Linear system design for compression and fusion
Date
2013
Authors
Wang, Yuan, author
Wang, Haonan, advisor
Scharf, Louis L., advisor
Breidt, F. Jay, committee member
Luo, Rockey J., committee member
Journal Title
Journal ISSN
Volume Title
Abstract
This is a study of measurement compression and fusion design. The idea common to both problems is that measurements can often be linearly compressed into lower-dimensional spaces without introducing too much excess mean-squared error or excess volume in a concentration ellipse. The question is how to design the compression to minimize the excesses at any given dimension. The first part of this work is motivated by sensing and wireless communication, where data compression or dimension reduction may be used to reduce the required communication bandwidth. The high-dimensional measurements are converted into low-dimensional representations through linear compression. Our aim is to compress a noisy measurement, allowing for the fact that the compressed measurement will be transmitted over a noisy channel. We review optimal compression with no transmission noise and show its connection with canonical coordinates. When the compressed measurement is transmitted with noise, we give the closed-form expression for the optimal compression matrix with respect to the trace and determinant of the error covariance matrix. We show that the solutions are canonical coordinate solutions, scaled by coefficients which account for canonical correlations and transmission noise variance, followed by a coordinate transformation into the sub-dominant invariant subspace of the channel noise. The second part of this work is a problem of integrating multiple sources of measurements. We consider two multiple-input-multiple-output channels, a primary channel and a secondary channel, with dependent input signals. The primary channel carries the signal of interest, and the secondary channel carries a signal that shares a joint distribution with the primary signal. The problem of particular interest is designing the secondary channel, with a fixed primary channel. We formulate the problem as an optimization problem, in which the optimal secondary channel maximizes an information-based criterion. An analytic solution is provided in a special case. Two fast-to-compute algorithms, one extrinsic and the other intrinsic, are proposed to approximate the optimal solutions in general cases. In particular, the intrinsic algorithm exploits the geometry of the unit sphere, a manifold embedded in Euclidean space. The performances of the proposed algorithms are examined through a simulation study. A discussion of the choice of dimension for the secondary channel is given, leading to rules for dimension reduction.