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Hybrid Polynomial Filters for Gaussian and Non-Gaussian Noise Environments Tuncer Can Aysal, Student Member, IEEE, and Kenneth E. Barner, Senior Member, IEEE

Abstract—Traditional polynomial filtering theory, based on linear combinations of polynomial terms, is able to approximate important classes of nonlinear systems. The linear combination of polynomial terms, however, yields poor performance in environments characterized by Gaussian and heavy tailed distributions. Weighted median and weighted myriad filters, in contrast, are well known for their outlier suppression and detail preservation properties. It is shown here that the weighted median and weighted myriad methodologies are naturally extended to the polynomial sample case, yielding hybrid filter structures that exploits the higher-order statistics of the observed samples while simultaneously being robust to outliers for both Gaussian and heavy-tailed distributions environments. Moreover, the introduced hybrid polynomial filter classes are well motivated by analysis of cross and square term statistics of Gaussian and heavy-tailed distributions. A presented asymptotic tail mass analysis shows that polynomial terms, both under Gaussian and heavy-tailed noise statistics, have heavier tails than the observed samples, indicating that robust combination methods should be utilized to avoid undue influence of outliers. Further analysis shows weighted median processing of polynomial terms for the Gaussian noise case, and weighted median and weighted myriad processing of cross and square terms, respectively, for the heavy-tailed noise case, are justified from a maximum likelihood perspective. Filters parameter optimization procedures are also presented. Finally, the effectiveness of hybrid filters is demonstrated through simulations that include temporal, spectrum, and bispectrum analysis. Index Terms—Asymptotic tail masses, hybrid filtering, ML estimate, polynomial filtering, weighted median filtering, weighted myriad filtering.

I. INTRODUCTION

ANY contemporary signal processing problems are successfully addressed with nonlinear systems. For instance, it is well established that the solutions to detection and estimation problems are nonlinear when simple assumptions, such as Gaussian environment statistics, do not hold [1], [2]. Discrete Volterra series definition, which is amenable to analysis and synthesis, is the representation that is particularly utilized in nonlinear input–output characterization [3], [4]. Volterra system has its roots in Taylor series expansion of nonlinear functions with memory [3]. Truncated Volterra series can, in many cases, effectively represent a nonlinear system,

M

Manuscript received August 2, 2005; revised January 18, 2006. The associate editor coordinating the review of this manuscript and approving it for publication was Dr. Vitor Heloiz Nascimento. The authors are with the Department of Electrical and Computer Engineering, University of Delaware, Newark, DE 19716 USA (e-mail: [email protected]. udel.edu; [email protected]). Digital Object Identifier 10.1109/TSP.2006.881253

which results in a simpler realization that requires limited knowledge of higher order statistics [1], [2], [5]–[8]. Filters based on the Volterra series, and the related Wiener series [3], are referred to as polynomial filters. Polynomial filters effectively address many applications in which linear methods are known to be suboptimal, such as the equalization of nonlinear channels [9], [10] and nonlinearity compensation in echo cancellation [11]. The simplified Volterra filters [12] are also used for acoustic echo cancellation in GSM receivers [13]. It is also known that many optical transformations are described by the quadratic term of the Volterra series [14], which results from the quadratic relation between the optical intensity and optical field. Volterra filters are also effective in the active control of nonlinear noise processes [15]. Polynomial system models are also utilized in a large number of communications applications. Examples of such application include modelling highly distorted reference channels [16], nonlinear transmission amplifiers [17], and nonlinear band-pass channels [18] in digital transmission systems. In image processing, polynomial filters are used to address image enhancement [19], edge extraction [20], edge enhancement [21], and nonlinear prediction [22] problems. Volterra filtering is also successfully applied to the enhancement of noisy images of curves [23]. Although the order of polynomial terms in the Volterra series extends to infinity, many practical problems are effectively addressed with second-order Volterra filters, which are restricted to include only linear and second-order quadratic components [1], [2], [6]–[8], [12], [24]. Indeed, second-order filters are used to successfully address problems such as optimal signal detection in Gaussian noise [9] and texture discrimination [2]. Even in the restrictive second-order case, however, the polynomial nature of Volterra filters leads to poor performance in environments characterized by Gaussian and non-Gaussian heavy tailed distributions. This poor performance results from the linear combination of polynomial terms utilized in such filters. For the Gaussian case, it is shown here that although the observed samples are light-tailed, the polynomial terms are heavy-tailed, resulting in cross and square term outliers and yielding poor performance. It is also shown that, for environments characterized by heavy-tailed distributions, quadratic terms residing in the second-order kernels of a polynomial filter amplify the effects of present outliers. The damaging effects of outliers are even more pronounced if the filter order is increased beyond two. The effect of quadratic terms on robustness is studied here through an asymptotic tail mass analysis of second-order cross and square terms for both Gaussian and heavy-tailed distributions. The presented analysis shows that the tail heaviness of

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samples contributing to a second-order polynomial filter are, for both cases, well ordered, with the cross and squared terms having heavier distribution tails than the linear terms, and the squared terms having heavier tails than cross terms, i.e., , where , , and denote the density , cross ( , ), function tail decay rates of the linear terms, respectively. The heavier tails of the and squared cross and squared terms for both Gaussian and heavy-tailed cases indicate that robust methods for their sample combinations should be considered to avoid undue influence of outliers. In contrast to polynomial filters, weighted median (WM) and weighted myriad (WMy) filters are well known for their outlier suppression and detail preservation properties [25]–[31]. Indeed, WM and WMy filters are the optimal estimators of location, in a maximum likelihood (ML) sense, of samples characterized by the heavy tailed Laplacian [27], [32] and heavier tailed Cauchy distributions [28], [31], respectively. The WM sample selection methodology was recently extended to the polynomial sample case, yielding the class of polynomial weighted median (PWM) filters [33]. Thus by combining the Volterra and WM structures, PWM filters effectively exploit the higher-order statistics of observed samples while producing filter outputs that are robust to outliers in the observation set. The PWM filter was, however, derived under the assumption that the observation samples are heavy-tailed. Thus, this filter formulation, as expected, yields poor results in environments characterized by Gaussian distributions. Hence, a hybrid polynomial filter, the so-called Linear-Median-Median (LMM) filter, is presented here to overcome the drawbacks of the PWM filter in Gaussian environments. The LMM hybrid polynomial filter is well motivated by the presented linear, cross, and square term asymptotic tail mass analysis under the Gaussian statistics case. Additional presented analysis shows that weighted median processing of polynomial terms is justified from a ML perspective. The performance of the PWM filter is also suboptimal for environments characterized by heavy-tailed distributions. To address this important related case, we develop a second hybrid filter class, the so-called Median-Median-Myriad (MMMy) filters. The MMMy hybrid polynomial filter is also motivated by the presented linear, cross, and square term asymptotic tail mass analysis under the Laplacian statistics case. Additionally, it is shown that weighted myriad processing of square terms is more appropriate than the weighted median processing (which is used by PWM filters) from a ML perspective. The remainder of this paper is organized as follows. The statistical foundations of the presented hybrid polynomial filters are derived and detailed in Section II. The LMM and MMMy filter structures are defined in Section III and filter coefficient optimization is addressed in Section IV. Section V contains simulations illustrating the advantages of hybrid filters over traditional polynomial and PWM filters. Finally, conclusions are drawn in Section VI. II. STATISTICAL ANALYSIS AND FILTERING This section discusses statistical models of observed samples under Gaussian and heavy-tailed non-Gaussian statistics and relates the filtering problem to maximum likelihood (ML) esti-

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mation. We begin by considering independent observed samples that follow the generalized Gaussian probability density function (PDF), noting special cases of interest. We then examine the PDFs of samples utilized in second-order polynomial processes for Gaussian and heavy-tailed non-Gaussian (specifically Laplacian) cases, i.e., we study the PDFs and tail functions of cross and square terms. This analysis, performed for both Gaussian and heavy-tailed non-Gaussian models, demonstrates the tail heaviness ordering of samples contributing in second-order polynomial systems. Next, the filtering problem, including operations on cross and square terms, is motivated from a ML perspective for both models. The polynomial term tail heaviness and the ML methodology form the theoretical foundations for the hybrid polynomial filters defined in Section III. Note that the analysis and derivations presented in this section assume that the observed random variables are independent. It should also be noted that, in practice, inputs may not satisfy this condition. This assumption is imposed to make the derivations tractable, and yields results that lend insight into the filtering problem. A. Generalized Gaussian, Cross and Square Term PDFs A broad range of statistical processes can be characterized by the generalized Gaussian PDF (1) where is the Gamma function, is a constant defined as , and is the standard deviation. In this representation, the scale of the PDF is , and the impulsiveness determined by the scale parameter is determined by the tail parameter . This representation . includes the standard Gaussian PDF as a special case , the PDF’s tail decay slower than in the Gaussian For case, resulting in a heavy-tailed PDF. Indeed, a second special case that is of particular interest is the Laplacian PDF, which is . The Laplacian PDF is successfully used in realized when the literature to model certain heavy-tailed environments [12], [26], [31], [32]. Before considering specific PDF cases, we give the general PDF results for cross and square terms. Accordingly, let the and be characterized by independent random variables and , respectively. The PDF of the cross PDFs term, is given by (2) Similarly, the PDF of the square term is shown to be (3) B. Polynomial Term PDFs and Asymptotic Tail Masses for the Gaussian Case To consider the effect that the cross-product and squaring operators have on the resulting PDF tails, we first restrict the analysis to the Gaussian PDF. This is a light-tailed special case of

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the generalized Gaussian PDF that occurs for in the zero-mean case, is expressed as

IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 54, NO. 12, DECEMBER 2006

, and which,

(4) where is the scale parameter. Substituting this expression into (3) gives the PDF of the square term (5) . Consider now two independent Gaussian where and , with scale parameters distributed random variables and , respectively. The PDF of the cross term is determined through evaluation of (2), and is given by (6) denotes the modified Bessel function of second where kind of order . The different behaviors of the Gaussian and non-Gaussian PDFs are, to a large extent, a result of their tail characteristics. The density tail heaviness of a random variable , can be mea, where sured by its asymptotic mass: denotes the tail function of the random variable [31]. Two functions and have asymptotic simiif: . The Gaussian larity PDF can be shown to have exponential order tails with asymptotic similarity [31]

Fig. 1. Asymptotic tail masses of Gaussian (solid), cross Gaussian (dashed), = and square Gaussian (dotted) distributed random varibles with  =  1. Shown for reference is the asymptotic tail mass function of the heavy-tailed Laplacian density function (dash-dotted) with identical variance.

. The approximated PDF is also normalized with a constant. The resulting tail function is given by (11) Similar to the previous case, we use integration by parts and an , which yields the asympasymptotic series expansion for totic tail mass of the cross Gaussian term

(7) To carry at the tail analysis of polynomial terms, we introduce the notation for the random variables: and to avoid confusion and denote the random variable formed as the product of two independent random variables and the random variable obtained by squaring a random variable, respectively. is The tail function of squared Gaussian random variable given by

(12) In the unit scale parameter case, the asymptotic tail masses given in (7), (10), and (12) reduce to

and

(8) where denotes the error function. Utilizing an asymptotic series expansion for

(9) yields the asymptotic tail mass of the squared Gaussian term (10) Consider next the cross term. Since the Bessel function in (6) makes the cross term tail analysis intractable, we use the asymptotic similar function for given in [34]:

respectively. The exponentials control the tail decay rates in the preceding equations since the exponentials have the larger tail decay rates compared to the algebraic expressions. The exponential arguments, for large values, are, thus, ordered as , where , , and denote the arguments of the exponential components of the asymptotic tail , and , respectively. The tail heaviness masses of , ordering is then (13) , , and denote the asymptotic tail mass of where , , and , respectively. The asymptotic tail mass functions , , and are plotted in Fig. 1 for

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the Gaussian PDF case with . Also shown for reference is the asymptotic tail mass of the heavy-tailed Laplacian PDF with identical variance. As the figure shows, the tails exhibits the expected heaviness ordering, with cross and square terms having the largest tail masses. Also of note is that, although the Gaussian PDF is a light-tailed PDF, the cross and square terms of a Gaussian PDF are heavy-tail distributed with tail masses larger than that of the heavy-tailed Laplacian PDF. The heaviness of the tails of polynomial terms indicates that robust methods of sample combination and output determination should be utilized to avoid undue influence of the outliers and degradation in performance. C. Filtering and ML Estimation of Polynomial Terms for the Gaussian Case Having established the heaviness of the cross and square term density functions for Gaussian statistics, we now consider the optimal combination of samples approached from an ML perspective. ML estimation of location is first reviewed for a set of independent and identically distributed (i.i.d.) observations samples, and the concepts are then extended to the cross and square terms utilized in polynomial representations. The standard Gaussian PDF special case is considered first, followed by the cross and square Gaussian PDF cases. independent samples , Consider a set of each obeying a Gaussian PDF with (possibly) different vari. In this case, the ML estimate of ances, the location parameter is determined by the minimization of

set of i.i.d. cross terms lihood function,1

and forming the Like-

(17) where are eliminated, and setting (17) yields

is utilized, the constants . Taking the log of

(18)

(19) since the contribution of is negligible in for small comparison to the contribution of . The solution to the weighted absolute deviations minimization problem is given in [35]–[37] by the weighted median of the samples in consideration. That is (20) and is the replication operator defined

(14)

where as

(15)

The weight positivity constraining the filters to smoothers, and as in the FIR filter case, can be relaxed to enable more general filtering characteristics [26]

the solution to which is the weighted mean,

(21) where standard FIR filter

. This is simply a normalization of the where

(16) where is the output and the terms are the FIR filter weights. Enforcing the positivity constraint on the weights constrains the resulting filters to be smoothers. In practice, however, this constraint is relaxed, enabling FIR filters to take on a wide array of spectral characteristics. An analogous relation between filtering and ML estimation can be derived for cross Gaussian terms. Consider the cross terms formed as the product of i.i.d. Gaussian samples. Moreover, take the cross terms to have a common location parameter, , and the i.i.d. Gaussian samples to have (possibly) different variances, i.e., , where and and are zero-mean Gaussian distributed random variables. Note that this model also holds for the cross product of two non-zero-mean Gaussian samples as long as their location parameters are small relative to the scale parameters. The ML estimate of the location parameter under cross Gaussian statistics is given by taking a

when , when , and when . Last, consider the square terms contributing to a second-order be a set of random polynomial system. Let variables formed as the squares of i.i.d Gaussian samples, i.e., where has a Gaussian PDF with location parameter and variance . The ML estimate of the desired parameter, , for the square Gaussian statistics case with i.i.d. , is given by square terms

(22) Let and 1Although this condition implies i, j , k , and l

. Note

=

are unique for z x x and , the condition is imposed to make the analysis tractable and allow the drawing of conclusions that hold approximatively in practice.

z

=x

x

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that , i.e, they have the same . Thus, . peak point, and Utilizing this approximation in the Likelihood function, eliminating the constants, and taking the log yields

and with scale parameters uation of (2), which yields

is determined through eval-

(29) (23) Note is a constant with respect to , and can, thus, be eliminated from the minimization problem. Consequently, the ML estimate of reduces to

The heavy-tailed Laplacian PDF can be shown to have exponential order tails with asymptotic similarity (30)

(24)

Utilizing the notation introduced in Section II-B for the cross and , the and square random variables, asymptotic tail mass of squared Laplacian random variable is given by

(25)

(31)

which yields the weighted median operator

. Finally, relaxing the positivity where constraint results in the general weighted median based processing of square terms (26) Note that the Gaussian PDF case leads to a weighted sum combination of observed samples, while the heavy-tailed cross and square Gaussian PDFs lead to sample selection based on rank order. Rank order based selection of the output sample is much more robust than output methodologies based on weighted sums. Indeed, outliers, even if infinitely valued, are suppressed by weighted median filtering as long as the number of outliers is sufficiently small that they are localized in the extremes of the ordered set. Considerable analysis is available in the literature on the detail preservation and outlier rejection characteristics of weighted median filters [12], [26], [27], [31], [38], [39]. D. Polynomial Term PDFs and Asymptotic Tail Masses for the Heavy-Tailed Case The following analysis is restricted to the heavy-tailed Laplacian PDF to consider the effect that the cross product and squaring operators have on the resulting PDF tails. The Laplacian PDF is a heavy-tailed special case of the generalized Gaussian PDF that occurs for , which, in the zero-mean case, is expressed as (27) where is the scale parameter. Substituting this expression into (3) gives the PDF of the squared term: (28) The PDF of the cross term formed as the product of two independent Laplacian distributed random variables and ,

The asymptotic tail mass of the cross Laplacian PDF is established by applying steps similar to the cross Gaussian density function case (using the approximation for Bessel function and accordingly integrating by parts and replacing asymptotic series expansion for erf(.) function), which yields

(32) In the unit scale parameter case and (32) reduce, respectively, to

, (30), (31),

and

Thus similarly to the light-tailed Gaussian PDF case, the exponential arguments, for large values, are ordered as , where , , and denote the argu, ment of the exponential of asymptotic tail mass of , , respectively. The tail heaviness ordering is then and , where , , and denote the asymptotic tail mass of , , and , respectively. , The asymptotic tail mass functions , and are plotted in Fig. 2 for the Laplacian density function case with . Also shown for reference is the asymptotic tail mass of the heavy-tailed standard Cauchy PDF:

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i.i.d. cross terms, is given by taking a set of and forming the Likelihood function

,

(34) We utilize stants, and set yields

, eliminate the con. Furthermore, taking the log

(35)

Fig. 2. Asymptotic tail masses of Laplacian (solid), cross Laplacian (dashed), and square Laplacian (dotted) distributed random variables with   1. Shown for reference is the asymptotic tail mass function of the heavy-tailed (standard, K = 1) Cauchy density function (dashed–dotted) (P r X > x 2K=(x )).

= f

= g

, where is the scale parameter ( for standard Cauchy PDF). As the figure shows, the tails exhibits the expected heaviness ordering, with cross and square terms having the larger tail masses. Also of note is that the tail mass of the cross PDF is closer to the median optimal Laplacian, whereas the square PDF tail mass is closer to that of myriad optimal [28], [29] Cauchy PDF. The heaviness of the tails of polynomial terms of heavy-tailed PDFs, as in the Gaussian case, indicates that robust methods of sample combination and output determination should be utilized to avoid undue influence of the outliers and degradation in performance.

is a constant with respect to , and Note that can thus be eliminated from the minimization problem. Also, the is negligible in comparison contribution of to the contribution of , where decays slowly, and can, thus, over a the term fixed interval outside a neighborhood of , be approximated as a constant. Finally, the ML estimate reduces to (36) Consequently, the ML estimate is given by the weighted , where median operator, . Relaxation of the positivity constraint results in the general weighted median-based processing of . cross terms, Last, consider the square terms contributing to a second-order polynomial system. The ML estimate of the desired parameter for the squared Laplacian statistics case, is given by

E. Filtering and ML Estimation of Polynomial Terms for the Heavy-Tailed Case The establishment of the tail heaviness of the cross and square term PDFs for heavy-tailed Laplacian statistics is followed here by an examination of the optimal combination of samples approached from a ML perspective. The Laplacian PDF special is considered case of the generalized Gaussian PDF first, followed by the cross and square Laplacian PDF cases. independent , each Consider a set of obeying a Laplacian PDF with (possibly) different variances, . In this case, the ML estimate of the location parameter is determined by minimizing [26], [31], [36], [37] (33) The solution to which is the weighted median, , where . As shown in Section II-C, the positivity constraint can be relaxed to enable more general filtering characteristics [26], . An analogous relation between filtering and ML estimation can be also derived for cross Laplacian terms. The ML estimate of the location parameter under cross Laplacian statistics

(37) Let and . , i.e, they Note that . have the same peak point, and Thus, . Eliminating the constants, utilizing this approximation in the Likelihood function, noting that (for small deviations around ), and using basic properties of argmax yields

(38) The contribution of the term can be neglected in comparison to the contribution of the term

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the contribution of the comparison to that of the . The ML estimate, thus, reduces to

. Also, is negligible with for small

input-output relation, in the case of a finite support, is represented by (42)

(39)

where

is the output and

is defined as

The solution to the sum of logaritmic square deviations is given in [29]–[31] as the weighted myriad (WMy) of the observed samples (40) where , and refer to the weighting operation in (39) and the linearity parameter, respectively, [29]–[31]. As in the previous cases, the positivity constraint can be relaxed to enable more general filtering characteristics [29]–[31] (41) Note that the Laplacian and cross Laplacian PDF cases lead to a weighted median combination of samples, while the heaviertailed square Laplacian PDF leads to weighted myriad combination of samples. Weighted myriad filtering is motivated by the maximum likelihood estimate of location under the well-known Cauchy PDF, which has heavier tails than the Laplacian PDF whose maximum likelihood estimation yields the weighted median filter. Thus, the weighted myriad filtering yields a more robust combination of samples than the weighted median filtering. Considerable analysis is available in the literature on the robustness of weighted myriad filters [12], [28]–[31]. Although the presented ML analysis relies on approximations and assumptions that may not hold in all cases, the results do indicate that the following are well founded: 1) WM processing of Gaussian cross and square terms, and 2) WM and WMy processing of Laplacian cross and square terms, respectively. These results, coupled with the preceding asymptotic tail masses analysis results, motivate the hybrid polynomial filters defined in the following section.

(43) with representing the input samples. Note that the causality in this formulation can be relaxed without the term is the usual linear conflict. Also, the can be considered impulse response. Similarly, the finite extend th order impulse response that characterizes the nonlinear behavior of the filter. In a finite order Volterra filter, the upper limit in (42) is replaced by the order, . Second-order terms are often sufficient to characterize the nonlinearities in a system, and many problems are successfully addressed by second-order polynomial filters [1], [2], [6]–[8], [12], [24], [40]. Traditional polynomial filtering is based on weighted sum combinations. To see this more clearly, the second-order poly, is written as nomial filter, (44) Note that the second term contains both cross and square terms, and, as noted in Section II, these terms have unique distributions. We therefore write the filter output, eliminating the redundant terms in [1], [2], [12] and explicitly showing the dependencies on the linear, cross, and square terms

III. HYBRID POLYNOMIAL FILTERING Volterra filters belong to the class of nonlinear filters. However, they have a distinct feature in that the filter output is nonlinear with respect to the input but linear in the Kernels. Consequently, many results related to the analysis and design of linear filters can be extended to the polynomial case. Also, it can be shown that, under relatively mild conditions, polynomial models are capable of approximating a large class of nonlinear systems with a finite number of coefficients [2], [4], [10], [12]. In the following, the polynomial filter structure based on weighted sum combinations is presented, with specific attention paid to the second-order case. The traditional polynomial filter structure is then converted to hybrid filtering methodology, yielding the class of hybrid polynomial filters. A. Traditional Polynomial Filtering Consider the class of nonlinear, shift invariant systems with memory based on the discrete-time Volterra series [2]. The

(45) where , , and are constants [40], and , , and are the linear, cross, and square term filter coefficients, respectively. This formulation clearly indicates that, although the overall filtering operation is (polynomial) nonlinear, the filter output is linear with respect to the filter coefficients and the observation samples, their cross terms, and squares. B. LMM Hybrid Filtering for Gaussian Noise Recall that in Sections II-B and II-C, it is shown that the polynomial terms of Gaussian statistics exhibits large asymptotic tail masses indicating that robust combination methods should be utilized for the processing of cross and square terms. It is also shown that the linear combination of the samples is ML optimal

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Fig. 3. The hybrid filtering frameworks. (a) LMM hybrid filtering for Gaussian noise case. (b) MMMy hybrid filtering for heavy-tailed noise case.

only in the Gaussian statistics case, and that the WM combinations are more appropriate for the processing of the polynomial terms, as justified from a ML perspective. The LMM hybrid filter is therefore defined by replacing the weighted sum operators corresponding to cross and square terms in (45) with weighted median operators

of the cross and square terms, respectively, as justified from a ML perspective. The MMMy hybrid filter is, therefore, defined by replacing the weighted sum operators corresponding to linear and cross terms in (45) with weighted median operators, and the ones corresponding to square terms in (45) with weighted myriad operators

(46) It is clear that the LMM filter reduces to the traditional FIR filter for and . Also, the LMM filter is expressed more compactly as (47)

(48) For the and case, the MMMy filter reduces to traditional WM filter. Also, the MMMy filter can be compactly expressed as (49)

where we utilize the notation [41]

and

, and define

where we utilize the notation . It is simple to see that the outputs of the hybrid filters are linear with respect to subfilters outputs (50) where

and

to be the first-order, cross, and square term vectors, respectively. Similarly, the weight vectors associated with each of these com, and . ponents are denoted as ,

, and and are the subfilter outputs for LMM and MMMy filters, respectively. The filter structures are illustrated in Fig. 3, indicating the weighted sum processing of observed samples and WM processing of polynomial terms in the LMM filter case, and WM processing of observed and cross samples and WMy processing of square terms in the MMMy filter case, followed by a weighted sum combinations of subfilter outputs.

C. MMMy Hybrid Filtering for Heavy-Tailed Noise In Sections II-D and II-E, the distribution analysis of the polynomial terms of Laplacian statistics showed that cross and square terms exhibit large asymptotic tail masses indicating that robust combination methods should be utilized for the processing of cross and square terms. It is also shown that the weighted median combination of the samples is ML optimal in the heavy-tailed Laplacian distribution case, and that the WM and WMy combinations are more appropriate for the processing

IV. ADAPTIVE HYBRID FILTERING The optimal setting of LMM and MMMy filter coefficients is addressed here. The complex natures of the hybrid filters preclude closed form solutions and adaptive filtering approaches are adopted. As in the previous presentation, we restrict the development to the second-order case since extensions to higherorder cases are straightforward. The adaptive approaches as, is statistically related to sume that the observed process,

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Fig. 4. The adaptive hybrid filtering: structure of (a) LMM hybrid filter adaptive optimization; and (b) MMMy hybrid filter adaptive optimization.

a desired process, , and that both and , or statistically representative training samples, are available. A. LMM Filter Weights Optimization The running LMM filter output estimates the desired signal as

Fig. 5. System identification block diagram.

Also, the coefficients of the WM subfilter are updated according to the fast LMA algorithm [26] (51) ) and are the weight and step indexes, where (or , respectively. To optimize all the combination parameters, , , and filter coefficient, , , , we utilize a cyclic coordinate descent approach [42]. Consider first the optimization of the subfilter coefficients. As robust operators, WM filters are generally optimized under the mean absolute error (MAE) criteria (52) Hence we also adopt the MAE criterion to optimize the subfilter coefficients. Note that global optimization under this criteria reduces to the marginal optimization of each subfilter. The optimization of linear and WM filters under the MAE criteria is well established [26], [31], [43]. Thus, the coefficients of the linear subfilter are updated according to the sign-LMS algorithm [43]

(53)

(54) where and denote the signed observation, cross or squared samples. For example, in the 2, 2 case, . Consider next the optimization of scale terms applied to each subfilter. The optimization of scale parameters are also considered under the MAE objective given in (52), which, similarly to the linear subfilter case, yields the sign-LMS update (55) where filter outputs.

and

denote the sub-

B. MMMy Filter Weights Optimization The running MMMy filter output estimates the desired signal as in (48). Similarly to the LMM hybrid filter case, a cyclic coordinate descent approach [42] is utilized to optimize all the combination constants and subfilter coefficient under the MAE cri-

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Fig. 6. Single-realization MAE curves for LMM and MMMy filters with step sizes (a) and = 0:004 (bottom).

= 0:002 (top) and

= 0:004 (bottom). (b)

= 0:002 (top)

Fig. 7. System identification example with two-tone input. Noise-free case: (a) input and (b) (desired) second-order Volterra system; (c) LMM model, and (d) PWM model and (e) MMMy model outputs.

teria given in (52). The WM subfilters are updated using the fast LMA given in (54). However, the WMy subfilter weights are updated using the algorithm developed in [28], [31] for weighted myriad filters admitting real-valued weights

(56) where [see (57) at the bottom of the next page].

Consider next the optimization of the scale terms applied to each subfilter. The optimization of scale parameters are also considered under the MAE objective given in (52), and which, like the LMM filter case, yields the sign-LMS update as in (55). Large valued errors are produced in the quadratic structure of polynomial-based filters during optimization, which tends to decrease the rate of convergence [44]. Moreover, utilizing a single step-size for first- and second-order filter kernels leads to unnecessarily slow convergence of the second-order terms [44]. To address these issues, we utilize normalized versions of the

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Fig. 8. Spectral performance of noise-free system identification with a two-tone input: (a) time domain and (b) spectral representations of the input signal; spectrums of the (c) LMM, (d) PWM, and (e) MMMy system model outputs.

LMS (NLMS), LMA (NLMA) and the algorithm developed in [28] with component-specific step sizes. Thus, the subfilter of hybrid filters update step sizes are given by

TABLE I AVERAGE MAE OF THE OUTPUT OF THE VOLTERRA, LMM, PWM, AND MMMy FILTERS IN PRESENCE OF GAUSSIAN AND HEAVY-TAILED LAPLACIAN NOISE

(58) denotes the norm, , denote a where subfilter input vectors, and . Similarly, the update step size for the scale terms are given by (59) and denotes the vector containing the where subfilter outputs. A block diagram of the overall LMM and MMMy hybrid filters in a optimization scheme are shown in Fig. 4(a) and (b), respectively. At the outset of the optimization, the WM subfilters are set to median filters (uniform weights), which is recognized as a good initial weight assignment [26]. Although the nonlinear

structures of the LMM and MMMy filters preclude a rigorous analysis of convergence (e.g., step-size bounds), extensive experiments show the procedure yields good results in practice. V. SIMULATION RESULTS This section includes the simulations evaluating the proposed LMM and MMMy hybrid filters. The optimization procedures

(57)

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=

Fig. 9. Spectral performance of system identification where two-tone input signal is corrupted by additive (Gaussian) [Laplacian] noise with  2 and  = 4: [(a), (e)] [(i), (m)] Volterra, [(b), (f)] [(j), (n)] LMM, [(c), (g)] [(k), (o)] PWM, and [(d), (h)] [(l), (p)] MMMy system model outputs, respectively.

defined previously are first addressed. Following the optimization results are comparisons between second-order FIR Volterra and LMM, PWM, and MMMy filters operating as predictors in a system identification scenario. Results are compared for noiseless and noisy environments. Noise distributions considered include Gaussian and Laplacian distributions. Performance comparisons are in the time domain, frequency domain and through norm error comparisons. The filtering and identification of nonlinear signals and systems is encountered in a wide range of applications [2], [5]–[7], [24], [45], including data equalization and echo cancellation in satellite communication links [46], linearization of loudspeakers [47], and active control of nonlinear noise processes [15]. The presented results are therefore based on the system identification application shown in Fig. 5, where the unknown systems is represented by a Volterra filter.

TABLE II AVERAGE MAE OF THE OUTPUT OF THE VOLTERRA, LMM, PWM, AND MMMy FILTERS TRAINED WITH NOISY SEQUENCES IN PRESENCE OF GAUSSIAN AND HEAVY-TAILED LAPLACIAN NOISE

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Fig. 10. Bispectrum results: (a) desired (noise-free) polynomial system output, (b) Volterra, (c) LMM, (d) PWM, (e) MMMy system outputs for additive Gaussian noise with  4, (f) Volterra, (g) LMM, (h) PWM, (i) MMMy system outputs for additive Laplacian noise with  = 4.

=

Consider first the case of a two-tone sinusoidal input signal , where and are the normalized frequencies. The system to be identified is a secondand kernel coefficients order Volterra system with chosen randomly. Second-order LMM and MMMy2 hybrid filare optimized acters with identical memory length cording to the procedures detailed in Section IV and illustrated in Fig. 5. The LMM and MMMy hybrid filters MAE learning curves are plotted in Fig. 6(a) and (b) for step-sizes and . The plots show that the hybrid filters converges in all cases, with the typical step-size tradeoff, i.e., a larger step-size leads to faster convergence but larger steadystate error. Having optimized the hybrid LMM and MMMy filter coefficients, we compare the system identification performance resulting filters with that of the Volterra system and the polynomial weighted median filter (PWM) (with optimized weights) proposed in [33]. To evaluate the relative performance of each method, their time domain signals are compared. Fig. 7(a)–(e) plots the input, (desired) system output, LMM filter output, PWM filter output, and MMMy filter outputs, respectively, for the noiseless case. The plots show that LMM, PWM, and MMMy outputs closely match the desired system output, albeit with MAEs of 0.1181, 0.1444, and 0.1818, respectively, (for case). The increase in the MAE is due to the the 2The linearity parameter is set to K formance to impulses [28], [29], [31].

! 0, which yields the most robust per-

increase in the structural differences between the weighted-sum polynomial system and the weighted-sum and weighted-median combination, and weighted-median and weighted-myriad combination, of the hybrid polynomial models. To compare the filter performances in a noisy environment, consider the case where the input signal is corrupted by additive Gaussian and Laplacian noise processes. The quantitative norm error measurements for these cases are tabulated in Table I. Each entry in the table reports average MAE errors over 50 trials for Volterra, LMM, PWM and MMMy models. Note that the LMM, PWM, and MMMy filters utilized in the simulations are those determined in the noise-free case. Utilizing these kernels indicates the robustness of the systems to changing statistics and, for the given cases, the robustness to outliers. The results indicate that LMM filter outperforms both the FIR Volterra, PWM, and MMMy filter in Gaussian noise case, especially in the high SNR cases. For the environments characterized by the heavy-tailed Laplacian distribution, however, the MMMy filter outperforms FIR Volterra, LMM, and PWM filters, especially in the low SNR cases. The PWM filter, however, performs better than the MMMy filter in the high SNR Laplacian environments, which is due to the fact that the asymptotic tail mass of the square terms are closer to Laplacian distribution (where ML estimate leads to WM filtering) than the Cauchy distribution (where ML estimate leads WMy filtering). The performances of the filters optimized utilizing noisy input sequences are also investigated. In these cases, the filters

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Fig. 11. Filter weights adaptation for a wide-band signal. Weights corresponding to observation samples [(a), (d), (g), (j)], cross terms [(b), (e), (h), (k)], and square terms [(c), (f), (i), (l)], for the FIR Volterra, LMM, PWM, and MMMy filters.

are optimized utilizing the multitone input signal corrupted by Gaussian or Laplacian noise. The ensemble average norm errors are, for inputs with multiple levels of noise, summarized in Table II. The results show that, as expected, for the noise-free case all filter performances decrease compared to the performances of filters optimized with clean input signal. The results also indicate that all filter performances, especially Volterra filter’s, increases in the noisy cases. The relative performance increase of Volterra filter is due to the fact that

although the LMM, PWM, and MMMy filters are more robust than Volterra filter, the Volterra filter with its weighted-sum methodology yields a closer approximation to the system, which is also apparent in Table II where the Volterra system yields the smallest error in noise-free cases. Note that the filter performance order in the Gaussian and heavy-tailed Laplacian noise cases remains similar to the previous case where the filter are optimized utilizing noise-free input signal, i.e, LMM filter outperforms both the FIR Volterra, PWM, and MMMy filter

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in Gaussian noise cases, and the MMMy filter outperforms FIR Volterra, LMM, and PWM filters in Laplacian noise cases. As the robustness is a critical issue addressed by the modified Volterra filters, the systems optimized utilizing noise-free input signals are utilized throughout the rest of the paper. In addition to the time-domain evaluations, the frequency domain responses of the FIR Volterra, LMM, PWM, and MMMy filters are compared. The input signal used is a two-tone input , where the normalized frequensignal cies are increased to yield better visual presentation and are set and . The two-tone input signal and as: corresponding PSD are given in Fig. 8 (a) and (b), where the standard WELCH algorithm [48] is used to estimate the spectral components. As expected, the clean input signal spectrum consists of two components at frequencies 0.1 and 0.2. This input is passed through a second-order polynomial system, which, in general, yields three additional frequency components [1]. , resulting in four freHowever, in this example, , quency components at the output of the system, , , and . These components are clearly visible in the system output spectrum, Fig. 8(c). The spectrums of the LMM, PWM, and MMMy model outputs are shown in Fig. 8(d), (e), and (f), respectively. As in the time domain results, the LMM, PWM, and MMMy systems accurately model the desired system and the four expected spectral components are clearly visible. Consider next the performances of the systems when the twotone input signal is corrupted by noise. Fig. 9(a)–(d) plots the PSDs of the Volterra, LMM, PWM, MMMy model outputs for . The plotted specthe additive Gaussian noise case with trums are determined from the ensemble average of 10 trials, where the standard MUSIC algorithm [48] is used to determine the PSDs of the stochastic output signals. The results show that the PSD of the Volterra output is significantly distorted by the outliers formed by the cross and square terms, as present spectral components are omitted and spurious components introduced. The LMM, PWM, and MMMy systems, however, are robust to outliers, yielding PSDs that accurately represent the four true spectral components. The LMM filter output, especially, yields the best performance with clearer spikes at the desired frequency components. Fig. 9(e)–(h) plots the PSDs of the Volterra, LMM, PWM, MMMy model outputs for the addi. Similarly to the previous tive Gaussian noise case with case, the Volterra filter output is severely damaged by the noise, while the LMM, PWM, and MMMy outputs are robust to outliers. Fig. 9(i)–(l) and (m)–(p) plots the PSDs of the Volterra, LMM, PWM, MMMy model outputs for the additive Laplacian and , respectively. The LMM, noise cases with PWM, and MMMy methods model the nonlinear system accurately, showing the four true spectral components in the case. The LMM filter output, however, does not preserve the 0.4 frequency component in the case. Moreover, a spurious component is introduced, this is not the case for PWM and MMMy filter structures, which are more robust to heavy-tailed noise and yield good results. While instructive for evaluating the system models, the PSD results do not completely characterize the output of the nonlinear systems. The systems are more accurately characterized

IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 54, NO. 12, DECEMBER 2006

Fig. 12. Estimated filter frequency response of FIR Volterra (solid), the LMM (dashed), the PWM (dotted), and the MMMy (dash-dotted) designed with the algorithms given in Section IV and [33].

by considering the higher-order statistics (HOS) of the output signal. Bispectral analysis is often used to characterize systems possessing HOS [49]. The bispectrum of a stationary process is defined as the two-dimensional (2-D) Fourier transform of the process’s third-order moment sequence. Defining to be third-order moment sequence leads to the corresponding bispectrum [2], of the output [49] (60) . Fig. 10 shows the bispectrums for the desired for polynomial system output as well as system, LMM, PWM, and MMMy outputs for the additive Gaussian and Laplacian noise . As in the 1-D PSD case, the LMM, PWM, cases with and MMMy models accurately capture the desired bispectrum under low SNR Gaussian noisy conditions. The LMM filter, as in the PSD case, yields the best performance. The Volterra system, in contrast, yields a severely distorted bispectrum. In the Laplacian noise case, the PWM and MMMy filter output bispectrum are still robust to noise, accurately representing the bispectrum. The MMMy filter output, especially, yields the best performance with cleanest bispectrum. The LMM filter output, however, suffers from noise contamination, yielding a lightly distorted bispectrum. The Volterra system output, in this case, is more intensely damaged, resulting in a completely deteriorated bispectrum. To further evaluate the LMM and MMMy filters, we consider their performance when a wide-band signal is used as the input. Spectrum and bispectrum evaluations are performed to determine if the robust LMM and MMMy filters are able to capture/represent the spectral characteristics of an appropriately designed FIR Volterra filter. To compare the spectrum and bispectrum performances of the is utilized, where all filters, a FIR Volterra filter with the subfilters are designed (using MATLAB’s fir1 command) as high-pass filters with normalized cut-off frequencies 0.5. The

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Fig. 13. Estimated bifrequency response of (a) FIR Volterra filter (desired), (b) LMM, (c) PWM, and (d) MMMy filters.

normalized FIR Volterra filter kernel coefficients are given in Fig. 11(a)–(c). Note that the filter weights are the same for observation samples and their square terms since the window lengths are identical. In this example, 10000 normally distributed, zeromean, unit variance random numbers are used as input to the fixed coefficient high-pass FIR Volterra filter, while the LMM, PWM, and MMMy filter weights are updated using the optimization algorithms detailed in Section IV under the system identification configuration given in Fig. 5. The resulting LMM, PWM and MMMy subfilter weights are normalized3 for comparison purposes and plotted in Fig. 11(d)–(l). It is noted that the LMM subfilter weights match to the weights of the Volterra filter with the desired spectral response. It is shown in [26], [31] that similar weights for linear and median filters yield similar output spectrums. The PWM subfilter coefficients also match the desired filter weights, but with worse performance than the LMM filter. Finally, the MMMy filter coefficients, although are able to approximate the linear and cross subfilter cases, produce slightly worse weight values for the squared observation samples, although the resulting filter still has high-pass characteristics. Finally, the random samples are passed through the filters 3Multiplication of the weights by a constant does not change the WM filter output value [31].

with the coefficients given in Fig. 11, and the spectra of the outputs are calculated using WELCH algorithm [48]. The experiment is repeated 50 times to obtain an ensemble average. The results of which are shown in Fig. 12. An inspection of the results reveals that the spectral behaviors of the compared filters are similar. The LMM, PWM and MMMy filter structures, however, does not attenuate the low frequencies as much as the FIR Volterra filter. Also, note that the deviation from the desired frequency response is directly linked to the filters deviation from a weighted sum output formulation methodology, i.e., the LMM filter output spectra is closer to the FIR Volterra output spectra than the PWM filter output spectra and PWM filter output spectra is closer to the FIR Volterra output spectra than the MMMy output spectra. The bispectrum results for the high-pass subfilters case are given in Fig. 13. As in the 1-D PSD case, the LMM, PWM and MMMy filters accurately model the desired bispectra. The low-frequency attenuation characteristics for the model LMM, PWM, and MMMy filters show results similar to the 1-D PSD case, i.e, the LMM filter output bispectra is closer to the FIR Volterra output bispectra than the PWM filter output bi-spectra and PWM filter output bispectra is closer to the FIR Volterra output bispectra than the MMMy output bispectra. This example further illustrates the fact that LMM, PWM, and MMMy filters

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accurately model nonlinear systems, including their HOS characteristics. Additionally, the introduced LMM and MMMy filters are robust to outliers and produce ML optimal outputs for Gaussian and Laplacian environment cases, respectively. VI. CONCLUDING REMARKS The higher-order statistics, including the probability density function of cross and squared terms, asymptotic tail masses and the tail heaviness order, are analyzed for both Gaussian and heavy-tailed Laplacian distributions. The ML estimate under the higher-order statistics of Gaussian and Laplacian distributions are evaluated and used to motivate novel LMM and MMMy hybrid polynomial filters. Optimizations are defined for each filter structure and the proposed filter structures are tested with simulations and compared with the conventional FIR Volterra and PWM filtering, in time, frequency and bispectrum domains. The evaluations of the proposed LMM and MMMy hybrid polynomial algorithms, show the advantages of the new structures over the traditional polynomial filtering and PWM filtering. Although, the results indicate the utility of the proposed filter structures, the validity of ML approximations utilized in the derivations deserves extensive study and is subject of future research. REFERENCES [1] V. J. Mathews and G. L. Sicuranza, Polynomial Signal Processing. New York: Wiley, 2000. [2] I. Pitas and A. Venetsanopoulos, Nonlinear Digital Fillers: Principles and Application. Boston, MA: Kluwer Academic, 1990. [3] M. Schetzen, The Volterra and Wiener Theories of Nonlinear Systems. New York: Wiley, 1980. [4] E. Biglieri, “Theory of Volterra processors and some applications,” in Proc. 1982 IEEE Int. Conf. Acoust., Speech, Signal Process., Paris, France, 1982, pp. 294–297. [5] P. Koukoulas and N. Kalouptsidis, “Third order Volterra system identification,” in Proc. 1997 IEEE Int. Conf. Acoust., Speech, Signal Process., 1997, pp. 2405–2408. [6] ——, “Second order volterra system identification,” IEEE Trans. Signal Process., vol. 48, pp. 3574–3577, 2000. [7] K. I. Kim and E. J. Powers, “A digital method of modeling quadratically nonlinear systems with a general random input,” IEEE Trans. Acoust., Speech, Signal Process., vol. 36, pp. 1758–1769, 1988. [8] H. H. Chiang, C. L. Nikias, and A. N. Venetsanopoulos, “Efficient implementation of quadratic filters,” IEEE Trans. Acoust., Speech Signal Process., vol. 34, no. 6, pp. 1511–1528, Dec. 1986. [9] S. Benedetto and E. Biglieri, “Nonliner equalization of digital satellite channels,” in Proc. 9th AIAA Conf. Comm. Satellite Syst., San Diego, CA, Mar. 1982. [10] D. D. Falconer, “Adaptive equalization of channel nonlinearities in QAM data transmission systems,” Bell Syst. Tech. J., vol. 57, pp. 2589–2611, Sep. 1978. [11] O. Agazzi, D. G. Messerschmitt, and D. A. Hodges, “Nonlinear echo cancellation of data signals,” IEEE Trans. Commun., vol. COM-30, pp. 2421–2433, Nov. 1982. [12] K. E. Barner and G. R. Arce, Eds., Nonlinear Signal and Image Processing: Theory, Methods, and Applications. Boca Raton, FL: CRC, 2004. [13] A. Fermo, A. Carini, and G. Sicuranza, “Simplified Volterra filters for acoustic echo cancellation in GSM receivers,” in Proc. EUSIPCO2000, Tampere, Finland, Sep. 2000. [14] B. E. A. Saleh, “Optical bilinear transformation: general properties,” Optica Acta., vol. 26, no. 6, pp. 777–799, 1979. [15] L. Tan and J. Jiang, “Adaptive Volterra filters for active control of nonlinear noise processes,” IEEE Trans. Signal Process., vol. 49, no. 8, pp. 1667–1676, Aug. 2001. [16] J. C. Stapleton and S. C. Bass, “Adaptive noise cancellation for a class of nonlinear, dynamic reference channels,” IEEE Trans. Signal Process., vol. CAS-32, pp. 143–150, Feb. 1985.

[17] S. Pupolin and L. J. Greenstein, “Performance analysis of digital radio links with nonlinear transmit amplifier,” IEEE J. Sel. Areas Commun., vol. SAC-5, pp. 534–546, Apr. 1987. [18] E. Biglieri, S. Barberis, and M. Catena, “Analysis and compensation of nonlinearities in digital transmission systems,” IEEE J. Sel. Areas Commun., vol. SAC-6, pp. 42–51, Jan. 1988. [19] G. Ramponi and G. Sicuranza, “Quadratic digital filters for image processing,” IEEE Trans. Acoust., Speech, Signal Process., vol. 36, no. 6, pp. 937–939, Jun. 1988. [20] G. Ramponi, “Edge extraction by a class of second-order nonlinear filters,” Inst. Elect. Eng. Electron. Lett., vol. 22, no. 9, Apr. 1986. [21] S. Thurnhofer and S. K. Mitra, “A general framework for quadratic Volterra filters for edge enhancement,” IEEE Trans. Signal Process., vol. 5, no. 6, pp. 950–963, Jun. 1996. [22] G. L. Sicuranza and G. Ramponi, “Adaptive nonlinear prediction of tv image sequences,” Inst. Elect. Eng. Electron. Lett., vol. 25, no. 8, pp. 526–527, Apr. 1989. [23] J. August, “Volterra filtering of noisy images of curves,” in Proc., Europ. Conf. Comp. Vis., Tampere, Finland, May 2002. [24] Y. S. Cho and E. J. Powers, “Quadratic system identification using higher order spectra and iid signals,” IEEE Trans. Signal Process., vol. 42, pp. 1268–1271, 1994. [25] G. R. Arce, K. E. Barner, and L. Ma, “RED gateway congestion control using median queue size estimates,” IEEE Trans. Signal Process. (Special Issue on Signal Process. in Networking), vol. 51, no. 8, pp. 2149–2164, Aug. 2003. [26] G. R. Arce, “A general weighted median filter structure admitting negative weights,” IEEE Trans. Signal Process., vol. 46, pp. 3195–3205, Dec. 1998. [27] G. R. Arce and Y. Li, “Median power and median correlation theory,” IEEE Trans. Signal Process., vol. 50, no. 11, pp. 2768–2776, Nov. 2002. [28] S. Kalluri and G. R. Arce, “Robust frequency-selective filtering using weighted myriad filters admitting real-valued weights,” IEEE Trans. Signal Process., vol. 49, no. 11, pp. 2721–2733, Nov. 2001. [29] ——, “Adaptive weighted myriad filter algorithms for robust signal processing in -stable environments,” IEEE Trans. Signal Process., vol. 46, no. 2, Feb. 1998. [30] J. G. Gonzalez and G. R. Arce, “Optimally of the myriad filter in practical impulsive-noise environments,” IEEE Trans. Signal Process., vol. 49, no. 2, pp. 438–441, Feb. 1998. [31] G. R. Arce, Nonlinear Signal Processing; A Statistical Approach. New York: Wiley, 2005. [32] S. Gazor and W. Zhang, “Speech probability distribution,” IEEE Signal Process. Lett., vol. 10, no. 7, pp. 204–207, Jul. 2003. [33] K. E. Barner and T. C. Aysal, “Polynomial weighted median filtering,” IEEE Trans. Signal Process., vol. 54, no. 2, pp. 636–650, Feb. 2006. [34] A. Erdelyi, W. Magnus, F. Oberhettinger, and F. Tricomi, Higher Transcendental Functions, Vol. I, II and II, The Bateman Manuscript Project. New York: McGraw-Hill, 1953. [35] D. R. K. Browning, “The weighted median filter,” Commun. Assoc. Comput. Mach., vol. 27, Aug. 1984. [36] O. Yli-Harja, J. Astola, and Y. Neuvo, “Analysis of the properties of median and weighted median filters using threshold logic and stack filter representation,” IEEE Trans. Signal Process., vol. 39, no. 2, pp. 395–409, Feb. 1991. [37] L. Yin, R. Yang, M. Gabbouj, and Y. Neuvo, “Weighted median filters: A tutorial,” IEEE Trans. Circuits Syst., vol. 41, May 1996. [38] I. Shmulevich and G. R. Arce, “Spectral design of weighted median filters admitting negative weights,” IEEE Signal Process. Lett., vol. 8, no. 12, pp. 313–316, Dec. 2001. [39] I. Shmulevich, O. Yli-Harja, J. Astola, and A. Korshunov, “On the robustness of the class of stack filters,” IEEE Trans. Signal Process., vol. 50, no. 7, pp. 1640–1649, Jul. 2002. [40] G. L. Sicuranza, “Theory and realization of nonlinear digital filters,” in Proc. 1984 IEEE Int. Symp. Circuits Syst., Montreal, Canada, May 1984, pp. 242–245. [41] K.-S. Choi, A. W. Morales, and S.-J. Ko, “Design of linear combination of weighted medians,” IEEE Trans. Signal Process., vol. 49, no. 9, pp. 1940–1952., Sept. 2001. [42] H. D. Sherali, M. S. Bazaraa, and C. Shetty, Nonlinear Programming Theory and Algorithms. New York: Wiley, 1993. [43] E. Masry, “Alpha-stable signals and adaptive filtering,” IEEE Trans. Signal Process., vol. 48, no. 11, pp. 3011–3016, 2000. [44] A. Stenger, L. Trautmann, and R. Rabenstein, “Adaptive Volterra filters for nonlinear acoustic echo cancellation,” in Proc. 1999 IEEE Int. Conf. Acoust., Speech, Signal Process., Phoenix, AZ, Mar. 1999.

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[45] M. B. Priestrley, Non-Linear and Non-Stationary Time Series Analysis. New York: Academic, 1988. [46] S. Benedetto, E. Biglieri, and V. Castellani, Digital Transmission Theory. Englewood Cliffs, NJ: Prentice-Hall, 1987. [47] F. Gao and W. M. Snelgrove, “Adaptive linearization of a loudspeaker,” in Proc. 1991 IEEE Int. Conf. Acoust., Speech, Signal Process., 1991, pp. 3589–3592. [48] J. G. Proakis and D. G. Manolakis, Digital Signal Processing: Principles, Algorithms and Applications, 3rd ed. New York: MacMillan, 1996. [49] C. L. Nikias and A. P. Petropulu, Higher Order Spectra Analysis: A Nonlinear Signal Processing Framework. Englewood Cliffs, NJ: Prentice-Hall, 1993.

Tuncer Can Aysal (S’05) was born in Ankara Turkey, on February 4, 1981. He received the B.E. degree (high honors) from Istanbul Technical University, Istanbul, Turkey, in 2003. He is currently working towards the Ph.D. degree at the Department of Electrical and Computer Engineering, University of Delaware (UD), Newark. His research interests include statistical signal and image processing, robust signal processing, polynomial processing, nonlinear signal processing, decentralized estimation/detection, wireless sensor networks, and visualization of the scientific data in haptic environments. Mr. Aysal was the recipient of the UD Competitive Graduate Student Fellowship in 2005, the Signal Processing and Communications Graduate Faculty Award (presented to an outstanding research graduate student in this research area) in 2006, and the University Dissertation Fellowship in 2006.

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Kenneth E. Barner (S’84–M’92–SM’00) was born in Montclair, NJ, on December 14, 1963. He received the B.S.E.E. degree (magna cum laude) from Lehigh University, Bethlehem, PA, in 1987, and the M.S.E.E. and Ph.D. degrees from the University of Delaware (UD), Newark, in 1989 and 1992, respectively. He was the DuPont Teaching Fellow and a Visiting Lecturer at the UD in 1991 and 1992, respectively. From 1993 to 1997, he was an Assistant Research Professor with the Department of Electrical and Computer Engineering at UD and a Research Engineer at the DuPont Hospital for Children. He is currently a Professor with the Department of Electrical and Computer Engineering, UD. His research interests include signal and image processing, robust signal processing, nonlinear systems, communications, haptic and tactile methods, and universal access. Dr. Barner is a member of Tau Beta Pi, Eta Kappa Nu, and Phi Sigma Kappa. For his dissertation “Permutation filters: A Group Theoretic Class of Non-Linear Filters,” he received the Allan P. Colburn Prize in Mathematical Sciences and Engineering for the most outstanding doctoral dissertation in the engineering and mathematical disciplines. He was the recipient of a 1999 National Science Foundation CAREER Award. He was the Co-Chair of the 2001 IEEE-EURASIP Nonlinear Signal and Image Processing (NSIP) Workshop and a Guest Editor for a Special Issue of the EURASIP Journal of Applied Signal Processing on Nonlinear Signal and Image Processing. He is a member of the Nonlinear Signal and Image Processing Board and co-editor of the book Nonlinear Signal and Image Processing: Theory, Methods, and Applications (Boca Raton, FL: CRC Press, 2004). He was the Technical Program Co-Chair for the International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 2005. He was also an Associate Editor of the IEEE TRANSACTIONS ON SIGNAL PROCESSING, the IEEE Signal Processing Magazine, and the IEEE TRANSACTION ON NEURAL SYSTEMS AND REHABILITATION ENGINEERING. He is a member of the Editorial Board of the EURASIP Journal of Applied Signal Processing.

Hybrid Polynomial Filters for Gaussian and Non ...

also known that many optical transformations are described by the quadratic term of ...... A block diagram of the overall LMM and MMMy hybrid fil- ters in a optimization ... [24], [45], including data equalization and echo cancellation in satellite ...

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transfer function is linear (Figure 2). Thus, the final output is same as input; however, simultaneously the PAPR &. BER is also reduced. The non-linear polynomial can be expressed as the deviation from the desired straight-line behavior and mathemat

A non-Gaussian approach for causal discovery in the ...
framework of structural causal models [22] to represent their causal relations. We want to ..... We test τindvdl ... When the actual distribution was the uniform, the performance (Tables 3) .... We distribute the Python codes under the MIT license a