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Many signal processing applications require estimation of time-varying sparse signals, potentially with the knowledge of an imperfect dynamics model. In this paper, we propose an algorithm for dynamic filtering of time-varying sparse signals based on the sparse Bayesian learning (SBL) framework. The key idea underlying the algorithm, termed SBL-DF, is the incorporation of a signal prediction generated from a dynamics model and estimates of previous time steps into the hyperpriors of the SBL probability model. The proposed algorithm is online, robust to imperfect dynamics models (due to the propagation of dynamics information through higher-order statistics), robust to certain undesirable dictionary properties such as coherence (due to properties of the SBL framework), allows the use of arbitrary dynamics models, and requires the tuning of fewer parameters than many other dynamic filtering algorithms do. We also extend the fast marginal likelihood SBL inference procedure to the informative hyperprior setting to create a particularly efficient version of the SBL-DF algorithm. Numerical simulations show that SBL-DF converges much faster and to more accurate solutions than standard SBL and other dynamical filtering algorithms. In particular, we show that SBL-DF outperforms state of the art algorithms when the dictionary contains the challenging coherence and column scaling structure found in many practical applications. [ABSTRACT FROM AUTHOR]

The problem of paraunitary (PU) filter bank design for subband coding has received considerable attention in recent years, not least because of the energy preserving property of this class of filter banks. In this paper, we consider the design of signal-adapted, finite impulse response (FIR), PU filter banks using polynomial matrix EVD (PEVD) techniques. Modifications are proposed to an iterative, time-domain PEVD method, known as the sequential best rotation (SBR2) algorithm, which enables its effective application to the problem of FIR orthonormal filter bank design for efficient subband coding. By choosing an optimization scheme that maximizes the coding gain at each stage of the algorithm, it is shown that the resulting filter bank behaves more and more like the infinite-order principle component filter bank (PCFB). The proposed method is compared to state-of-the-art techniques, namely the iterative greedy algorithm (IGA), the approximate EVD (AEVD), standard SBR2 and a fast algorithm for FIR compaction filter design, called the window method (WM). We demonstrate that for the calculation of the subband coder, the WM approach offers a low-cost alternative at lower coding gains, while at moderate to high complexity, the proposed approach outperforms the benchmarkers. In terms of run-time complexity, AEVD performs well at low orders, while the proposed algorithm offers a better coding gain than the benchmarkers at moderate to high filter order for a number of simulation scenarios. [ABSTRACT FROM AUTHOR]

This paper presents an efficient adaptive combination strategy for the distributed estimation problem over diffusion networks in order to improve robustness against the spatial variation of signal and noise statistics over the network. The concept of minimum variance unbiased estimation is used to derive the proposed adaptive combiner in a systematic way. The mean, mean-square, and steady-state performance analyses of the diffusion least-mean squares (LMS) algorithms with adaptive combiners are included and the stability of convex combination rules is proved. Simulation results show i) that the diffusion LMS algorithm with the proposed adaptive combiners outperforms those with existing static combiners and the incremental LMS algorithm, and ii) that the theoretical analysis provides a good approximation of practical performance. [ABSTRACT FROM PUBLISHER]