Hanning-3 Segmentation

where The special scaling factor is non-standard and results in the desired property that follows. Let the complete

To use various *hanning-3* segmentations together
in a class-specific classifier, we need to apply the concept
of *virtual input data.*
Consider two hanning-3 segmentations with different
segment sizes and ,
denoted by
and
.
It has been shown [49]
that with weights as defined in (12.3),
that
and
are related by an orthogonal linear transformation.
Specifically, there exists an ortho-normal matrix
such that
In Figure 12.2,
the output of each segmentation operation is considered
as the ``virtual input data" of each branch.
Each branch has a different virtual input data, but they are
considered ``equivalent". Therefore, the projected
likelihood function for
may be compared
to the projected the likelihood function for
.

Each block ``feature calculation" in the figure normally consists of more than one stage, organized as a chain (See Section 2.2.4). The starting reference hypothesis ( in equation 2.9) is typically canonical reference hypothesis, exponential or Gaussian, in which all the elements of are independent. Thus, all the elements of are assumed independent under . Naturally, this assumption is false. How can this be good to base PDF projection and the comparison of the various branch projected PDFs on such an obviously false assumption?

Good question! Let's delve into this question further. Let's start off by saying that the reference hypothesis is there only as a mathematical tool for PDF projection. The PDF projection theorem guaranteed that regardless of the reference hypothesis, independent assumption or not, the resulting projected PDF, is a PDF, and is a member of the class of PDFs that generate the corresponding feature PDF . Furthermore, provided there is a corresponding energy statistic, it is the maximum entropy member of the class. The projected PDFs of all the branches are then PDFs in the same data space since using an orthonormal rotation, all can be converted to PDFs of a common data space.

With that said, what effect does using this ``false" independence assumption really have? Let's assume we are striving for sufficiency optimality (Section 2.2.2) in which the projected PDF can be equated to the true PDF. For the sufficiency condition to be met or approximated, the feature must be a sufficient statistic for distinguishing between the true PDF and . At the virtual input data, under the ``true" PDF of , which in this case, means when real data is used, the individual segments of are Hanning-weighted, and adjacent segments are highly correlated since of the data samples are the same. But, under , the samples in a segment of are assumed random with identical distributions, and adjacent segments are completely independent. There is generally no hope that the features are good to distinguish these two conditions. The most common first-stage signal processing is DFT followed by magnitude squared, then some kind of smoothing in which virtually all information relating to the Hanning weighting is lost.

The Hanning-3 ``expansion" that takes a size- input sample and increases it to dimension , is analogous to sampling rate increase through interpolation. Just as in interpolation, the original data can be recoverd using decimation as can be recovered from using overlap-add. And, analogous to feature extraction from 3:1 interpolated data, the suitability of the features must be evaluated with respect to the low-pass information, not with repect to the missing high-pass information. Therefore, although using a reference hypothesis that makes the ``false" assumption of independent data is very suspicious in the realm of ``virtual input data", it can be quite reasonable in the realm of real data.

The mathematical postulations of Hanning-3 can be tested using the function
`software/hanning3_wts.m`, with syntax `[w,W,A]=hanning3_wts(K,N);`.
The outputs include `w`, which is the weight vector
, `W` which is the matrix of
window functions, and `A` is the
linear expansion matrix that creates
from in one column.
In Figure 12.3, we plotted `W` as an image
for , for which there are
segments, and for , for which there are
segments. In the figure, you can see the circular indexing.

Let be the matrix `A` produced for
the given value of . It is easy to verify in either case that

- the product produces the concatenated segmentation ,
- that is orthonormal, so that
- that to transform between the segmentations
and , we can use

Baggenstoss 2017-05-19