Multi-resolution autonomous linear state space filters for N-dimensional signals

Type
01A - Journal article
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Parent work
IEEE Transactions on Signal Processing
Special issue
DOI of the original publication
Link
Series
Series number
Volume
73
Issue / Number
Pages / Duration
5303-5318
Patent number
Publisher / Publishing institution
IEEE
Place of publication / Event location
Edition
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Abstract
Linear filtering or convolution operations can be computationally expensive, especially in low-resource environ ments, high data rate applications, or scenarios involving large datasets. In particular, for multi-dimensional signals, the compu tational cost scales polynomially with the kernel size. In this paper, we propose the use of multi-dimensional Autonomous Linear State Space Models (ALSSMs) to reduce the computa tional complexity of convolution and correlation operations on N-dimensional signals and extend the method to (windowed) least-squares filters. For that, we work in an ALSSM subspace and provide efficient recursive computation rules that signifi cantly improve the efficiency of those filters. In addition, we provide various window functions and demonstrate paralleliza tion of computations and reuse of intermediate results for multi resolution analyses. Our method is particularly interesting for systems with limited resources, such as battery-powered and wearable devices, or when (real-time) processing of very large data sets is required, such as in the field of image processing and machine learning. We conclude with several practical examples, with ready-to-use implementations of the proposed methods as an open source Python repository.
Keywords
Autonomous linear state space models, Convolution, Cross-correlation, Inner products, Linear filtering, Localized least squares, Localized windows, Multi-dimensional models, Multi-resolution filtering, N-dimensional signals, Recursive least squares, Subspaces
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ISBN
ISSN
1053-587X
1941-0476
Language
English
Created during FHNW affiliation
Yes
Strategic action fields FHNW
Publication status
Published
Review
Peer review of the complete publication
Open access category
Hybrid
License
'https://creativecommons.org/licenses/by/4.0/'
Citation
Baeriswyl, C., Waldmann, F., Bertrand, A., & Wildhaber, R. (2025). Multi-resolution autonomous linear state space filters for N-dimensional signals. IEEE Transactions on Signal Processing, 73, 5303–5318. https://doi.org/10.1109/tsp.2025.3628349