantization 57 Multivariate Statistics non-negative matrix factorisation and sparse dictionary learning The PCA decomposition is by construction optimal solution to argmin A R n q,h R q p X AH 2 2 under constraint :

More information

An Introduction to Sparse Approximation

An Introduction to Sparse Approximation An Introduction to Sparse Approximation Anna C. Gilbert Department of Mathematics University of Michigan Basic image/signal/data compression: transform coding Approximate signals sparsely Compress images,

More information

Introduction to Compressed Sensing

Introduction to Compressed Sensing Introduction to Compressed Sensing Alejandro Parada, Gonzalo Arce University of Delaware August 25, 2016 Motivation: Classical Sampling 1 Motivation: Classical Sampling Issues Some applications Radar Spectral

More information

Edge preserved denoising and singularity extraction from angles gathers

Edge preserved denoising and singularity extraction from angles gathers Edge preserved denoising and singularity extraction from angles gathers Felix Herrmann, EOS-UBC Martijn de Hoop, CSM Joint work Geophysical inversion theory using fractional spline wavelets: ffl Jonathan

More information

Introduction to Wavelets and Wavelet Transforms

Introduction to Wavelets and Wavelet Transforms Introduction to Wavelets and Wavelet Transforms A Primer C. Sidney Burrus, Ramesh A. Gopinath, and Haitao Guo with additional material and programs by Jan E. Odegard and Ivan W. Selesnick Electrical and

More information

Recovering overcomplete sparse representations from structured sensing

Recovering overcomplete sparse representations from structured sensing Recovering overcomplete sparse representations from structured sensing Deanna Needell Claremont McKenna College Feb. 2015 Support: Alfred P. Sloan Foundation and NSF CAREER #1348721. Joint work with Felix

More information

Digital Speech Processing Lecture 10. Short-Time Fourier Analysis Methods - Filter Bank Design

Digital Speech Processing Lecture 10. Short-Time Fourier Analysis Methods - Filter Bank Design Digital Speech Processing Lecture Short-Time Fourier Analysis Methods - Filter Bank Design Review of STFT j j ˆ m ˆ. X e x[ mw ] [ nˆ m] e nˆ function of nˆ looks like a time sequence function of ˆ looks

More information

SI 1. Figure SI 1.1 CuCl 4

SI 1. Figure SI 1.1 CuCl 4 Electronic Supplementary Material (ESI) for Dalton Transactions. This journal is The Royal Society of Chemistry 2014 SI 1 FFT analysis of residuals was carried out. The residuals were obtained by fitting

More information

Index. p, lip, 78 8 function, 107 v, 7-8 w, 7-8 i,7-8 sine, 43 Bo,94-96

Index. p, lip, 78 8 function, 107 v, 7-8 w, 7-8 i,7-8 sine, 43 Bo,94-96 p, lip, 78 8 function, 107 v, 7-8 w, 7-8 i,7-8 sine, 43 Bo,94-96 B 1,94-96 M,94-96 B oro!' 94-96 BIro!' 94-96 I/r, 79 2D linear system, 56 2D FFT, 119 2D Fourier transform, 1, 12, 18,91 2D sinc, 107, 112

More information

Filter Banks II. Prof. Dr.-Ing. G. Schuller. Fraunhofer IDMT & Ilmenau University of Technology Ilmenau, Germany

Filter Banks II. Prof. Dr.-Ing. G. Schuller. Fraunhofer IDMT & Ilmenau University of Technology Ilmenau, Germany Filter Banks II Prof. Dr.-Ing. G. Schuller Fraunhofer IDMT & Ilmenau University of Technology Ilmenau, Germany Page Modulated Filter Banks Extending the DCT The DCT IV transform can be seen as modulated

More information

A Generalized Uncertainty Principle and Sparse Representation in Pairs of Bases

A Generalized Uncertainty Principle and Sparse Representation in Pairs of Bases 2558 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL 48, NO 9, SEPTEMBER 2002 A Generalized Uncertainty Principle Sparse Representation in Pairs of Bases Michael Elad Alfred M Bruckstein Abstract An elementary

More information

Wavelet Analysis for Nanoscopic TEM Biomedical Images with Effective Weiner Filter

Wavelet Analysis for Nanoscopic TEM Biomedical Images with Effective Weiner Filter Wavelet Analysis for Nanoscopic TEM Biomedical Images with Effective Weiner Filter Garima Goyal goyal.garima18@gmail.com Assistant Professor, Department of Information Science & Engineering Jyothy Institute

More information

Sparsity-Assisted Signal Smoothing

Sparsity-Assisted Signal Smoothing Sparsity-Assisted Signal Smoothing Ivan W. Selesnick Electrical and Computer Engineering NYU Polytechnic School of Engineering Brooklyn, NY, 1121 selesi@poly.edu Summary. This chapter describes a method

More information

Inverse problems and sparse models (1/2) Rémi Gribonval INRIA Rennes - Bretagne Atlantique, France

Inverse problems and sparse models (1/2) Rémi Gribonval INRIA Rennes - Bretagne Atlantique, France Inverse problems and sparse models (1/2) Rémi Gribonval INRIA Rennes - Bretagne Atlantique, France remi.gribonval@inria.fr Structure of the tutorial Session 1: Introduction to inverse problems & sparse

More information

EE123 Digital Signal Processing

EE123 Digital Signal Processing EE123 Digital Signal Processing Lecture 1 Time-Dependent FT Announcements! Midterm: 2/22/216 Open everything... but cheat sheet recommended instead 1am-12pm How s the lab going? Frequency Analysis with

More information

Machine Learning for Signal Processing Non-negative Matrix Factorization

Machine Learning for Signal Processing Non-negative Matrix Factorization Machine Learning for Signal Processing Non-negative Matrix Factorization Class 10. Instructor: Bhiksha Raj With examples from Paris Smaragdis 11755/18797 1 The Engineer and the Musician Once upon a time

More information

Finite Frame Quantization

Finite Frame Quantization Finite Frame Quantization Liam Fowl University of Maryland August 21, 2018 1 / 38 Overview 1 Motivation 2 Background 3 PCM 4 First order Σ quantization 5 Higher order Σ quantization 6 Alternative Dual

More information

Covariance smoothing and consistent Wiener filtering for artifact reduction in audio source separation

Covariance smoothing and consistent Wiener filtering for artifact reduction in audio source separation Covariance smoothing and consistent Wiener filtering for artifact reduction in audio source separation Emmanuel Vincent METISS Team Inria Rennes - Bretagne Atlantique E. Vincent (Inria) Artifact reduction

More information