T-61.181 Biomedical Signal Processing Sections 4.4 - 4.5.

Wiener Filtering & Basis Functions

Nov 4th 2004 Jukka Parviainen parvi@hut.fi

Outline
a posteriori Wiener filter (Sec 4.4)
removing noise by linear filtering in optimal (mean-square error) way improving ensemble averaging

single-trial analysis using basis functions (Sec 4.5)

only one or few evoked potentials e.g. Fourier analysis
Nov 4th 2004 T-61.181 - Biomedical Signal Processing - Jukka Parviainen 2

Wiener - example in 2D
model x = f(s)+v, where f(.) is a linear blurring effect (in the example) target: find an estimate s = g(x) an inverse filter to blurring value of SNR can be controlled Matlab example: ipexdeconvwnr
Nov 4th 2004 T-61.181 - Biomedical Signal Processing - Jukka Parviainen 3

Part I - Wiener in EEG

improving ensemble averages by incorporating correlation information, similar to weights earlier in Sec. 4.3 model: x_i(n) = s(n) + v_i(n) ensemble average of M records target: good s(n) from x_i(n)
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Wiener filter in EEG

a priori Wiener filter:

S s ( e j[ ) j[ H (e ) ! j[ j[ S s (e )  (1 / M ) S v (e )
power spectra of signal (s) and noise (v) are F-transforms of correlation functions r(k)
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Interpretation of Wiener
S s (e j[ ) H (e j[ ) ! S s (e j[ )  (1 / M ) S v (e j[ )

if no noise, then H=1 if no signal, then H=0 for stationary processes always 0 < H < 1 see Fig 4.22

Nov 4th 2004

T-61.181 - Biomedical Signal Processing - Jukka Parviainen

Wiener in theory
design H(z), so that mean-square error E[(s(n)-s(n))^2] minimized Wiener-Hopf equations of noncausal IIR filter lead to H(ej[ ) filter gain 0 < H < 1 implies underestimation (bias) bias/variance dilemma
Nov 4th 2004 T-61.181 - Biomedical Signal Processing - Jukka Parviainen 7

A posteriori Wiener filters

time-invariant a posteriori filtering estimates for signal and noise spectra from data afterwards two estimates in the book:
M S xa (e j[ ) (1  ) H1 ! j[ M 1 MS sa (e )

S vs (e j[ ) H2 ! 1 S sa (e j[ )

improvements: clipping & spectral smoothing, see Fig 4.23

Nov 4th 2004 T-61.181 - Biomedical Signal Processing - Jukka Parviainen 8

Limitations of APWFs
contradictionary results due to modalities: BAEP+VEP ok, SEP not bad results with low SNRs, see Fig 4.24 APWF supposes stationary signals if/when not, time-varying Wiener filters developed
Nov 4th 2004 T-61.181 - Biomedical Signal Processing - Jukka Parviainen 9

APWF - What was learnt?

authors: serious limitations, important to be aware of possible pitfalls, especially when the assumpition of stationarity is incorporated into a signal model

Nov 4th 2004

T-61.181 - Biomedical Signal Processing - Jukka Parviainen

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Part II - Basis functions

often no repititions of EPs available or possible therefore no averaging etc. prior information incorporated in the model mutually orthonormal basis func.:
1, k !l J J ! 0 , k { l
T k l
Nov 4th 2004 T-61.181 - Biomedical Signal Processing - Jukka Parviainen 11

Orthonormal basis func.

data is modelled using a set of weight vectors and orthonormal basic functions
N

x i ! wi ,kJk ! *w i
k !1

example: Fourier-series/transform x(t )! a0  a1 cos([t )  a2 cos(2[t )  ...

Nov 4th 2004 T-61.181 - Biomedical Signal Processing - Jukka Parviainen 12

Lowpass modelling
basis functions divided to two sets, truncating the model *s are to be saved, size N x K *v are to be ignored (regarded as high-freq. noise), size N x (N-K)
^

si ! * s w i ! * s * xi
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T s

Demo: Fourier-series
http://www.jhu.edu/~signals/ rapid changes - high frequency value K? transients cannot be modelled nicely using cosines/sines

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T-61.181 - Biomedical Signal Processing - Jukka Parviainen

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Summary I: Wiener
originally by Wiener in 40s with evoked potentials in 60s and 70s by Walker and Doyle lots of research in 70s and 80s (time-varying filtering by de Weerd) probably a baseline technique?
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Summary II: Basis f.

signal can be modelled using as a sum of products of weight vectors and basis functions high-frequency components considered as noise to be continued in the following presentation
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