基于多尺度Wiener滤波器的分形噪声滤波

针对淹没在1/f噪声中的有用信号恢复问题,本文提出了一套基于双正交小波变换与Wiener滤波的多尺度滤波算法,并设计出多尺度Wiener滤波器.首先,利用双正交小波变换将带有1/f噪声的信号分解成多尺度的子带信号,通过小波变换对1/f噪声的白化作用,消除了1/f噪声的非平稳性、自相似性和长程相关性.其次,在小波域内,利用Wiener滤波,实现了噪声和有用信号的分离,估计出了各子带中的有用信号.最后,利用双正交小波的精确重构性,较好地恢复出淹没在1/f噪声中的有用信号.仿真实验表明,该滤波器能有效的抑制分形噪声,显著地提高信噪比.     

1/f分形噪声的一种多尺度Kalman滤波方法

针对淹没在1／f分形噪声中的有用信号恢复问题,提出了一种基于小波变换与Kalman滤波的多尺度滤波算法。首先将带有1／f分形噪声的信号分解成多尺度的子带信号,通过小波变换对1／f分形噪声的白化作用,消除了1／f分形噪声的自相似性和长程相关性。然后在小波域内,利用Kalman滤波实现了噪声和有用信号的分离,估计出了各子带中的有用信号。最后进行小波重构,较好地恢复出淹没在1／f分形噪声中的有用信号。仿真实验表明,使用多尺度Kalman滤波器能有效地抑制分形噪声,显著地提高了信噪比。     

Estimation of fractal signals using wavelets and filter banks

A filter bank design based on orthonormal wavelets and equipped with a multiscale Wiener filter was recently proposed for signal restoration and for signal smoothing of 1/f family of fractal signals corrupted by external noise. The conclusions obtained in these papers are based on the following simplificative hypotheses: (1) The wavelet transformation is a whitening filter, and (2) the approximation term of the wavelet expansion can be avoided when the number of octaves in the multiresolution analysis is large enough. In this paper, we show that the estimation of 1/f processes in noise can be improved avoiding these two hypotheses. Explicit expressions of the mean-square error are given, and numerical comparisons with previous results are shown     

Deconvolution filter design for fractal signal transmissionsystems: a multiscale Kalman filter bank approach

A deconvolution filtering design is proposed for the 1/f fractal signal transmission systems, with its design philosophy being based on multiscale Kalman deconvolution filter bank equipped in the analysis/synthesis wavelet filter bank, The role of wavelet transformation for 1/f fractal signal process is exploited as a multiscale whitening filter for removing the properties of self-similarity and long-range dependence from the fractal signals     

Optimal time-frequency deconvolution filter design fornonstationary signal transmission through a fading channel: AF filterbank approach

The purpose of this paper is to develop a new approach-time-frequency deconvolution filter-to optimally reconstruct the nonstationary (or time-varying) signals that are transmitted through a multipath fading and noisy channel. A deconvolution filter based on an ambiguity function (AF) filter bank is proposed to solve this problem via a three-stage filter bank. First, the signal is transformed via an AF analysis filter bank so that the nonstationary (or time-varying) component is removed from each subband of the signal. Then, a Wiener filter bank is developed to remove the effect of channel fading and noise to obtain the optimal estimation of the ambiguity function of the transmitted signal in the time-frequency domain. Finally, the estimated ambiguity function of the transmitted signal in each subband is sent through an AF synthesis filter bank to reconstruct the transmitted signal. In this study, the channel noise may be time-varying or nonstationary. Therefore, the optimal separation problem of multicomponent nonstationary signals is also solved by neglecting the transmission channel     

基于小波变换的分形随机信号的卡尔曼滤波

本文基于多尺度卡尔曼滤波方法来估计淹没在加性高斯白噪声中的分形布朗运动.针对每一尺度,给出了相应的动态系统参数和运动模型方程以及更精确的估计算法.并与多尺度维纳滤波进行了对比,计算机仿真结果证明了其优越性.     

Factorization approach to unitary time-varying filter bank treesand wavelets

A complete factorization of all optimal (in terms of quick transition) time-varying FIR unitary filter bank tree topologies is obtained. This has applications in adaptive subband coding, tiling of the time-frequency plane and the construction of orthonormal wavelet and wavelet packet bases for the half-line and interval. For an M-channel filter bank the factorization allows one to construct entry/exit filters that allow the filter bank to be used on finite signals without distortion at the boundaries. One of the advantages of the approach is that an efficient implementation algorithm comes with the factorization. The factorization can be used to generate filter bank tree-structures where the tree topology changes over time. Explicit formulas for the transition filters are obtained for arbitrary tree transitions. The results hold for tree structures where filter banks with any number of channels or filters of any length are used. Time-varying wavelet and wavelet packet bases are also constructed using these filter bank structures. the present construction of wavelets is unique in several ways: 1) the number of entry/exit functions is equal to the number of entry/exit filters of the corresponding filter bank; 2) these functions are defined as linear combinations of the scaling functions-other methods involve infinite product constructions; 3) the functions are trivially as regular as the wavelet bases from which they are constructed     

非平稳分形随机信号波形估计的最优门限方法

本文用基于最小均方误差准则的最优门限方法估计叠加高斯白噪声的分形布朗运动,并给出其离散小波变换分解级数确定方法.与多尺度维纳滤波相比,本方法不需估计1/f类分形信号的方差,且其离散小波变换分解级数可预先确定,因此有着更好的实用性和可操作性.     

Principal component filter banks for optimal multiresolutionanalysis

An important issue in multiresolution analysis is that of optimal basis selection. An optimal P-band perfect reconstruction filter bank (PRFB) is derived in this paper, which minimizes the approximation error (in the mean-square sense) between the original signal and its low-resolution version. The resulting PRFB decomposes the input signal into uncorrelated, low-resolution principal components with decreasing variance. Optimality issues are further analyzed in the special case of stationary and cyclostationary processes. By exploiting the connection between discrete-time filter banks and continuous wavelets, an optimal multiresolution decomposition of L₂(R) is obtained. Analogous results are also derived for deterministic signals. Some illustrative examples and simulations are presented     

Vector-valued wavelets and vector filter banks

In this paper, we introduce vector-valued multiresolution analysis and vector-valued wavelets for vector-valued signal spaces. We construct vector-valued wavelets by using paraunitary vector filter bank theory. In particular, we construct vector-valued Meyer wavelets that are band-limited. We classify and construct vector-valued wavelets with sampling property. As an application of vector-valued wavelets, multiwavelets can be constructed from vector-valued wavelets. We show that certain linear combinations of known scalar-valued wavelets may yield multiwavelets. We then present discrete vector wavelet transforms for discrete-time vector-valued (or blocked) signals, which can be thought of as a family of unitary vector transforms     

杂波抑制的分形处理:小波-多尺度自适应Kalman滤波

从杂波分形模型的角度,以基于小波变换和多尺度自适应Kalman滤波的方法,解决雷达信号处理中重要的杂波抑制问题。首先对接收信号作小波分解,利用小波系数建立状态方程和观测方程,用Kalman滤波对每一尺度估计分形杂波,然后从接收信号中减去估计得到的分形杂波,从而实现杂波抑制。仿真结果表明,基于小波变换和多尺度Kalman滤波的处理方法,能对分形杂波进行有效的估计分析,进而实现有效的抑制。     

Algorithms for designing wavelets to match a specified signal

Algorithms for designing a mother wavelet /spl psi/(x) such that it matches a signal of interest and such that the family of wavelets {2/sup -(j/2)//spl psi/(2/sup -j/x-k)} forms an orthonormal Riesz basis of L/sup 2/(/spl Rscr/) are developed. The algorithms are based on a closed form solution for finding the scaling function spectrum from the wavelet spectrum. Many applications require wavelets that are matched to a signal of interest. Most current design techniques, however, do not design the wavelet directly. They either build a composite wavelet from a library of previously designed wavelets, modify the bases in an existing multiresolution analysis or design a scaling function that generates a multiresolution analysis with some desired properties. In this paper, two sets of equations are developed that allow us to design the wavelet directly from the signal of interest. Both sets impose bandlimitedness, resulting in closed form solutions. The first set derives expressions for continuous matched wavelet spectrum amplitudes. The second set of equations provides a direct discrete algorithm for calculating close approximations to the optimal complex wavelet spectrum. The discrete solution for the matched wavelet spectrum amplitude is identical to that of the continuous solution at the sampled frequencies. An interesting byproduct of this work is the result that Meyer's spectrum amplitude construction for an orthonormal bandlimited wavelet is not only sufficient but necessary. Specific examples are given which demonstrate the performance of the wavelet matching algorithms for both known orthonormal wavelets and arbitrary signals.     

用余弦调制PR－FIR方法构造正交小波基

离散小波变换将离散时间信号分解为一系列不同分辨率下的离散近似信号和离散细节，紧支的正交规范小波与完全重构正交镜象滤波器（ＰＲ－ＱＭＦ）相对应。本文在“二带”正交小波基的构造条件下，利用余弦调制完全重构滤波器组的方法，实现了正交小波基的构造，计算模拟表明该方法非常简单、有效。     

Wavelets and recursive filter banks

It is shown that infinite impulse response (IIR) filters lead to more general wavelets of infinite support than finite impulse response (FIR) filters. A complete constructive method that yields all orthogonal two channel filter banks, where the filters have rational transfer functions, is given, and it is shown how these can be used to generate orthonormal wavelet bases. A family of orthonormal wavelets that have a maximum number of disappearing moments is shown to be generated by the halfband Butterworth filters. When there is an odd number of zeros at π it is shown that closed forms for the filters are available without need for factorization. A still larger class of orthonormal wavelet bases having the same moment properties and containing the Daubechies and Butterworth filters as the limiting cases is presented. It is shown that it is possible to have both linear phase and orthogonality in the infinite impulse response case, and a constructive method is given. It is also shown how compactly supported bases may be orthogonalized, and bases for the spline function spaces are constructed     

Wavelets and signal processing

A simple, nonrigorous, synthetic view of wavelet theory is presented for both review and tutorial purposes. The discussion includes nonstationary signal analysis, scale versus frequency, wavelet analysis and synthesis, scalograms, wavelet frames and orthonormal bases, the discrete-time case, and applications of wavelets in signal processing. The main definitions and properties of wavelet transforms are covered, and connections among the various fields where results have been developed are shown     

用于信号逼近的最佳正交子波选择方法

离散子波变换将离散时间信号分解为一系列分辨率下的离散逼近和离散细节。紧支的正交规范子波与完全重建正交镜象滤波器组相对应。本文提出一种用于信号最佳逼近的正交子波选择方法,即选择满足一定条件的滤波器的方法。通过对滤波器参数化,可以将带约束的最优化问题转化为无约束最优化问题,通过对参数在一定范围内的搜索,得到最优解。文中给出了计算机模拟的结果。     

Optimal wavelet filter banks for regularized restoration of noisy images

Regularized image restoration methods efficiently handle the ill-posed problem of image restoration. Nevertheless, the issue of selecting the regularization parameter as well as the smoothing filter still constitutes an open research topic. A model of regularized image restoration is introduced and analyzed in this paper. The proposed model assumes that wavelet filter banks replace the smoothing filter of conventional regularized restoration. Filter factorizations for the optimal design of wavelet filter banks using the generalized-cross-validation (GCV) criterion are presented, and novel expressions of the influence matrix, which is used to calculate the GCV error, are derived. The error of the GCV method is expressed in terms of the modulation matrix of the filter bank and the modulation vector of the degradation filter. The expressions are given in general form for optimal wavelet filter bank design upon arbitrary sampling lattices. The numerical examples of image restoration using the proposed method that are presented indicate significant signal-to-noise ratio improvement, _SNR , compared to image restoration methods that employ the Laplacian as the smoothing filter.     

Time-varying discrete-time signal expansions as time-varying filter banks

The time-varying discrete-time signal expansion was analysed based on the theory of time-varying filter banks in detail. A general definition of time-varying discrete-time wavelet transforms is provided. Usually, a time-varying discrete-time signal expansion can be implemented using a time-varying filter bank. Using the time-varying filter bank theory, the authors developed a useful algorithm to calculate the dual basis function in a biorthogonal time-varying discrete-time signal expansion. Example is given to show the usage of the algorithm. In the last part, the authors provide a detailed analysis of the general time-varying discrete-time wavelet transform. Some useful properties of the time-varying discrete-time wavelet transform including their proofs are given. The relationship between the tree-structured implementation and the non-uniform filter bank implementation is discussed.     

Results on principal component filter banks: colored noisesuppression and existence issues

We have made explicit the precise connection between the optimization of orthonormal filter banks (FBs) and the principal component property: the principal component filter bank (PCFB) is optimal whenever the minimization objective is a concave function of the subband variances of the FB. This explains PCFB optimality for compression, progressive transmission, and various hitherto unnoticed white-noise, suppression applications such as subband Wiener filtering. The present work examines the nature of the FB optimization problems for such schemes when PCFBs do not exist. Using the geometry of the optimization search spaces, we explain exactly why these problems are usually analytically intractable. We show the relation between compaction filter design (i.e., variance maximization) and optimum FBs. A sequential maximization of subband variances produces a PCFB if one exists, but is otherwise suboptimal for several concave objectives. We then study PCFB optimality for colored noise suppression. Unlike the case when the noise is white, here the minimization objective is a function of both the signal and the noise subband variances. We show that for the transform coder class, if a common signal and noise PCFB (KLT) exists, it is, optimal for a large class of concave objectives. Common PCFBs for general FB classes have a considerably more restricted optimality, as we show using the class of unconstrained orthonormal FBs. For this class, we also show how to find an optimum FB when the signal and noise spectra are both piecewise constant with all discontinuities at rational multiples of π     

Size-limited filter banks for subband image compression

A size-limited filter bank (SLFB) is a maximally decimated filter bank operating on a finite length (duration) input signal resulting in subband components whose total number of independent samples is equal to the number of input samples. A theoretical framework for the design, analysis, and implementation of such filter banks resulting from applying FIR separable filter banks to finite length signals is presented. The concept of maximizing theoretical coding gain (TCG) using optimal bit allocation is generalized for this special case. Using TCG, the relative merits of various different SLFBs are addressed.