Recursive Implementation

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Andreas Jakobsson - One of the best experts on this subject based on the ideXlab platform.

  • online group sparse estimation using the covariance fitting criterion
    European Signal Processing Conference, 2017
    Co-Authors: Ted Kronvall, Stefan Ingi Adalbjornsson, Santhosh Nadig, Andreas Jakobsson
    Abstract:

    In this paper, we present a time-Recursive Implementation of a recent hyperparameter-free group-sparse estimation technique. This is achieved by reformulating the original method, termed group-SPICE, as a square-root group-LASSO with a suitable regularization level, for which a time-Recursive Implementation is derived. Using a proximal gradient step for lowering the computational cost, the proposed method may effectively cope with data sequences consisting of both stationary and non-stationary signals, such as transients, and/or amplitude modulated signals. Numerical examples illustrates the efficacy of the proposed method for both coherent Gaussian dictionaries and for the multi-pitch estimation problem.

  • efficient time Recursive Implementation of matched filterbank spectral estimators
    IEEE Transactions on Circuits and Systems I-regular Papers, 2005
    Co-Authors: S R Alty, Andreas Jakobsson, Erik G Larsson
    Abstract:

    In this paper, we present a computationally efficient sliding window time updating of the Capon and amplitude and phase estimation (APES) matched filterbank spectral estimators based on the time-variant displacement structure of the data covariance matrix. The presented algorithm forms a natural extension of the most computationally efficient algorithm to date, and offers a significant computational gain as compared to the computational complexity associated with the batch re-evaluation of the spectral estimates for each time-update. Furthermore, through simulations, the algorithm is found to be numerically superior to the time-updated spectral estimate formed from directly updating the data covariance matrix.

Dominique Fourer - One of the best experts on this subject based on the ideXlab platform.

  • Recursive versions of the reassigned scalogram anc of the synchrosqueezed wavelet transform
    International Conference on Digital Signal Processing, 2017
    Co-Authors: Dominique Fourer, Francois Auger
    Abstract:

    This paper introduces a new class of mother wavelet functions, based on a specific analysis window which allows a Recursive Implementation of the Continuous Wavelet Transform (CWT). Using this new transform, we propose to compute a sharpened time-frequency representation by rewording the reassigned scalogram and the (first and second-order) synchrosqueezed CWT. We also propose an extension of the CWT reassignment operators, using the Levenberg-Marquardt algorithm, which can control the energy concentration of a reassigned scalogram through a damping parameter. Thus, our methods provide tools which pave the way of the real-time computation of reversible and almost-ideal time-frequency representations.

  • Recursive versions of the levenberg marquardt reassigned spectrogram and of the synchrosqueezed stft
    International Conference on Acoustics Speech and Signal Processing, 2016
    Co-Authors: Dominique Fourer, Francois Auger, Patrick Flandrin
    Abstract:

    In this paper, we first present a Recursive Implementation of a recently proposed reassignment process called the Levenberg Marquardt reassignment, which allows a user to adjust the slimness of the signal components localization in the time-frequency plane. Thanks to a generalization of the signal reconstruction formula, we also present a Recursive Implementation of the synchrosqueezed short-time Fourier transform. This approach paves the way for a real-time computation of a reversible and adjustable almost-ideal time-frequency representation.

Francois Auger - One of the best experts on this subject based on the ideXlab platform.

  • Recursive versions of the reassigned scalogram anc of the synchrosqueezed wavelet transform
    International Conference on Digital Signal Processing, 2017
    Co-Authors: Dominique Fourer, Francois Auger
    Abstract:

    This paper introduces a new class of mother wavelet functions, based on a specific analysis window which allows a Recursive Implementation of the Continuous Wavelet Transform (CWT). Using this new transform, we propose to compute a sharpened time-frequency representation by rewording the reassigned scalogram and the (first and second-order) synchrosqueezed CWT. We also propose an extension of the CWT reassignment operators, using the Levenberg-Marquardt algorithm, which can control the energy concentration of a reassigned scalogram through a damping parameter. Thus, our methods provide tools which pave the way of the real-time computation of reversible and almost-ideal time-frequency representations.

  • Recursive versions of the levenberg marquardt reassigned spectrogram and of the synchrosqueezed stft
    International Conference on Acoustics Speech and Signal Processing, 2016
    Co-Authors: Dominique Fourer, Francois Auger, Patrick Flandrin
    Abstract:

    In this paper, we first present a Recursive Implementation of a recently proposed reassignment process called the Levenberg Marquardt reassignment, which allows a user to adjust the slimness of the signal components localization in the time-frequency plane. Thanks to a generalization of the signal reconstruction formula, we also present a Recursive Implementation of the synchrosqueezed short-time Fourier transform. This approach paves the way for a real-time computation of a reversible and adjustable almost-ideal time-frequency representation.

Patrick Flandrin - One of the best experts on this subject based on the ideXlab platform.

  • Recursive versions of the levenberg marquardt reassigned spectrogram and of the synchrosqueezed stft
    International Conference on Acoustics Speech and Signal Processing, 2016
    Co-Authors: Dominique Fourer, Francois Auger, Patrick Flandrin
    Abstract:

    In this paper, we first present a Recursive Implementation of a recently proposed reassignment process called the Levenberg Marquardt reassignment, which allows a user to adjust the slimness of the signal components localization in the time-frequency plane. Thanks to a generalization of the signal reconstruction formula, we also present a Recursive Implementation of the synchrosqueezed short-time Fourier transform. This approach paves the way for a real-time computation of a reversible and adjustable almost-ideal time-frequency representation.

Erik G Larsson - One of the best experts on this subject based on the ideXlab platform.

  • efficient time Recursive Implementation of matched filterbank spectral estimators
    IEEE Transactions on Circuits and Systems I-regular Papers, 2005
    Co-Authors: S R Alty, Andreas Jakobsson, Erik G Larsson
    Abstract:

    In this paper, we present a computationally efficient sliding window time updating of the Capon and amplitude and phase estimation (APES) matched filterbank spectral estimators based on the time-variant displacement structure of the data covariance matrix. The presented algorithm forms a natural extension of the most computationally efficient algorithm to date, and offers a significant computational gain as compared to the computational complexity associated with the batch re-evaluation of the spectral estimates for each time-update. Furthermore, through simulations, the algorithm is found to be numerically superior to the time-updated spectral estimate formed from directly updating the data covariance matrix.