Optimization of linear filters under power-spectral-density stabilization

Citation
Am. Grigoryan et Er. Dougherty, Optimization of linear filters under power-spectral-density stabilization, IEEE SIGNAL, 49(10), 2001, pp. 2292-2300
Citations number
18
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
49
Issue
10
Year of publication
2001
Pages
2292 - 2300
Database
ISI
SICI code
1053-587X(200110)49:10<2292:OOLFUP>2.0.ZU;2-9
Abstract
Geometric-mean filters compose a family of filters indexed by a parameter k varying between 0 and 1. They have been used to provide frequency-based fi ltering that mitigates the noise suppression of the optimal-linear Wiener f ilter in the blurred-signal-plus-noise model. For k = 0 and k = 1, the geom etric-mean filter gives the inverse filter and the Wiener filter for the mo del, respectively. The geometric mean for k = 1/2 has previously been deriv ed as the optimal linear filter for the model under power-spectral-density (PSD) equalization. This constraint requires the PSD of the filtered signal to be equal to the PSD of the uncorrupted signal that it estimates. This p aper defines the notion of PSD stabilization, in which the PSD of the resto red signal is equal to a predetermined function times the PSD of the uncorr upted signal. A particular parameterized stabilization function yields the geometric-mean family as the optimal linear filter for the model under PSD stabilization. Relative to unconstrained optimization, geometric means are suboptimal; however, we consider a parameterized model for which the noise is such that the geometric-mean filters provide optimal linear filtering. I n the altered signal-plus-noise model for which the geometric mean is optim al, the blur is the same as the original model in which the geometric mean is defined, but the noise PSD is a function of the Fourier transform of the blur and the PSD of the original noise. Since the altered model depends on k, we consider a robustness question: what kind of suboptimality results f rom applying the geometric mean for k(1) to the model for which the geometr ic mean for k(2) is optimal?