Adaptive Live Signal and Image Processing
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Adaptive Live Signal and Image Processing
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Nội dung Text: Adaptive Live Signal and Image Processing
 Adaptive Blind Signal and Image Processing Learning Algorithms and Applications Andrzej CICHOCKI Shunichi AMARI includes CD
 Contents Preface xxix 1 Introduction to Blind Signal Processing: Problems and Applications 1 1.1 Problem Formulations – An Overview 2 1.1.1 Generalized Blind Signal Processing Problem 2 1.1.2 Instantaneous Blind Source Separation and Independent Component Analysis 5 1.1.3 Independent Component Analysis for Noisy Data 11 1.1.4 Multichannel Blind Deconvolution and Separation 14 1.1.5 Blind Extraction of Signals 18 1.1.6 Generalized Multichannel Blind Deconvolution – State Space Models 19 1.1.7 Nonlinear State Space Models – SemiBlind Signal Processing 21 1.1.8 Why State Space Demixing Models? 22 1.2 Potential Applications of Blind and SemiBlind Signal Processing 23 1.2.1 Biomedical Signal Processing 24 1.2.2 Blind Separation of Electrocardiographic Signals of Fetus and Mother 25 1.2.3 Enhancement and Decomposition of EMG Signals 27 v
 vi CONTENTS 1.2.4 EEG and Data MEG Processing 27 1.2.5 Application of ICA/BSS for Noise and Interference Cancellation in Multisensory Biomedical Signals 29 1.2.6 Cocktail Party Problem 34 1.2.7 Digital Communication Systems 35 1.2.7.1 Why Blind? 37 1.2.8 Image Restoration and Understanding 37 2 Solving a System of Algebraic Equations and Related Problems 43 2.1 Formulation of the Problem for Systems of Linear Equations 44 2.2 LeastSquares Problems 45 2.2.1 Basic Features of the LeastSquares Solution 45 2.2.2 Weighted LeastSquares and Best Linear Unbiased Estimation 47 2.2.3 Basic Network StructureLeastSquares Criteria 49 2.2.4 Iterative Parallel Algorithms for Large and Sparse Systems 49 2.2.5 Iterative Algorithms with Nonnegativity Constraints 51 2.2.6 Robust Circuit Structure by Using the Interactively Reweighted LeastSquares Criteria 54 2.2.7 Tikhonov Regularization and SVD 57 2.3 Least Absolute Deviation (1norm) Solution of Systems of Linear Equations 61 2.3.1 Neural Network Architectures Using a Smooth Approximation and Regularization 62 2.3.2 Neural Network Model for LAD Problem Exploiting Inhibition Principles 64 2.4 Total LeastSquares and Data LeastSquares Problems 67 2.4.1 Problems Formulation 67 2.4.1.1 A Historical Overview of the TLS Problem 67 2.4.2 Total LeastSquares Estimation 69 2.4.3 Adaptive Generalized Total LeastSquares 73 2.4.4 Extended TLS for Correlated Noise Statistics 75 ¯ 2.4.4.1 Choice of RNN in Some Practical Situations 77 2.4.5 Adaptive Extended Total LeastSquares 77 2.4.6 An Illustrative Example  Fitting a Straight Line to a Set of Points 78 2.5 Sparse Signal Representation and Minimum Fuel Consumption Problem 79
 CONTENTS vii 2.5.1 Approximate Solution of Minimum Fuel Problem Using Iterative LS Approach 81 2.5.2 FOCUSS Algorithms 83 3 Principal/Minor Component Analysis and Related Problems 87 3.1 Introduction 87 3.2 Basic Properties of PCA 88 3.2.1 Eigenvalue Decomposition 88 3.2.2 Estimation of Sample Covariance Matrices 90 3.2.3 Signal and Noise Subspaces  AIC and MDL Criteria for their Estimation 91 3.2.4 Basic Properties of PCA 93 3.3 Extraction of Principal Components 94 3.4 Basic Cost Functions and Adaptive Algorithms for PCA 98 3.4.1 The Rayleigh Quotient – Basic Properties 98 3.4.2 Basic Cost Functions for Computing Principal and Minor Components 99 3.4.3 Fast PCA Algorithm Based on the Power Method 101 3.4.4 Inverse Power Iteration Method 104 3.5 Robust PCA 104 3.6 Adaptive Learning Algorithms for MCA 107 3.7 Uniﬁed Parallel Algorithms for PCA/MCA and PSA/MSA 110 3.7.1 Cost Function for Parallel Processing 111 3.7.2 Gradient of J(W) 112 3.7.3 Stability Analysis 113 3.7.4 Uniﬁed Stable Algorithms 116 3.8 SVD in Relation to PCA and Matrix Subspaces 118 3.9 Multistage PCA for BSS 119 Appendix A. Basic Neural Networks Algorithms for Real and ComplexValued PCA 122 Appendix B. Hierarchical Neural Network for Complexvalued PCA 125 4 Blind Decorrelation and SOS for Robust Blind Identiﬁcation 129 4.1 Spatial Decorrelation  Whitening Transforms 130 4.1.1 Batch Approach 130 4.1.2 Optimization Criteria for Adaptive Blind Spatial Decorrelation 132
 viii CONTENTS 4.1.3 Derivation of Equivariant Adaptive Algorithms for Blind Spatial Decorrelation 133 4.1.4 Simple Local Learning Rule 136 4.1.5 GramSchmidt Orthogonalization 138 4.1.6 Blind Separation of Decorrelated Sources Versus Spatial Decorrelation 139 4.1.7 Bias Removal for Noisy Data 139 4.1.8 Robust Prewhitening  Batch Algorithm 140 4.2 SOS Blind Identiﬁcation Based on EVD 141 4.2.1 Mixing Model 141 4.2.2 Basic Principles: SD and EVD 143 4.3 Improved Blind Identiﬁcation Algorithms Based on EVD/SVD 148 4.3.1 Robust Orthogonalization of Mixing Matrices for Colored Sources 148 4.3.2 Improved Algorithm Based on GEVD 153 4.3.3 Improved Twostage Symmetric EVD/SVD Algorithm 155 4.3.4 BSS and Identiﬁcation Using Bandpass Filters 156 4.4 Joint Diagonalization  Robust SOBI Algorithms 157 4.4.1 Modiﬁed SOBI Algorithm for Nonstationary Sources: SONS Algorithm 160 4.4.2 Computer Simulation Experiments 161 4.4.3 Extensions of Joint Approximate Diagonalization Technique 162 4.4.4 Comparison of the JAD and Symmetric EVD 163 4.5 Cancellation of Correlation 164 4.5.1 Standard Estimation of Mixing Matrix and Noise Covariance Matrix 164 4.5.2 Blind Identiﬁcation of Mixing Matrix Using the Concept of Cancellation of Correlation 165 Appendix A. Stability of the Amari’s Natural Gradient and the AtickRedlich Formula 168 Appendix B. Gradient Descent Learning Algorithms with Invariant Frobenius Norm of the Separating Matrix 171 Appendix C. JADE Algorithm 173 5 Sequential Blind Signal Extraction 177 5.1 Introduction and Problem Formulation 178 5.2 Learning Algorithms Based on Kurtosis as Cost Function 180
 CONTENTS ix 5.2.1 A Cascade Neural Network for Blind Extraction of NonGaussian Sources with Learning Rule Based on Normalized Kurtosis 181 5.2.2 Algorithms Based on Optimization of Generalized Kurtosis 184 5.2.3 KuicNet Learning Algorithm 186 5.2.4 Fixedpoint Algorithms 187 5.2.5 Sequential Extraction and Deﬂation Procedure 191 5.3 On Line Algorithms for Blind Signal Extraction of Temporally Correlated Sources 193 5.3.1 On Line Algorithms for Blind Extraction Using Linear Predictor 195 5.3.2 Neural Network for Multiunit Blind Extraction 197 5.4 Batch Algorithms for Blind Extraction of Temporally Correlated Sources 199 5.4.1 Blind Extraction Using a First Order Linear Predictor 201 5.4.2 Blind Extraction of Sources Using Bank of Adaptive Bandpass Filters 202 5.4.3 Blind Extraction of Desired Sources Correlated with Reference Signals 205 5.5 Statistical Approach to Sequential Extraction of Independent Sources 206 5.5.1 Log Likelihood and Cost Function 206 5.5.2 Learning Dynamics 208 5.5.3 Equilibrium of Dynamics 209 5.5.4 Stability of Learning Dynamics and Newton’s Method 210 5.6 Statistical Approach to Temporally Correlated Sources 212 5.7 Online Sequential Extraction of Convolved and Mixed Sources 214 5.7.1 Formulation of the Problem 214 5.7.2 Extraction of Single i.i.d. Source Signal 215 5.7.3 Extraction of Multiple i.i.d. Sources 217 5.7.4 Extraction of Colored Sources from Convolutive Mixture 218 5.8 Computer Simulations: Illustrative Examples 219 5.8.1 Extraction of Colored Gaussian Signals 219 5.8.2 Extraction of Natural Speech Signals from Colored Gaussian Signals 221 5.8.3 Extraction of Colored and White Sources 222 5.8.4 Extraction of Natural Image Signal from Interferences 223
 x CONTENTS 5.9 Concluding Remarks 224 Appendix A. Global Convergence of Algorithms for Blind Source Extraction Based on Kurtosis 225 Appendix B. Analysis of Extraction and Deﬂation Procedure 227 Appendix C. Conditions for Extraction of Sources Using Linear Predictor Approach 228 6 Natural Gradient Approach to Independent Component Analysis 231 6.1 Basic Natural Gradient Algorithms 232 6.1.1 Kullback–Leibler Divergence  Relative Entropy as Measure of Stochastic Independence 232 6.1.2 Derivation of Natural Gradient Basic Learning Rules 235 6.2 Generalizations of Basic Natural Gradient Algorithm 237 6.2.1 Nonholonomic Learning Rules 237 6.2.2 Natural Riemannian Gradient in Orthogonality Constraint 239 6.2.2.1 Local Stability Analysis 240 6.3 NG Algorithms for Blind Extraction 242 6.3.1 Stiefel Manifolds Approach 242 6.4 Generalized Gaussian Distribution Model 243 6.4.1 The Moments of the Generalized Gaussian Distribution 248 6.4.2 Kurtosis and Gaussian Exponent 249 6.4.3 The Flexible ICA Algorithm 250 6.4.4 Pearson Model 253 6.5 Natural Gradient Algorithms for Nonstationary Sources 254 6.5.1 Model Assumptions 254 6.5.2 Second Order Statistics Cost Function 255 6.5.3 Derivation of NG Learning Algorithms 255 Appendix A. Derivation of Local Stability Conditions for NG ICA Algorithm (6.19) 258 Appendix B. Derivation of the Learning Rule (6.32) and Stability Conditions for ICA 260 Appendix C. Stability of Generalized Adaptive Learning Algorithm 262 Appendix D. Dynamic Properties and Stability of Nonholonomic NG Algorithms 264 Appendix E. Summary of Stability Conditions 267 Appendix F. Natural Gradient for Nonsquare Separating Matrix 268
 CONTENTS xi Appendix G. Lie Groups and Natural Gradient for General Case 269 G.0.1 Lie Group Gl(n, m) 270 G.0.2 Derivation of Natural Learning Algorithm for m > n 271 7 Locally Adaptive Algorithms for ICA and their Implementations 273 7.1 Modiﬁed JuttenH´rault Algorithms for Blind Separation of e Sources 274 7.1.1 Recurrent Neural Network 274 7.1.2 Statistical Independence 274 7.1.3 Selfnormalization 277 7.1.4 Feedforward Neural Network and Associated Learning Algorithms 278 7.1.5 Multilayer Neural Networks 282 7.2 Iterative Matrix Inversion Approach to Derivation of Family of Robust ICA Algorithms 285 7.2.1 Derivation of Robust ICA Algorithm Using Generalized Natural Gradient Approach 288 7.2.2 Practical Implementation of the Algorithms 289 7.2.3 Special Forms of the Flexible Robust Algorithm 291 7.2.4 Decorrelation Algorithm 291 7.2.5 Natural Gradient Algorithms 291 7.2.6 Generalized EASI Algorithm 291 7.2.7 Nonlinear PCA Algorithm 292 7.2.8 Flexible ICA Algorithm for Unknown Number of Sources and their Statistics 293 7.3 Computer Simulations 294 Appendix A. Stability Conditions for the Robust ICA Algorithm (7.50) [332] 300 8 Robust Techniques for BSS and ICA with Noisy Data 305 8.1 Introduction 305 8.2 Bias Removal Techniques for Prewhitening and ICA Algorithms 306 8.2.1 Bias Removal for Whitening Algorithms 306 8.2.2 Bias Removal for Adaptive ICA Algorithms 307 8.3 Blind Separation of Signals Buried in Additive Convolutive Reference Noise 310 8.3.1 Learning Algorithms for Noise Cancellation 311 8.4 Cumulants Based Adaptive ICA Algorithms 314
 xii CONTENTS 8.4.1 Cumulants Based Cost Functions 314 8.4.2 Family of Equivariant Algorithms Employing the Higher Order Cumulants 315 8.4.3 Possible Extensions 317 8.4.4 Cumulants for Complex Valued Signals 318 8.4.5 Blind Separation with More Sensors than Sources 318 8.5 Robust Extraction of Arbitrary Group of Source Signals 320 8.5.1 Blind Extraction of Sparse Sources with Largest Positive Kurtosis Using Prewhitening and Semi Orthogonality Constraint 320 8.5.2 Blind Extraction of an Arbitrary Group of Sources without Prewhitening 323 8.6 Recurrent Neural Network Approach for Noise Cancellation 325 8.6.1 Basic Concept and Algorithm Derivation 325 8.6.2 Simultaneous Estimation of a Mixing Matrix and Noise Reduction 328 8.6.2.1 Regularization 329 8.6.3 Robust Prewhitening and Principal Component Analysis (PCA) 331 8.6.4 Computer Simulation Experiments for Amari Hopﬁeld Network 331 Appendix A. Cumulants in Terms of Moments 333 9 Multichannel Blind Deconvolution: Natural Gradient Approach 335 9.1 SIMO Convolutive Models and Learning Algorithms for Estimation of Source Signal 336 9.1.1 Equalization Criteria for SIMO Systems 338 9.1.2 SIMO Blind Identiﬁcation and Equalization via Robust ICA/BSS 340 9.1.3 Feedforward Deconvolution Model and Natural Gradient Learning Algorithm 342 9.1.4 Recurrent Neural Network Model and Hebbian Learning Algorithm 343 9.2 Multichannel Blind Deconvolution with Constraints Imposed on FIR Filters 346 9.3 General Models for MultipleInput MultipleOutput Blind Deconvolution 349 9.3.1 Fundamental Models and Assumptions 349 9.3.2 SeparationDeconvolution Criteria 351 9.4 Relationships Between BSS/ICA and MBD 354
 CONTENTS xiii 9.4.1 Multichannel Blind Deconvolution in the Frequency Domain 354 9.4.2 Algebraic Equivalence of Various Approaches 355 9.4.3 Convolution as Multiplicative Operator 357 9.4.4 Natural Gradient Learning Rules for Multichannel Blind Deconvolution (MBD) 358 9.4.5 NG Algorithms for Double Inﬁnite Filters 359 9.4.6 Implementation of Algorithms for Minimum Phase Noncausal System 360 9.4.6.1 Batch Update Rules 360 9.4.6.2 Online Update Rule 360 9.4.6.3 Block Online Update Rule 360 9.5 Natural Gradient Algorithms with Nonholonomic Constraints 362 9.5.1 Equivariant Learning Algorithm for Causal FIR Filters in the Lie Group Sense 363 9.5.2 Natural Gradient Algorithm for Fully Recurrent Network 367 9.6 MBD of Nonminimum Phase System Using Filter Decomposition Approach 368 9.6.1 Information Backpropagation 370 9.6.2 Batch Natural Gradient Learning Algorithm 371 9.7 Computer Simulations Experiments 373 9.7.1 The Natural Gradient Algorithm vs. the Ordinary Gradient Algorithm 373 9.7.2 Information Backpropagation Example 375 Appendix A. Lie Group and Riemannian Metric on FIR Manifold 376 A.0.1 Lie Group 377 A.0.2 Riemannian Metric and Natural Gradient in the Lie Group Sense 379 Appendix B. Properties and Stability Conditions for the Equivariant Algorithm 381 B.0.1 Proof of Fundamental Properties and Stability Analysis of Equivariant NG Algorithm (9.126) 381 B.0.2 Stability Analysis of the Learning Algorithm 381 10 Estimating Functions and Supereﬃciency for ICA and Deconvolution 383 10.1 Estimating Functions for Standard ICA 384 10.1.1 What is Estimating Function? 384
 xiv CONTENTS 10.1.2 Semiparametric Statistical Model 385 10.1.3 Admissible Class of Estimating Functions 386 10.1.4 Stability of Estimating Functions 389 10.1.5 Standardized Estimating Function and Adaptive Newton Method 392 10.1.6 Analysis of Estimation Error and Supereﬃciency 393 10.1.7 Adaptive Choice of ϕ Function 395 10.2 Estimating Functions in Noisy Case 396 10.3 Estimating Functions for Temporally Correlated Source Signals 397 10.3.1 Source Model 397 10.3.2 Likelihood and Score Functions 399 10.3.3 Estimating Functions 400 10.3.4 Simultaneous and Joint Diagonalization of Covariance Matrices and Estimating Functions 401 10.3.5 Standardized Estimating Function and Newton Method 404 10.3.6 Asymptotic Errors 407 10.4 Semiparametric Models for Multichannel Blind Deconvolution 407 10.4.1 Notation and Problem Statement 408 10.4.2 Geometrical Structures on FIR Manifold 409 10.4.3 Lie Group 410 10.4.4 Natural Gradient Approach for Multichannel Blind Deconvolution 410 10.4.5 Eﬃcient Score Matrix Function and its Representation 413 10.5 Estimating Functions for MBD 415 10.5.1 Supereﬃciency of Batch Estimator 418 Appendix A. Representation of Operator K(z) 419 11 Blind Filtering and Separation Using a StateSpace Approach 423 11.1 Problem Formulation and Basic Models 424 11.1.1 Invertibility by State Space Model 427 11.1.2 Controller Canonical Form 428 11.2 Derivation of Basic Learning Algorithms 428 11.2.1 Gradient Descent Algorithms for Estimation of Output Matrices W = [C, D] 429 11.2.2 Special Case  Multichannel Blind Deconvolution with Causal FIR Filters 432
 CONTENTS xv 11.2.3 Derivation of the Natural Gradient Algorithm for State Space Model 432 11.3 Estimation of Matrices [A, B] by Information Back– propagation 434 11.4 State Estimator – The Kalman Filter 437 11.4.1 Kalman Filter 437 11.5 Two–stage Separation Algorithm 439 Appendix A. Derivation of the Cost Function 440 12 Nonlinear State Space Models – SemiBlind Signal Processing 443 12.1 General Formulation of The Problem 443 12.1.1 Invertibility by State Space Model 447 12.1.2 Internal Representation 447 12.2 SupervisedUnsupervised Learning Approach 448 12.2.1 Nonlinear Autoregressive Moving Average Model 448 12.2.2 Hyper Radial Basis Function Neural Network Model 449 12.2.3 Estimation of Parameters of HRBF Networks Using Gradient Approach 451 13 Appendix – Mathematical Preliminaries 453 13.1 Matrix Analysis 453 13.1.1 Matrix inverse update rules 453 13.1.2 Some properties of determinant 454 13.1.3 Some properties of the MoorePenrose pseudoinverse 454 13.1.4 Matrix Expectations 455 13.1.5 Diﬀerentiation of a scalar function with respect to a vector 456 13.1.6 Matrix diﬀerentiation 457 13.1.7 Trace 458 13.1.8 Matrix diﬀerentiation of trace of matrices 459 13.1.9 Important Inequalities 460 13.2 Distance measures 462 13.2.1 Geometric distance measures 462 13.2.2 Distances between sets 462 13.2.3 Discrimination measures 463 References 465 14 Glossary of Symbols and Abbreviations 547
 xvi CONTENTS Index 552
 List of Figures 1.1 Block diagrams illustrating blind signal processing or blind identiﬁcation problem. 3 1.2 (a) Conceptual model of system inverse problem. (b) Modelreference adaptive inverse control. For the switch in position 1 the system performs a standard adaptive inverse by minimizing the norm of error vector e, for switch in position 2 the system estimates errors blindly. 4 1.3 Block diagram illustrating the basic linear instantaneous blind source separation (BSS) problem: (a) General block diagram represented by vectors and matrices, (b) detailed architecture. In general, the number of sensors can be larger, equal to or less than the number of sources. The number of sources is unknown and can change in time [264, 275]. 6 1.4 Basic approaches for blind source separation with some a priori knowledge. 9 1.5 Illustration of exploiting spectral diversity in BSS. Three unknown sources and their available mixture and spectrum of the mixed signal. The sources are extracted by passing the mixed signal by three bandpass ﬁlters (BPF) with suitable frequency characteristics depicted in the bottom ﬁgure. 11 xvii
 xviii LIST OF FIGURES 1.6 Illustration of exploiting timefrequency diversity in BSS. (a) Original unknown source signals and available mixed signal. (b) Timefrequency representation of the mixed signal. Due to nonoverlapping timefrequency signatures of the sources by masking and synthesis (inverse transform), we can extract the desired sources. 12 1.7 Standard model for noise cancellation in a single channel using a nonlinear adaptive ﬁlter or neural network. 13 1.8 Illustration of noise cancellation and blind separation  deconvolution problem. 14 1.9 Diagram illustrating the single channel convolution and inverse deconvolution process. 15 1.10 Diagram illustrating standard multichannel blind deconvolution problem (MBD). 15 1.11 Exemplary models of synaptic weights for the feedforward adaptive system (neural network) shown in Fig.1.3 : (a) Basic FIR ﬁlter model, (b) Gamma ﬁlter model, (c) Laguerre ﬁlter model. 17 1.12 Block diagram illustrating the sequential blind extraction of sources or independent components. Synaptic weights wij can be timevariable coeﬃcients or adaptive ﬁlters (see Fig.1.11). 18 1.13 Conceptual statespace model illustrating general linear statespace mixing and selfadaptive demixing model for Dynamic ICA (DICA). Objective of learning algorithms is estimation of a set of matrices {A, B, C, D, L} [287, 289, 290, 1359, 1360, 1361]. 20 1.14 Block diagram of a simpliﬁed nonlinear demixing NARMA model. For the switch in open position we have feedforward MA model and for the switch closed we have a recurrent ARMA model. 22 1.15 Simpliﬁed model of RBF neural network applied for nonlinear semiblind single channel equalization of binary sources; if the switch is in position 1, we have supervised learning, and unsupervised learning if it is in position 2. 23
 LIST OF FIGURES xix 1.16 Exemplary biomedical applications of blind signal processing: (a) A multirecording monitoring system for blind enhancement of sources, cancellation of noise, elimination of artifacts and detection of evoked potentials, (b) blind separation of the fetal electrocardiogram (FECG) and maternal electrocardiogram (MECG) from skin electrode signals recorded from a pregnant women, (c) blind enhancement and independent components of multichannel electromyographic (EMG) signals. 26 1.17 Noninvasive multielectrodes recording of activation of the brain using EEG or MEG. 28 1.18 (a) A subset of the 122MEG channels. (b) Principal and (c) independent components of the data. (d) Field patterns corresponding to the ﬁrst two independent components. In (e) the superposition of the localizations of the dipole originating IC1 (black circles, corresponding to the auditory cortex activation) and IC2 (white circles, corresponding to the SI cortex activation) onto magnetic resonance images (MRI) of the subject. The bars illustrate the orientation of the source net current. Results are obtained in collaboration with researchers from the Helsinki University of Technology, Finland [264]. 30 1.19 Conceptual models for removing undesirable components like noise and artifacts and enhancing multisensory (e.g., EEG/MEG) data: (a) Using expert decision and hard switches, (b) using soft switches (adaptive nonlinearities in time, frequency or timefrequency domain), (c) using nonlinear adaptive ﬁlters and hard switches [286, 1254]. 32 1.20 Adaptive ﬁlter conﬁgured for line enhancement (switches in position 1) and for standard noise cancellation (switches in position 2). 34 1.21 Illustration of the “cocktail party” problem and speech enhancement. 35 1.22 Wireless communication scenario. 36 1.23 Blind extraction of binary image from superposition of several images [761]. 37 1.24 Blind separation of text binary images from a single overlapped image [761]. 38
 xx LIST OF FIGURES 1.25 Illustration of image restoration problem: (a) Original image (unknown), (b) distorted (blurred) available image, (c) restored image using blind deconvolution approach, (d) ﬁnal restored image obtained after smoothing (post processing) [329, 330]. 39 2.1 Architecture of the AmariHopﬁeld continuoustime (analog) model of recurrent neural network (a) block diagram, (b) detailed architecture. 56 2.2 Detailed architecture of the AmariHopﬁeld continuoustime (analog) model of recurrent neural network with regularization. 63 2.3 This ﬁgure illustrates the optimization criteria employed in the total leastsquares (TLS), leastsquares (LS) and data leastsquares (DLS) estimation procedures for the problem of ﬁnding a straight line approximation to a set of points. The TLS optimization assumes that the measurements of the x and y variables are in error, and seeks an estimate such that the sum of the squared values of the perpendicular distances of each of the points from the straight line approximation is minimized. The LS criterion assumes that only the measurements of the y variable is in error, and therefore the error associated with each point is parallel to the y axis. Therefore the LS minimizes the sum of the squared values of such errors. The DLS criterion assumes that only the measurements of the x variable is in error. 68 2.4 Straight lines ﬁt for the ﬁve points marked by ‘x’ obtained using the: (a) LS (L2 norm), (b) TLS, (c) DLS, (d) L1 norm, (e) L∞ norm, and (f ) combined results. 70 2.5 Straight lines ﬁt for the ﬁve points marked by ‘x’ obtained using the LS, TLS and ETLS methods. 80 3.1 Sequential extraction of principal components. 96 3.2 Online on chip implementation of fast RLS learning algorithm for the principal component estimation. 97 4.1 Basic model for blind spatial decorrelation of sensor signals. 130 4.2 Illustration of basic transformation of two sensor signals with uniform distributions. 131 4.3 Block diagram illustrating the implementation of the learning algorithm (4.31). 135 4.4 Implementation of the local learning rule (4.48) for the blind decorrelation. 137
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