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אקדמי בכיר

Algorithms for piecewise constant signal approximations

Leif Bergerhoff, Joachim Weickert, Yehuda Dar

We consider the problem of finding optimal piecewise constant approximations of one-dimensional signals. These approximations should consist of a specified number of segments (samples) and minimise the mean squared error to the original signal. We formalise this goal as a discrete nonconvex optimisation problem, for which we study two algorithms. First we reformulate a recent adaptive sampling method by Dar and Bruckstein in a compact and transparent way. This allows us to analyse its limitations when it comes to violations of its three key assumptions: signal smoothness, local linearity, and error balancing. As a remedy, we propose a direct optimisation approach which does not rely on any of these assumptions and employs a particle swarm optimisation algorithm. Our experiments show that for nonsmooth signals or low sample numbers, the direct optimisation approach offers substantial qualitative advantages over the Dar-Bruckstein method. As a more general contribution, we disprove the optimality of the principle of error balancing for optimising data in the `2 norm.

שפת פרסום אנגלית
סטטוס פרסום פורסם - 01.09.2019

Keywords

Adaptive Signal Processing
Nonconvex Optimisation
Nonuniform Sampling
Particle Swarm Optimisation
Segmentation

ASJC Scopus subject areas

Signal Processing
Electrical and Electronic Engineering
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Link to publication in Scopus