Estimation and Classification of NonStationary Processes: Applications in TimeFrequency Analysis
Forskningsoutput: Avhandling › Doktorsavhandling (sammanläggning)
Abstract
This thesis deals with estimation and classification problems of nonstationary processes in a few special cases.
In paper A and paper D we make strong assumptions about the observed signal, where a specific model is assumed and the parameters of the model are estimated.
In Paper B, Paper C, and Paper E more general assumptions about the structure of the observed processes are made, and the methods in these papers may be applied to a wider range of parameter estimation and classification scenarios.
All papers handle nonstationary signals where the spectral power distribution may change with respect to time. Here, we are interested in finding timefrequency representations (TFR) of the signal which can depict how the frequencies and corresponding amplitudes change.
In Paper A, we consider the estimation of the shape parameter detailing time and frequency translated Gaussian bell functions.
The algorithm is based on the scaled reassigned spectrogram, where the spectrogram is calculated using a unit norm Gaussian window.
The spectrogram is then reassigned using a large set of candidate scaling factors.
For the correct scaling factor, with regards to the shape parameter, the reassigned spectrogram of a Gaussian function will be perfectly localized into one single point.
In Paper B, we expand on the concept in Paper A, and allow it to be applied to any twice differentiable transient function in any dimension.
Given that the matched window function is used when calculating the spectrogram, we prove that all energy is reassigned to one single point in the timefrequency domain if scaled reassignment is applied.
Given a parametric model of an observed signal, one may tune the parameter(s) to minimize the entropy of the matched reassigned spectrogram.
We also present a classification scheme, where one may apply multiple different parametric models and evaluate which one of the models that best fit the data.
In Paper C, we consider the problem of estimating the spectral content of signals where the spectrum is assumed to have a smooth structure.
By dividing the spectral representation into a coarse grid and assuming that the spectrum within each segment may be well approximated as linear, a smooth version of the Fourier transform is derived.
Using this, we minimize the least squares norm of the difference between the sample covariance matrix of an observed signal and any covariance matrix belonging to a piecewise linear spectrum.
Additionally, we allow for adding constraints that make the solution obey common assumptions of spectral representations.
We apply the algorithm to stationary signals in one and two dimensions, as well as to onedimensional nonstationary processes.
In Paper D we consider the problem of estimating the parameters of a multicomponent chirp signal, where a harmonic structure may be imposed.
The algorithm is based on a group sparsity with sparse groups framework where a large dictionary of candidate parameters is constructed.
An optimization scheme is formulated such as to find harmonic groups of chirps that also punish the number of harmonics within each group.
Additionally, we form a nonlinear least squares step to avoid the bias which is introduced by the spacing of the dictionary.
In Paper E we propose that the WignerVille distribution should be used as input to convolutional neural networks, as opposed to the often used spectrogram.
As the spectrogram may be expressed as a convolution between a kernel function and the WignerVille distribution, we argue that the kernel function should not be chosen manually.
Instead, said convolutional kernel should be optimized together with the rest of the kernels that make up the neural network.
In paper A and paper D we make strong assumptions about the observed signal, where a specific model is assumed and the parameters of the model are estimated.
In Paper B, Paper C, and Paper E more general assumptions about the structure of the observed processes are made, and the methods in these papers may be applied to a wider range of parameter estimation and classification scenarios.
All papers handle nonstationary signals where the spectral power distribution may change with respect to time. Here, we are interested in finding timefrequency representations (TFR) of the signal which can depict how the frequencies and corresponding amplitudes change.
In Paper A, we consider the estimation of the shape parameter detailing time and frequency translated Gaussian bell functions.
The algorithm is based on the scaled reassigned spectrogram, where the spectrogram is calculated using a unit norm Gaussian window.
The spectrogram is then reassigned using a large set of candidate scaling factors.
For the correct scaling factor, with regards to the shape parameter, the reassigned spectrogram of a Gaussian function will be perfectly localized into one single point.
In Paper B, we expand on the concept in Paper A, and allow it to be applied to any twice differentiable transient function in any dimension.
Given that the matched window function is used when calculating the spectrogram, we prove that all energy is reassigned to one single point in the timefrequency domain if scaled reassignment is applied.
Given a parametric model of an observed signal, one may tune the parameter(s) to minimize the entropy of the matched reassigned spectrogram.
We also present a classification scheme, where one may apply multiple different parametric models and evaluate which one of the models that best fit the data.
In Paper C, we consider the problem of estimating the spectral content of signals where the spectrum is assumed to have a smooth structure.
By dividing the spectral representation into a coarse grid and assuming that the spectrum within each segment may be well approximated as linear, a smooth version of the Fourier transform is derived.
Using this, we minimize the least squares norm of the difference between the sample covariance matrix of an observed signal and any covariance matrix belonging to a piecewise linear spectrum.
Additionally, we allow for adding constraints that make the solution obey common assumptions of spectral representations.
We apply the algorithm to stationary signals in one and two dimensions, as well as to onedimensional nonstationary processes.
In Paper D we consider the problem of estimating the parameters of a multicomponent chirp signal, where a harmonic structure may be imposed.
The algorithm is based on a group sparsity with sparse groups framework where a large dictionary of candidate parameters is constructed.
An optimization scheme is formulated such as to find harmonic groups of chirps that also punish the number of harmonics within each group.
Additionally, we form a nonlinear least squares step to avoid the bias which is introduced by the spacing of the dictionary.
In Paper E we propose that the WignerVille distribution should be used as input to convolutional neural networks, as opposed to the often used spectrogram.
As the spectrogram may be expressed as a convolution between a kernel function and the WignerVille distribution, we argue that the kernel function should not be chosen manually.
Instead, said convolutional kernel should be optimized together with the rest of the kernels that make up the neural network.
Detaljer
Författare  

Enheter & grupper  
Forskningsområden  Ämnesklassifikation (UKÄ) – OBLIGATORISK
Nyckelord 
Originalspråk  engelska 

Kvalifikation  Doktor 
Handledare/Biträdande handledare 

Tilldelningsdatum  2019 jun 14 
Utgivningsort  MediaTryck, Lund 
Förlag 

Tryckta ISBN  9789178951338 
Elektroniska ISBN  9789178951345 
Status  Published  2019 maj 17 
Publikationskategori  Forskning 
Nedladdningar
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