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I. INTRODUCTION
Manuscript received July 8, 1997; revised June 8, 1998. This work was
supported in part by the National Science Foundation under Grant MIP9530923 and through collaborative participation in the Advanced Telecommunications/Information Distribution Research Program (ATIRP) Consortium
sponsored by the U.S. Army Research Laboratory under Cooperative Agreement DAAL01-96-2-0002. The associate editor coordinating the review of
this paper and approving it for publication was Prof. M. H. Er.
The author is with the Department of Electrical and Computer Engineering,
University of Delaware, Newark, DE 19716 USA (e-mail: arce@ee.udel.edu).
Publisher Item Identifier S 1053-587X(98)08709-1.
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IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 46, NO. 12, DECEMBER 1998
The value
(3)
minimizing (3) is the sample median
The value
MEDIAN
The sample mean and median
thus play an analogous role in location estimation. While
the mean is associated with the Gaussian distribution that
often emerges naturally in practice, the median is related to
the Laplacian distribution, which has heavier tails and can
often provide a better model for impulsive-like processes. The
robustness of the sample median is explained by the heavy
tails of the Laplacian distribution.
The sample mean and median can be generalized by extending the model of maximum likelihood estimation. Let the
be independent but not identically
sample set
s obey the same
distributed. In particular, assume the
distribution, but assume that their variance is not identical for
all samples. Under the Gaussian assumption, the ML estimate
of location in this case can be shown to be the value
minimizing
(4)
is the variance of the th sample in the set. The value
where
minimizing (4) is the normalized weighted average
(5)
(1)
(7)
and where is the replication operator
times
It should be noted
defined as
that the weights in (5) and (7) are constrained to take on
(8)
sign
sign
sign
(9)
sign
sign
sign
(10)
for
Again, the weight signs
with
are uncoupled from the weight magnitude values and are
merged with the observation samples. The weight magnitudes
play the equivalent role of positive weights in the framework
of weighted median smoothers. It is simple to show that
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sign
and
(11)
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IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 46, NO. 12, DECEMBER 1998
for which
(12)
(a)
(b)
Fig. 1. Effects of negative weighting on the cost functions
G2 ( ) and G1 ( ): The input samples are [X1 ; X2 ; X3 ; X4 ;
X5 ]T = [ 2; 2; 1; 3; 6]T , which are filtered by the two set of weights
[0:1; 0:2; 0:3; 0:2; 0:1]T and [0:1; 0:2; 0:3; 0:2; 0:1]T , respectively.
where
, and where
sgn
if
if
if
(14)
(15)
sgn
(13)
Since the first and last integrals in (15) cancel each other and
since
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where
denotes a value on the real line approaching
from the right. Using these vectors in (22), we have
(16)
sgn
sgn
(17)
With this threshold decomposition, the WM filter operation
can be implemented as
MEDIAN
sgn
(24)
sgn
MEDIAN
sgn sgn
(18)
sgn
(25)
which simplifies to
sgn
(20)
(26)
The computation of WM filters with the new threshold decomthreshold
position architecture is efficient, requiring only
logic (sign) operators, allowing the input signals to be arbitrary
real-valued signals and allowing positive and negative filter
weights.
The filter representation in (26) also provides us with a
useful interpretation of WM filters. The output is computed
by the sum of the midrange of the signed samples
, which provides a coarse estimate of location,
th spacing
and by a linear combination of the
for
Hence
(27)
MEDIAN
sgn sgn
(19)
sgn
sgn
sgn sgn
sgn sgn
(21)
(22)
(23)
(28)
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IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 46, NO. 12, DECEMBER 1998
with
The running WM filter output estimates
the desired signal as
MEDIAN
sgn
sgn
(30)
where the threshold decomposition representation of the signals was used. The absolute value and integral operators in
(30) can be interchanged since the integral acts on a strictly
positive or a strictly negative function. This results in
sgn
sgn
sgn
(38)
sech
sgn
sech
(31)
sech
sgn
sgn
sgn
sech
sech
(32)
sgn
sgn
(33)
sgn
sgn
Since the sign
where
function is discontinuous at the origin, its derivative will
introduce dirac impulse terms that are inconvenient for further
analysis. To overcome this difficulty, the sign function in
(33) is approximated by a differentiable function. A simple
approximation is given by the hyperbolic tangent function
(34)
sgn
sech
Since
follows that
sgn
, it
sech
(35)
sech
sgn
(37)
(39)
sgn
sech
(40)
and
in terms of multiplications and additions,
respectively. In addition, the sech operation must be
computed at each level of the decomposition.
The contribution of most of the terms in (40), however,
as
is negligible compared with that of the vector
it will be described here. Using this fact and following the
arguments used in [11], the algorithm in (40) can be simplified
considerably, leading to a fast LMA WM adaptive algorithm.
The contribution of each term in (40) is, to a large extent,
for
The sech funcdetermined by sech
tion achieves its maximum value when its argument satisfies
Its value decreases rapidly and monotonically to
vectors
zero as the argument departs from zero. From the
, there is one for which the inner product
is
closest to zero. Consequently, the update term corresponding
to this vector will provide the biggest contribution in the
, the vector providing the
update. Among all vectors
largest update contribution can be found through the definition
is equal to one of the signed
of the WM filter. Since
if and
input samples, the output of the WM filter is
only if three inequalities are satisfied simultaneously
(41)
(42)
(43)
and
are distinct. This
where we assume
is the vector whose inner product
is
ensures that
is the output of the WM filter at time
closest to zero. Since
is also equal to
Thus, the vector contributing
the most to the update in (40) is
sgn
sgn
(44)
(45)
for
The updates in (45) have an intuitive explanation described
in Fig. 2. When the output of the WM filter is smaller than the
desired output, the magnitude of the weights corresponding
to the signed samples that are larger than the actual output
are increased. Thus, the weight for the signed sample
is decreased (larger negative value), whereas the weight for
is increased. Both cases will lead to
signed sample
updated weights that will push the estimate higher toward
Similarly, the weights corresponding to the signed
samples, which are smaller than the actual output, are reduced.
is increased
Thus, the weight for the signed sample
(smaller negative value), whereas the weight for signed sample
is decreased. Fig. 2(b) depicts the response of the
algorithm when the WM filter output is larger than the desired
output. The updates of the various samples follow similar
intuitive rules, as shown in Fig. 2(b).
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(a)
(b)
^ (n) and (b) D (n) < D
^ (n): The
Fig. 2. Weight updates when (a) D(n) > D
signed samples are denoted as either ( 1)Xi or (1)Xi :
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IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 46, NO. 12, DECEMBER 1998
(a)
(a)
(b)
(b)
(c)
(c)
(d)
Fig. 3. Frequency selective filter outputs. (a) Chirp test signal. (b) Linear
FIR filter output. (c) Weighted median smoother output. (d) Weighted median
filter output with real-valued weights.
(d)
Fig. 4. Frequency selective filter outputs in noise. (a) Chirp test signal in
stable noise. (b) Linear FIR filter output. (c) Weighted median smoother
output. (d) Weighted median filter output with real-valued weights.
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Fig. 5. Spectrograms of (a) Chirp signal. (b) Linear FIR filter output. (c) WM smoother output. (d) WM filter output with real-valued weights. (e) Chirp
signal (in noise). (f) Linear FIR filter output (in noise). (g) WM smoother output (in noise). (h) WM filter output with real-valued weights (in noise).
ponents are clearly seen in both plots. Fig. 5(d) and (h) shows
the spectrograms of the WM filter admitting negative weights.
The timefrequency localization is clearly seen and is not
affected by noise. Notably, the median filter provides better
timefrequency localization (resolution) than the linear filter,
although spurious artifacts in the timefrequency plane emerge
in both the noiseless and noisy case.
B. Design of Optimal Highpass WM Filter
Using the weight values of a linear FIR filter in a WM
filter structure leads, in general, to acceptable but suboptimal
results. Significant improvements can be attained by optimally
designing the WM filter weights for the application at hand.
Consider the design of a highpass WM filter whose objective
is to preserve a high-frequency tone while removing all lowfrequency terms. Fig. 6(a) depicts a two-tone signal with
normalized frequencies of 0.04 and 0.4 Hz. Fig. 6(b) shows
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(a)
(b)
Fig. 7. Single-realization learning characteristics of the fast LMA adaptive
WM filter algorithm admitting real-valued weights.
TABLE I
MEAN ABSOLUTE FILTERING ERRORS
(c)
(d)
(e)
Fig. 6. (a) Two-tone input signal and output from (b) linear FIR high-pass
filter. (c) Optimal WM filter. (d) WM filter using the linear FIR weight values.
(e) Optimal WM smoother with non-negative weights.
(a)
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(b)
(c)
(d)
Fig. 8. (a) Two-tone signal in stable noise ( = 1:4). (b) Linear FIR filter
output. (c) WM filter output. (d) WM smoother output with positive weights.
VI. CONCLUSIONS
In this paper, it is shown that traditional weighted median
smoothers are analogous to normalized FIR linear filters
Gonzalo R. Arce (SM93), for a photograph and biography, see p. 334 of the
February 1998 issue of this TRANSACTIONS.