Sparse sampling of signal innovations

Sparse sampling of continuous-time sparse signals is addressed. In particular, it is shown that sampling at the rate of innovation is possible, in some sense applying Occam's razor to the sampling of sparse signals. The noisy case is analyzed and solved, proposing methods reaching the optimal performance given by the Cramer-Rao bounds. Finally, a number of applications have been discussed where sparsity can be taken advantage of. The comprehensive coverage given in this article should lead to further research in sparse sampling, as well as new applications. One main application to use the theory presented in this article is ultra-wide band (UWB) communications

A New Design Algorithm for Two-Band Orthonormal Rational Filter Banks and Orthonormal Rational Wavelets

In this paper, we present a new algorithm for the design of orthonormal two-band rational filter banks. Owing to the connection between iterated rational filter banks and rational wavelets, this is also a design algorithm for orthonormal rational wavelets. It is basically a simple iterative procedure, which explains its exponential convergence and adaptability under various linear constraints (e.g., regularity). Although the filters obtained from this algorithm are suboptimally designed, they show excellent frequency selectivity. After an in-depth account of the algorithm, we discuss the properties of the rational wavelets generated by some designed filters. In particular, we stress the possibility to design "almost" shift error-free wavelets, which allows the implementation of a rational wavelet transform

Quantization and Compressive Sensing

Quantization is an essential step in digitizing signals, and, therefore, an indispensable component of any modern acquisition system. This book chapter explores the interaction of quantization and compressive sensing and examines practical quantization strategies for compressive acquisition systems. Specifically, we first provide a brief overview of quantization and examine fundamental performance bounds applicable to any quantization approach. Next, we consider several forms of scalar quantizers, namely uniform, non-uniform, and 1-bit. We provide performance bounds and fundamental analysis, as well as practical quantizer designs and reconstruction algorithms that account for quantization. Furthermore, we provide an overview of Sigma-Delta ($\Sigma\Delta$) quantization in the compressed sensing context, and also discuss implementation issues, recovery algorithms and performance bounds. As we demonstrate, proper accounting for quantization and careful quantizer design has significant impact in the performance of a compressive acquisition system.Comment: 35 pages, 20 figures, to appear in Springer book "Compressed Sensing and Its Applications", 201

The SURE-LET Approach to Image Denoising

We propose a new approach to image denoising, based on the image-domain minimization of an estimate of the mean squared error—Stein's unbiased risk estimate (SURE). Unlike most existing denoising algorithms, using the SURE makes it needless to hypothesize a statistical model for the noiseless image. A key point of our approach is that, although the (nonlinear) processing is performed in a transformed domain—typically, an undecimated discrete wavelet transform, but we also address nonorthonormal transforms—this minimization is performed in the image domain. Indeed, we demonstrate that, when the transform is a “tight” frame (an undecimated wavelet transform using orthonormal filters), separate subband minimization yields substantially worse results. In order for our approach to be viable, we add another principle, that the denoising process can be expressed as a linear combination of elementary denoising processes—linear expansion of thresholds (LET). Armed with the SURE and LET principles, we show that a denoising algorithm merely amounts to solving a linear system of equations which is obviously fast and efficient. Quite remarkably, the very competitive results obtained by performing a simple threshold (image-domain SURE optimized) on the undecimated Haar wavelet coefficients show that the SURE-LET principle has a huge potential

Quantitative Fourier Analysis of Approximation Techniques: Part II—Wavelets

In a previous paper, we proposed a general Fourier method which provides an accurate prediction of the approximation error, irrespective of the scaling properties of the approximating functions. Here, we apply our results when these functions satisfy the usual two-scale relation encountered in dyadic multiresolution analysis. As a consequence of this additional constraint, the quantities introduced in our previous paper can be computed explicitly as a function of the refinement filter. This is in particular true for the asymptotic expansion of the approximation error for biorthonormal wavelets, as the scale tends to zero. One of the contributions of this paper is the computation of sharp, asymptotically optimal upper bounds for the least-squares approximation error. Another contribution is the application of these results to B-splines and Daubechies scaling functions, which yields explicit asymptotic developments and upper bounds. Thanks to these explicit expressions, we can quantify the improvement that can be obtained by using B-splines instead of Daubechies wavelets. In other words, we can use a coarser spline sampling and achieve the same reconstruction accuracy as Daubechies: Specifically, we show that this sampling gain converges to pi as the order tends to infinity

Mathematical Properties of the JPEG2000 Wavelet Filters

The LeGall 5⁄3 and Daubechies 9⁄7 filters have risen to special prominence because they were selected for inclusion in the JPEG2000 standard. Here, we determine their key mathematical features: Riesz bounds, order of approximation, and regularity (Hölder and Sobolev). We give approximation theoretic quantities such as the asymptotic constant for the $L ^{ 2 }$ error and the angle between the analysis and synthesis spaces which characterizes the loss of performance with respect to an orthogonal projection. We also derive new asymptotic error formulæ that exhibit bound constants that are proportional to the magnitude of the first nonvanishing moment of the wavelet. The Daubechies 9⁄7 stands out because it is very close to orthonormal, but this turns out to be slightly detrimental to its asymptotic performance when compared to other wavelets with four vanishing moments

Wavelets, Fractals, and Radial Basis Functions

Wavelets and radial basis functions (RBFs) lead to two distinct ways of representing signals in terms of shifted basis functions. RBFs, unlike wavelets, are nonlocal and do not involve any scaling, which makes them applicable to nonuniform grids. Despite these fundamental differences, we show that the two types of representation are closely linked together …through fractals. First, we identify and characterize the whole class of self-similar radial basis functions that can be localized to yield conventional multiresolution wavelet bases. Conversely, we prove that for any compactly supported scaling function φ(x), there exists a one-sided central basis function $\rho _{ + }(x)$ that spans the same multiresolution subspaces. The central property is that the multiresolution bases are generated by simple translation of $\rho _{ + }$ without any dilation. We also present an explicit time-domain representation of a scaling function as a sum of harmonic splines. The leading term in the decomposition corresponds to the fractional splines: a recent, continuous-order generalization of the polynomial splines