Collaborative adaptive filtering for machine learning
Author(s)
Jelfs, Beth
Type
Thesis
Abstract
Quantitative performance criteria for the analysis of machine learning architectures
and algorithms have long been established. However, qualitative performance criteria,
which identify fundamental signal properties and ensure any processing preserves the
desired properties, are still emerging. In many cases, whilst offline statistical tests
exist such as assessment of nonlinearity or stochasticity, online tests which not only
characterise but also track changes in the nature of the signal are lacking. To that end,
by employing recent developments in signal characterisation, criteria are derived for
the assessment of the changes in the nature of the processed signal.
Through the fusion of the outputs of adaptive filters a single collaborative hybrid
filter is produced. By tracking the dynamics of the mixing parameter of this filter,
rather than the actual filter performance, a clear indication as to the current nature of
the signal is given. Implementations of the proposed method show that it is possible to
quantify the degree of nonlinearity within both real- and complex-valued data. This is
then extended (in the real domain) from dealing with nonlinearity in general, to a more
specific example, namely sparsity. Extensions of adaptive filters from the real to the
complex domain are non-trivial and the differences between the statistics in the real
and complex domains need to be taken into account. In terms of signal characteristics,
nonlinearity can be both split- and fully-complex and complex-valued data can be
considered circular or noncircular. Furthermore, by combining the information obtained
from hybrid filters of different natures it is possible to use this method to gain a more
complete understanding of the nature of the nonlinearity within a signal. This also
paves the way for building multidimensional feature spaces and their application in
data/information fusion.
To produce online tests for sparsity, adaptive filters for sparse environments are
investigated and a unifying framework for the derivation of proportionate normalised
least mean square (PNLMS) algorithms is presented. This is then extended to derive
variants with an adaptive step-size. In order to create an online test for noncircularity,
a study of widely linear autoregressive modelling is presented, from which a proof of
the convergence of the test for noncircularity can be given. Applications of this method
are illustrated on examples such as biomedical signals, speech and wind data.
and algorithms have long been established. However, qualitative performance criteria,
which identify fundamental signal properties and ensure any processing preserves the
desired properties, are still emerging. In many cases, whilst offline statistical tests
exist such as assessment of nonlinearity or stochasticity, online tests which not only
characterise but also track changes in the nature of the signal are lacking. To that end,
by employing recent developments in signal characterisation, criteria are derived for
the assessment of the changes in the nature of the processed signal.
Through the fusion of the outputs of adaptive filters a single collaborative hybrid
filter is produced. By tracking the dynamics of the mixing parameter of this filter,
rather than the actual filter performance, a clear indication as to the current nature of
the signal is given. Implementations of the proposed method show that it is possible to
quantify the degree of nonlinearity within both real- and complex-valued data. This is
then extended (in the real domain) from dealing with nonlinearity in general, to a more
specific example, namely sparsity. Extensions of adaptive filters from the real to the
complex domain are non-trivial and the differences between the statistics in the real
and complex domains need to be taken into account. In terms of signal characteristics,
nonlinearity can be both split- and fully-complex and complex-valued data can be
considered circular or noncircular. Furthermore, by combining the information obtained
from hybrid filters of different natures it is possible to use this method to gain a more
complete understanding of the nature of the nonlinearity within a signal. This also
paves the way for building multidimensional feature spaces and their application in
data/information fusion.
To produce online tests for sparsity, adaptive filters for sparse environments are
investigated and a unifying framework for the derivation of proportionate normalised
least mean square (PNLMS) algorithms is presented. This is then extended to derive
variants with an adaptive step-size. In order to create an online test for noncircularity,
a study of widely linear autoregressive modelling is presented, from which a proof of
the convergence of the test for noncircularity can be given. Applications of this method
are illustrated on examples such as biomedical signals, speech and wind data.
Date Issued
2009
Date Awarded
2010-04
Copyright Statement
Attribution NoDerivatives 4.0 International Licence (CC BY-ND)
Advisor
Mandic, Danilo
Sponsor
British Council ; DAAD
Creator
Jelfs, Beth
Grant Number
ARC1303
Publisher Department
Electrical and Electronic Engineering
Publisher Institution
Imperial College London
Qualification Level
Doctoral
Qualification Name
Doctor of Philosophy (PhD)