jmlr jmlr2011 jmlr2011-10 knowledge-graph by maker-knowledge-mining

10 jmlr-2011-Anechoic Blind Source Separation Using Wigner Marginals


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Author: Lars Omlor, Martin A. Giese

Abstract: Blind source separation problems emerge in many applications, where signals can be modeled as superpositions of multiple sources. Many popular applications of blind source separation are based on linear instantaneous mixture models. If specific invariance properties are known about the sources, for example, translation or rotation invariance, the simple linear model can be extended by inclusion of the corresponding transformations. When the sources are invariant against translations (spatial displacements or time shifts) the resulting model is called an anechoic mixing model. We present a new algorithmic framework for the solution of anechoic problems in arbitrary dimensions. This framework is derived from stochastic time-frequency analysis in general, and the marginal properties of the Wigner-Ville spectrum in particular. The method reduces the general anechoic problem to a set of anechoic problems with non-negativity constraints and a phase retrieval problem. The first type of subproblem can be solved by existing algorithms, for example by an appropriate modification of non-negative matrix factorization (NMF). The second subproblem is solved by established phase retrieval methods. We discuss and compare implementations of this new algorithmic framework for several example problems with synthetic and real-world data, including music streams, natural 2D images, human motion trajectories and two-dimensional shapes. Keywords: blind source separation, anechoic mixtures, time-frequency transformations, linear canonical transform, Wigner-Ville spectrum

Reference: text


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 Many popular applications of blind source separation are based on linear instantaneous mixture models. [sent-8, score-0.518]

2 When the sources are invariant against translations (spatial displacements or time shifts) the resulting model is called an anechoic mixing model. [sent-10, score-0.583]

3 We present a new algorithmic framework for the solution of anechoic problems in arbitrary dimensions. [sent-11, score-0.417]

4 The method reduces the general anechoic problem to a set of anechoic problems with non-negativity constraints and a phase retrieval problem. [sent-13, score-1.031]

5 Keywords: blind source separation, anechoic mixtures, time-frequency transformations, linear canonical transform, Wigner-Ville spectrum 1. [sent-17, score-0.776]

6 The most elementary class of such methods is based on linear mixture models that combine source signals or mixture components as weighted linear sum. [sent-21, score-0.317]

7 Such linear blind source separation methods have a wide spectrum of applications. [sent-22, score-0.449]

8 Popular approaches exploit typically two classes of generative models: instantaneous and convolutive mixtures (Choi et al. [sent-27, score-0.253]

9 The time-dependent signals xi (t) are approximated by the linear superposition of a number of hidden source signals s j (t). [sent-37, score-0.332]

10 Contrasting with this model, convolutive mixtures assume that the source signals are filtered assuming the filter kernels αi j (t) prior to the superposition, resulting in the mixing model: n ∞ j=1 xi (t) = −∞ ∑ αi j (τ)s j (t − τ)dτ i = 1, · · · , m. [sent-39, score-0.408]

11 In between these two model classes are anechoic mixture models which linearly combine time-shifted and scaled versions of the sources, without permitting multiple occurrences of the same source in the mixture. [sent-41, score-0.564]

12 (2) Compared to full covolutive models, anechoic models constrain substantially the space of admissible filter functions. [sent-43, score-0.417]

13 Apart from the problem of robust parameter estimation with limited amounts of data, all blind source separation methods suffer from intrinsic ambiguities. [sent-46, score-0.384]

14 In contrast, for anechoic mixtures (see Equation (2)) the filter ambiguity is limited to an unknown scaling and arbitrary additive shift that can be applied to all time delays τi j , while the form of the source functions is uniquely defined, except for absolute position. [sent-51, score-0.711]

15 This implies that anechoic mixtures can be advantageous for the modeling of data that are consistent with the corresponding generative model. [sent-52, score-0.496]

16 , 2008), where the same control signal might influence several muscles or joints with different delays, or in functional magnetic resonance imaging, where time shift occur naturally due to hemodynamic delays (Mørup et al. [sent-61, score-0.25]

17 The major part of previous work on anechoic mixtures has considered under-determined (overcomplete) source separation problems (m ≤ n), where the sources outnumber the dimensions of the available data. [sent-63, score-0.846]

18 In this paper we present a present a new algorithmic framework for the solution of arbitrary anechoic mixture problems, which is independent of the number of sources and the dimensionality of the data. [sent-71, score-0.611]

19 The obtained solution in timefrequency space is then transformed back into signal space, where in a second step the full solution of the original problem is determined by solution of a phase retrieval problem. [sent-78, score-0.309]

20 For the solution of the non-negative anechoic mixture problem a modification of non-negative matrix factorization (NMF) (Lee and Seung, 1999) is presented in 3. [sent-87, score-0.522]

21 The work in Torkkola (1996a,b) extended the information maximization approach by Anthony and Sejnowski (1995), using the adaptive delay architecture described in Platt and Faggin (1992) in order to unmix anechoic 2 × 2 mixtures. [sent-99, score-0.537]

22 This implies that preprocessing of the signals, for example, by application of bilinear time-frequency transformations before source separation can be essential. [sent-113, score-0.261]

23 In this context time-frequency representations have been used quite frequently in the context of blind source separation (Karako-Eilon et al. [sent-114, score-0.384]

24 , 1998), and specifically for anechoic demixing (Yilmaz and Rickard, 2004). [sent-117, score-0.517]

25 Contrasting with this work, our approach relies on further properties of the stochastic Wigner-Ville spectrum (WVS), which to our knowledge, never have been exploited for source separation previously. [sent-119, score-0.291]

26 It was later reintroduced in signal analysis by Ville (1948), with the basic idea of defining a joint distribution of the signal energy simultaneously in time and frequency (in physics corresponding to coordinates and momentum). [sent-137, score-0.278]

27 The only requirement for a zero mean random signal to be harmonizable is the existence of a Fourier representation Φ of its autocovariance function rx (t,t ′ ) that is defined by: rx (t,t ′ ) := E{x(t)x∗ (t ′ )} = ′ e2π (λt−µt ) Φ(λ, µ)dλdµ. [sent-145, score-0.265]

28 – Time-frequency shift covariant: The Wigner-Ville spectrum of a time frequency shifted signal x(t) = x(t − t0 )e2π f0 (t−t0 ) is the shifted WVS of the original signal: ˜ Wx (t, f ) = Wx (t − t0 , f − f0 ). [sent-167, score-0.375]

29 – Shift Theorem: Of particular interest for the anechoic mixing problem is the behavior of the linear canonical transform under shifts of the input signal: L (M)[x(t − τ)]( f ) = exp π(2 f − Aτ)T Cτ L (M)[x]( f − Aτ). [sent-230, score-0.634]

30 (14) Since the output signal is translated by the term Aτ a good choice of the matrix A can optimize the separability of the the signal x from it is shifted counterparts in particular LCT domains (Sharmaa and Joshi, 2006). [sent-231, score-0.313]

31 Algorithmic Framework: Anechoic Demixing Using Wigner Marginals In the following, we will first derive the basic algorithmic framework by application of the mathematical properties of the WVS, as discussed in the last section, to the anechoic mixing model. [sent-235, score-0.459]

32 The resulting algorithm consists of two major steps: the solution of positive anechoic demixing problems and phase retrieval. [sent-236, score-0.647]

33 , m are delayed superpositions of uncorrelated source signals s j (t), that is: n xi (t) = ∑ αi j · s j (t − τi j ) i = 1, · · · , m j=1 (15) with rsi ,s j (t,t ′ ) = E{si (t)s∗ (t ′ )} = 0 for i = j. [sent-253, score-0.284]

34 j The shift covariance (5) of the WVS and the superposition law (8) imply the following relation between the spectra of the sources and observations: n Wxi (t, f ) = ∑ |αi j |2Ws j (t − τi j , f ) = j=1 n ∑ |αi j |2WT s (t, f ). [sent-254, score-0.261]

35 ij j j=1 1122 (18) A NECHOIC B LIND S OURCE S EPARATION U SING W IGNER M ARGINALS This equation could directly serve as basis for the separation of the source signals s j . [sent-264, score-0.354]

36 The individual marginals have the form of an anechoic mixture problem with an additional nonnegativity constraint: |L (M)[xi ]|2 (t) = n ∑ |αi j |2 |L (M)[s j ](t − Aτi j )|2 + n(t). [sent-269, score-0.558]

37 However, the (approximate) solution of Equation (20) gives an estimate for the power spectra of the sources in LCT domain |L (M)[s j ]|2 , the scaled delays Aτi j and the absolute value of the weights |αi j |. [sent-274, score-0.268]

38 Since the projections onto LCT domains (19) are also anechoic mixtures, at first glance, the positive system of Equations (20) seems not to provide any advantage compared to the direct solution of Equations (15) or (18). [sent-281, score-0.417]

39 An appropriate choice of A results thus in improved separation of the signals (Sharmaa and Joshi, 2006). [sent-304, score-0.249]

40 As the multivariate LCT can be the tensorial product of several one-dimensional LCTs, A can be adjusted for each dimension individually, making it possible to transform a multivariate anechoic mixture into several coupled one-dimensional mixtures (Omlor and Giese, 2007a). [sent-306, score-0.64]

41 Opposed to standard non-negative matrix factorization (NMF), convolutive NMF assumes a non-negative convolutive model (see Equation 1). [sent-328, score-0.255]

42 For many applications, such as spectral analysis or blind image deblurring, the data can be described more exactly as a (discrete) positive convolution of the form: n xi (t) = ∑ (ai j ∗ s j )[t] = j=1 n ∑ ∑ ai j [u]s j [t − u] (22) j=1 u ai j ≥ 0 , s j ≥ 0 ∀i ∈ 1, · · · , m. [sent-332, score-0.355]

43 If both, the filters ai j and the sources s j are unknown, Equation (22) implies the estimation problem: n min xi (t) − ∑ (ai j ∗ s j )(t) ai j ,b j j=1 subject to s j ≥ 0 , ai j ≥ 0 ∀i, j. [sent-336, score-0.331]

44 In the simple case of one-dimensional (vectorial) data the convolution ai j ∗ s j is equal to the matrix products:     ai j (0) ai j (N) ai j (N − 1) · · · s j (0)  ai j (1) ai j (0) ai j (N) . [sent-338, score-0.513]

45 (28) j=1 The anechoic problem (28) can thus be solved using the convolutive NMF algorithm for the solution of the problem (22), if sparseness of the filters is enforced. [sent-441, score-0.527]

46 One disadvantage of delay estimation by deconvolution, is the difficulty to locate the exact peak of the sparse filter, especially for fractional delays (non-integer delays). [sent-449, score-0.29]

47 The positive anechoic mixture problem that is given by Equation (20) |L (M)[xi ]|2 (t) = n ∑ |αi j |2 |L (M)[s j ](t − Aτi j )|2 + n(t). [sent-451, score-0.487]

48 j=1 can be solved with this anechoic non-negative matrix factorization approach (ANMF). [sent-452, score-0.452]

49 (31) The fact that the cross-spectra are not present in Equation 31 permits a reformulation as a constraint for the anechoic NMF problem (19) of the form: SST = I. [sent-456, score-0.417]

50 This orthogonality constraint (32) guaranties the uniqueness of the solution of the anechoic demixing problem, making the new algorithm a true blind source separation method. [sent-462, score-0.901]

51 3 Phase Retrieval The solution of the positive anechoic mixture problem: |L (M)[xi ]|2 (t) = n ∑ |αi j |2 |L (M)[s j ](t − Aτi j )|2 j=1 that is given by Equation (20) yields the LCT power spectra |L (M)[s j ]|2 . [sent-466, score-0.531]

52 In order to reconstruct the sources s j , or equivalently their LCT transforms L (M)[s j ], the missing phase information needs to be recovered. [sent-467, score-0.286]

53 For A = 0 in this case the anechoic mixture (2) reduces to a simple deconvolution problem with known filters νi j = ai j δ(t − τi j ). [sent-473, score-0.643]

54 2 G ERCHBERG -S AXTON (GS) A LGORITHM In typical phase retrieval applications the parameters known about the signal are the phase and some other properties like the support. [sent-478, score-0.439]

55 For the phase retrieval problem in our algorithm, an estimate of the signal is transformed back and forth between different LCT domains, always replacing the estimated amplitude spectrum by the known amplitude spectrum from the solution of the positive mixture problem and re-eastimating the phase. [sent-483, score-0.509]

56 , K Step 1: Solve the positive anechoic demixing problems given by: n |L (Mk )[x j ]|2 (t) = ∑ |αi j |2 |L (Mk )[s j ](t − Aτi j )|2 j for example, using the ANMF algorithm (1) or the bayesian Probabilistic Latent Component Analysis (PLCA) algorithm (Smaragdis et al. [sent-528, score-0.517]

57 With A = 0 this −1 0 simplifies the first step in algorithm 2, reducing the positive anechoic mixture to an instantenous mixture problem: The choice M = n |F xi |2 ( f ) = ∑ |α|2j |F s j |2 ( f ). [sent-536, score-0.557]

58 Hence phase retrieval can be accomplished by a simple deconvolution procedure, as described in 3. [sent-553, score-0.284]

59 Thus this transformation just converts the original anechoic mixture problem into a nonnegative mixture problem that can be solved using the update rules given by (29) and (30). [sent-559, score-0.59]

60 1 Sound Mixtures Since the formulation of the ”cocktail party problem” by Cherry (1953) acoustics has been a major field for the application of blind source separation methods. [sent-573, score-0.423]

61 However, anechoic mixtures are relevant for the case of reverberation-free environments (Bofill, 2003; Yilmaz and Rickard, 2004). [sent-579, score-0.496]

62 To demonstrate that algorithm 2 is applicable to sound mixtures we present three different separation problems for synthetically generated delayed mixtures (model (2)) using speech and sound segments from the ICA benchmark described in Cichocki and Amari (2002). [sent-580, score-0.466]

63 Three types of mixtures were generated: (I) Mixtures of 2 source segments with random mixing and delay matrices (2 × 2), each resulting in two simulated signals x1,2 . [sent-583, score-0.418]

64 5    1 2 1  1 500 333 Data set (II) with fixed mixing and delay matrices was included since completely random generation sometimes produced degenerated anechoic mixtures (instantaneous mixtures or ill-conditioned mixing matrices). [sent-585, score-0.779]

65 3 SICA PCA Figure 2: Comparison of different blind source separation algorithms for synthetic mixtures of sound signals with delays (data sets I-III, see text). [sent-605, score-0.697]

66 (III) A third data set was generated by mixing two randomly selected source segments with random mixture matrices and random delay matrices. [sent-606, score-0.309]

67 As expected, the performance Pe of the instantaneous mixture model assumed by principal component analysis (PCA) is worse than the performance achieved by the three compared anechoic methods. [sent-617, score-0.551]

68 We show that anechoic mixtures have the potential for a strong dimensionality reduction. [sent-633, score-0.496]

69 2 1 2 3 4 5 Number of sources Number of sources (a) Approximation quality as a function of the number (b) Approximation quality as a function of the numof extracted sources for periodic gait data. [sent-680, score-0.401]

70 Figure 3: Comparison of different blind source separation algorithms. [sent-682, score-0.384]

71 3 Image Processing Blind source separation is interesting for a wide range of applications in image processing. [sent-685, score-0.255]

72 With anechoic mixtures spatial displacements can be explicitly modeled (Omlor and Giese, 2007a; Be’ery and Yeredor, 2008). [sent-691, score-0.496]

73 A quantitative comparison shows that images predicted from the extracted components predict 95% of the variance of the original images for the deconvolution method, but only 72% for the phase retrieval method. [sent-703, score-0.391]

74 Right: extracted features from the image set on the left using GR phase retrieval or deconvolution. [sent-713, score-0.255]

75 In order to apply the anechoic mixture model (2) to this problem, a planar contour can be transformed into a log-polar image. [sent-724, score-0.487]

76 1 A PPLICATION TO T WO - DIMENSIONAL S HAPES To illustrate this application of anechoic mixtures to model rotation and scale invariance, we tested the scale and rotation invariant learning on a small sample of shapes taken from the MPEG-7 test database (Sebastian et al. [sent-737, score-0.523]

77 Both the extracted features (figure 6b) as well as the corresponding weights αi j (figure 6c) show that in principle, the anechoic mixing model is capable of correctly classifying different objects, independent of their size and rotation. [sent-741, score-0.488]

78 Conclusions We have presented a novel class of algorithms for the solution of over- and under-determined anechoic mixture problems, which extend to an arbitrary number of dimensions of the time argument. [sent-752, score-0.487]

79 Proper application of this bilinear time-frequency distribution to the delayed mixture model transforms the anechoic problem into a simpler delayed mixture problem in the domain of a linear canonical transform and a phase recovery problem. [sent-754, score-0.96]

80 In addition, some aspects of the discussed time-frequency framework may be applicable to full convolutive mixtures or mixture models with other invariance properties. [sent-764, score-0.259]

81 The corruption of the signal with noise, degradation of the signal shape, moving signal sources, and the multiple overlaps of reflected copies of the signals (multipath), make TDE a very challenging problem. [sent-778, score-0.436]

82 If the observed signal x(t) is the superposition of multiple delayed signals s j : n x(t) = ∑ α j s j (t − τi j ) + n(t). [sent-781, score-0.321]

83 If the signals are uncorrelated rsi ,s j (t,t ′ ) = 0 then the ML estimation simplifies to n 1dimensional estimation problems (rx,s j (t) specifying the cross-correlation function of the signals x and s j ): n arg min E (D j ) j x(t) − ∑ α j s j (t − D j )) j=1 2 = arg max rx,s j (D j ) j . [sent-787, score-0.253]

84 For the solution of the delay estimation problem in the anechoic NMF algorithm (instead of Equation (29)), the ML-cost function (36) was minimized by a nonlinear optimization based on the nonlinear Gauss-Seidel algorithm. [sent-791, score-0.537]

85 The delays were estimated from mixtures with three randomly selected sources and constant weight A and delay matrices T = (τi j )i j :     20. [sent-797, score-0.423]

86 An information-maximization approach to blind separation and blind deconvolution. [sent-839, score-0.465]

87 A robust method to count and locate audio sources in a stereophonic linear anechoic mixture. [sent-845, score-0.541]

88 Underdetermined blind separation of delayed sound sources in the frequency domain. [sent-910, score-0.573]

89 Blind signal separation and independent component analysis: A review. [sent-968, score-0.261]

90 Recursive algorithm for phase retrieval in the fractional fourier transform domain. [sent-999, score-0.474]

91 Sparse component analysis and blind source separation of underdetermined mixtures. [sent-1060, score-0.384]

92 Classification of closely spaced subsurface objects using electromagnetic induction data and blind source separation algorithms. [sent-1104, score-0.384]

93 Blind source separation based on the fractional fourier transform. [sent-1134, score-0.429]

94 A general contrast function based blind source separation method for convolutively mixed independent sources. [sent-1151, score-0.384]

95 Underdetermined audio source separation from anechoic mixtures with long time delay. [sent-1259, score-0.722]

96 Networks for the separation of sources that are superimposed and delayed. [sent-1346, score-0.273]

97 Blind separation of convolved mixtures in the frequency domain - signal processing. [sent-1395, score-0.394]

98 Signal separation using linear canonical and fractional fourier transforms. [sent-1402, score-0.411]

99 Blind separation of convolved sources based on information maximization. [sent-1433, score-0.273]

100 Blind separation of delayed sources based on information maximization. [sent-1437, score-0.327]


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