Kernel adaptive filter

About: Kernel adaptive filter is a research topic. Over the lifetime, 8771 publications have been published within this topic receiving 142711 citations.

Optimal Edge Detector Design I: Parameter Selection and Noise Effects

Abstract: This paper comments on the optimality of the Laplacian of a Gaussian edge detection filter which localizes edges through zero crossings in the filtered image. The arguments of both Marr and Hildreth, and Dickey and Shanmugam are reviewed to establish that the filter is optimal in the sense of maximizing output image energy near edge features. This filter's principal advantage over other edge detectors is that its response is user-adjustable through selection of a single parameter, the Gaussian standard deviation. However, no clear method for the selection of this parameter has been provided. The problem is addressed here by applying the filter to two ideal periodic edge models blurred by a Gaussian distribution point-spread function. The observed response to the edge spacing and blur standard deviation is then translated into a filter parameter design procedure. The problems of optimum filter performance in the presence of additive Gaussian noise are then addressed. The problem of selecting the sampled filter's coefficient word size is dealt with in a companion paper.

A mixture-of-experts framework for adaptive Kalman filtering

Abstract: This paper proposes a modular and flexible approach to adaptive Kalman filtering using the framework of a mixture-of-experts regulated by a gating network. Each expert is a Kalman filter modeled with a different realization of the unknown system parameters such as process and measurement noise. The gating network performs on-line adaptation of the weights given to individual filter estimates based on performance. This scheme compares very favorably with the classical Magill filter bank, which is based on a Bayesian technique, in terms of: estimation accuracy; quicker response to changing environments; and numerical stability and computational demands. The proposed filter bank is further enhanced by periodically using a search algorithm in a feedback loop. Two search algorithms are considered. The first algorithm uses a recursive quadratic programming approach which extremizes a modified maximum likelihood function to update the parameters of the best performing filter in the bank. This particular approach to parameter adaptation allows a real-time implementation. The second algorithm uses a genetic algorithm to search for the parameter vector and is suited for post-processed data type applications. The workings and power of the overall filter bank and the suggested adaptation schemes are illustrated by a number of examples.

Speech processing system and method for enhancing a speech signal in a noisy environment

Abstract: A speech processing system (30) operates in a noisy environment (20) by performing adaptive prediction between inputs from two sensors positioned to transduce speech from a speaker, such as an accelerometer and a microphone. An adaptive filter (37) such as a finite impulse response (FIR) filter receives a digital accelerometer input signal, adjusts filter coefficients according to an estimation error signal, and provides an enhanced speech signal as an output. The estimation error signal is a difference between a digital microphone input signal and the enhanced speech signal. In one embodiment, the adaptive filter (37) selects a maximum one of a first predicted speech signal based on a relatively-large smoothing parameter and a second predicted speech signal based on a relatively-small smoothing parameter, with which to normalize a predicted signal power. The predicted signal power is then used to adapt the filter coefficients.

Delayed and asequent data in decentralized sensing networks

Abstract: This paper presents an exact solution to the delayed data problem for the information form of the Kalman filter, together with its application to decentralised sensing networks. To date, the most common method of handling delayed data in sensing networks has been to use a conservative time alignment of the observation data with the filter time. However, by accounting for the correlation between the late data and the filter over the delayed period, an exact solution is possible. The inclusion of this information correlation term adds little extra complexity, and may be applied in an information filter update stage which is associative. The delayed data algorithm can also be used to handle data that is asequent or out of order. The asequent data problem is presented in a simple recursive information filter form. The information filter equations presented in this paper are applied in a decentralised picture compilation problem. This involves multiple aircraft tracking multiple ground targets and the construction of a single common tactical picture.