Orthogonalization - Stochastic Systems - Computer Project 2 | EE 640, Study Guides, Projects, Research of Electrical and Electronics Engineering

Material Type: Project; Professor: Hassebrook; Class: STOCHASTIC SYSTEMS; Subject: Electrical Engineering; University: University of Kentucky; Term: Spring 2000;

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EE640
SPRING 2000
COMPUTER PROJECT 2
3-28-00
PART A: ORTHOGONALIZATION
We consider two different stochastic aspects of orthogonalization. Prewhitening is used to
convert colored noise into white noise thereby simplifying discrimination architectures such as
the maximum likelihood ratio. Edge enhancement is often thought of as orthogonalizing
deterministic images. In fact, the SOBEL edge enhancement is a correlation technique that is
optimum for detecting lines corrupted by additive white Gaussian noise.
1. Prewhitening Colored Noise.
Generate three 1024x1 Gaussian random vectors. Their elements are iid, zero mean with
variance 2 =1. Form three new vectors from these such that:
t1=3g1+2g2+g3
t2=g1+3g2+2g3
t3=2g1+g2+3g3
a. Analytically determine Ctt = E{TT T} in terms of C =
3 1 2
2 3 1
1 2 3
where T=[t1 , t2 , t3].
b. Using the concept of eigenvectors and eigenvalues, determine a weighting matrix W such that
Z = T W and CZZ = E{ZTZ} = I where W is 3x3.
c. Use matlab to solve for W and empirically estimate CZZ.
d. Is W C-1 ?
e. C is a circulent matrix. One solution for its Nx1 eigenvectors are
T
N
kN
j
N
k
j
N
k
j
k
eeee
)1(2222
0
where k = 0,1...(N-1). The eigenvector matrix is then
0 1 1
N
T
1
pf3
pf4
pf5

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EE

SPRING 2000

COMPUTER PROJECT 2

PART A: ORTHOGONALIZATION

We consider two different stochastic aspects of orthogonalization. Prewhitening is used to

convert colored noise into white noise thereby simplifying discrimination architectures such as

the maximum likelihood ratio. Edge enhancement is often thought of as orthogonalizing

deterministic images. In fact, the SOBEL edge enhancement is a correlation technique that is

optimum for detecting lines corrupted by additive white Gaussian noise.

1. Prewhitening Colored Noise.

Generate three 1024x1 Gaussian random vectors. Their elements are iid, zero mean with

variance 

2

=1. Form three new vectors from these such that:

t 1

=3g 1

+2g 2

+g 3

t 2

=g 1

+3g 2

+2g 3

t 3

=2g 1

+g 2

+3g 3

a. Analytically determine C tt

= E{T

T

T} in terms of C =

3 1 2

2 3 1

1 2 3

where T=[t 1

, t 2

, t 3

].

b. Using the concept of eigenvectors and eigenvalues, determine a weighting matrix W such that

Z = T W and C ZZ

= E{Z

T

Z} = I where W is 3x3.

c. Use matlab to solve for W and empirically estimate C ZZ

d. Is W  C

e. C is a circulent matrix. One solution for its Nx1 eigenvectors are

T

N

N k

j

N

k

j

N

k

j

k

e e e e

  

2 2 2 2 ( 1 )

0

  

 

where k = 0,1...(N-1). The eigenvector matrix is then

 

 

  

0 1 1

N

T

Verify that  will diagonalize C.

2. Edge Enhancement

Edge Enhancement can be used to decorrelate two different images. This is true for images

where the edges carry the discriminating information. One of the most common edge

enhancement techniques is known as SOBEL enhancement. Interestingly, very few researchers

realize that this technique is optimum in output Signal-to-Noise Ratio (SNR) for edges corrupted

by additive white Gaussian noise (AWGN). The technique is correlation based and the bank of

correlation filters are combined in the “largest of” architecture. The filters are in the form of

3  3 kernels which are individually convolved with the input. The output convolutions are

elementwise combined by taking the “largest of” or maximum value to be the final element

output. The kernels are:

S

1

1 2 1

0 0 0

1 2 1

  

S

2

2 1 0

1 0 1

0 1 2

 

 

S

3

1 0 1

2 0 2

1 0 1

S

4

0 1 2

1 0 1

2 1 0

 

S

5

1 2 1

0 0 0

1 2 1

   

S

6

2 1 0

1 0 1

0 1 2

 

S

7

1 0 1

2 0 2

1 0 1

S

8

0 1 2

1 0 1

2 1 0

 

 

where half the kernels are negatives of the other half such that

S S

5 1

S S

6 2

S S

7 3

S S

8 4

Each kernel is convolved with the input image s.t.

     

Y a b S a b X a b

n n

,  ,  ,

,

The output result is

        

Z a , b  max Y a , b , Y a , b , Y a , b

1 2 8

,

Because half of the responses are negatives of the other half, the output result can be simplified

to be the maximum of the absolute value of four of the kernels. Using fft2 and ifft2, show the

matlab code for convolving each of the kernels (don't forget to zero pad, and don't forget to

convert Y n

to real values after the fft2 based convolution). Also show how you would get the

result from the first 4 kernels.

PART B: BINARY DISCRIMINATION

1. Frequency Shift Keying.

the symbols information across a bandwidth of frequencies making the demodulation less

sensitive to a single frequency jamming signal then the FSK technique.

Repeat B.1, but replace

s t

1

and

s t

2

with two iid. pseudo-random sequences. Each

sequence should have a different seed and their distribution should be bipolar

s   1 , 1

, with

P ( 1 )  P (  1 )  0. 5

and therefore 0 mean.

PART C: 2-D DETECTION WITH NOISE

1. Test Image Selection.

Choose two 64  64 sections of the Mandelbrot set. One section will represent the target image

that you want to detect and the other will be a clutter image that you want to suppress. Give the

instructor, by email, the coordinates of these two images.

The auto-regressive formula, for each pixel position is

If magnitude of Z >2 then encode the x , y pixel shade as n.

Let

real  C   x

imag  C   y

and give the coordinates for  

x y

ll ll

, as lower left corner and

 

x y

ur ur

, as the upper right corner of the image window.

2. Training Set Generation.

Rotate the original target and clutter images by 45 degrees to obtain training sets of 8 images

each. The trick to rotation is to select an output matrix element and then rotate it backwards to

the closest input matrix element. This method eliminates “pin holes” which are pixels with no

assigned value. Pin holes will occur if the input matrix elements are mapped to the closest

output matrix. The rotation transformation from input to output locations by angle

is given

as:

   

   

x x

y y

x x

y y

out out center

out out center

in in center

in in center

 

,

,

,

,

cos sin

sin cos

 

 

By multiplying the above equation by the inverse transformation matrix we obtain the

transformation from output back to input as

   

   

x x

y y

x x

y y

in in center

in in center

out out center

out out center

,

,

,

,

cos sin

sin cos

 

 

The pseudo code for rotating an

M  N

image

A

by  and storing the result in

B

is given as:

x x

N

in , center out , center

 

 1

2

y y

M

in , center out , center

 

 1

2

for m=1 to M

Z Z C

n n

 

2

1

for n=1 to N

x

out

n

y

out

m

         

x x x y y x

in out out center out out center in center

    

, , ,

cos  sin 

 

 

 

y x x y y y

in out out center out out center in center

     

, , ,

sin  cos 

Truncate

x y

in in

, to be integers

if  

1  xN

in

and  

1  yM

in

then    

B m n A y x

in in

,  ,

else

B m , n

background shade

Once the images are rotated, then the training images should be SOBEL edge enhanced.

Typically, the edge enhancement should follow the rotation to more accurately model an actual

system where the target object will be of arbitrary rotation when imaged and then edge enhanced

by the computer. Let the edge enhanced image of A be X.

3. Test Set Generation.

The test image is formed by first augmenting all the target and clutter images together in a

checker board pattern to form a 256  256 image. A noise image is added to this signal image.

The noise image is white gaussian noise attenuated from left to right from 0 noise level to a

noise level equivalent to a Noise-to-Signal Ratio (NSR) of 2. The NSR is defined as

     

NSR n n X a b

a b

 

 

2

2

1

64

1

64

where noise element variance is

   

2

1

2

1

n n

N

  

 .

The value of N is 4=(256/64) so n corresponds to each of the four 256  64 partitions. Each

partition has its own NSR(n) where n=1,2,3,.

4. Filter Correlation Test.

You will need to zero pad the 64  64 filter impulse responses to be 256  256 before

correlating them with the test image. Be sure to use the 2-D FFT to perform the correlation

process.

a. Form an Linear Phase Coefficient Composite Filter (LPCCF) set from the target training set

and show a 3-D mesh representation of the correlation intensity response with the test image

with noise, for filter orders

k  0 , 1 , 2 and 3

.

b. Form a Minimum Average Correlation Energy (MACE) filter and repeat 4a.

REFERENCES