OPTIMAL GLOBAL PROJECTION DENOISING ALGORTHIM

BY
SANDESH KUMAR B V
M.TECH(SIGNAL PROCESSING AND VLSI) DEPT. OF ELECTRONICS AND COMMUNICATIONS SCHOOL OF ENGINEERING AND TECHNOLOGY. JAIN UNIVERSITY.

CONTENTS

OBJECTIVE ABSTRACT INTRODUCTION THE OPTIMAL GLOBAL PHASE SPACE PROJECTION ALGORTHIM GLOBAL PHASE SPACE PROJECTION AND SUBSPACE DECOMPOSITION FOR NOISE REDUCTION. SELECTION OF EMBEDDING DIMENSION AND TIME DELAY IMPLEMENTATION PROCEDURE. EXPERIMENTAL VERIFICATION. APPLICATIONS. CONCLUSION.

OBJECTIVE

FOR REDUCING THE NOISE IN DIAGNOSIS OF THE FAULT.

ABSTRACT
Noise reduction is a main step in fault diagnosis .

However, it is not effective enough to purify the nonlinear fault features using the traditional signal denoising techniques.
This Work improved the global projection denoising

algorithm via calculating the optimal embedding dimension m and considering optimal time delay =1
The denoising effects are very effective and reliable in

reducing the noise and reconstructing the signals.

INTRODUCTION
To reduce the noise resident in the signals, many

methods had been studied, such as wavelet analysis, and numerical filters. Problem with wavelets? Problem with numerical filters such as Kalman filter and Weiner filter? In global projection , There are two important parameters in the phase space reconstruction, that is, the time delay and the embedding dimension m for embedding.

 The selection of m and has much influence on the effect of denoise.

Developed a method to calculate the optimal

embedding dimension m called caos method. Optimal time delay is fixed as 1 and verified. The denoising effects of the lorenz signal added with white noise are simulated with Matlab.

THE OPTIMAL GLOBAL PHASE SPACE PROJECTION ALGORITHM

According to the Takens Theorem an equivalent

dynamical system can be constructed using delay embedding methods from time series. For an m-dimensional system, there exists an embedding representation of a time series:

 Hence, a reconstructed phase space (RPS) matrix

Z of embedding dimension m and time delay is called a trajectory matrix and is defined by:

where the row vectors zn,with n=1+(m-1) ,.N

 An observed time series signal with additive noise is given by:

Where represents the observed signal, and the unknown clean signal x and additive noise w are assumed to be independent of each other.

 This directly equates to the trajectory matrix relationship:

where Z, X, and W are the corresponding time delay RPS of each signal.

GLOBAL PHASE SPACE PROJECTION AND SUBSPACE DECOMPOSITION.

Let Applying Karhunen-Loeve Transform to the above equation.
Compute the covariance matrix of Z i.e. Rz and perform the Eigen decomposition to find the Eigen vectors and Eigen values.

Let U=[U1 U2] where U1 denotes the K x M matrix of principal eigenvectors of Rz The space spanned by U1 is called the signal subspace, and the complementary space spanned by U2 is called the noise subspace

of X where H is a KK matrix The residual signal obtained in this case is given by

The estimator is obtained from

is a diagonal matrix of modified eigenvalues called the weighting matrix, which can filter the noise mixing in signal.

The final equation of GP algorithm is given by:

The selection of and m

We will apply the Caos method to choose the optimal m

To investigate its variation from m to m+1,We define

Choose time delay = 1

The implementation procedure

For time-varying signals, an embedding of the entire time series requires a much higher dimension. In order to reduce the embedding dimension, the original time series can be divided into windows, each of which can be individually projected.
Hence the process of optimal global projection is as follows: Step 1. Divide the signal with additive noise into windows, each of which can be individually projected. Since disjoint windows result in edge effects, this article uses an overlap-add method to overlap the windows.

Step 2. Select the optimal time delay and embedding dimension m using mutual information and Caos method, respectively. Then reconstruct the phase space of each window and calculate the covariance matrix of the data in each window .

Step 3. Convert each window via the linear transform method and compute the weighting matrix . Then reconstruct the signal from high dimension to low dimension.
Step 4. Re-join adjacent windows by applying the overlap-add method and obtain the denoised signal.

Experimental Verification
To illustrate the effect of the proposed method, the Lorenz signal with additive noise is considered. The Lorenz signal is produced via the following equation:

The denosied result with different m and

APPLICATIONS
To analyze the machinery faults buried with noise. To analyze any signals which is buried with noise.

CONCLUSION
An optimal GP denoising method using noise reduction is introduced for denoising in large rotating machinery, the Lorenz cases showed the selection of the optimal and m can improve the denoised Lorenz signal, which contains the rich nonlinear components. As a result, the proposed method is a promising new addition to use for nonstationary, nonlinear fault signal in the large rotating machinery as well as in the other kinds of machinery.

REFERENCES
[1]Ephraim Y and Trees HLV. A signal subspace approach for speech enhancement. IEEE T. Speech Audi P 1995; 3: 251 266. [2] Johnson MT and Povinelli RJ. Generalized phase space projection for non-linear noise reduction. Physica D 2005; 201: 306317. [3]Mees AI, Rapp PE and Jennings LS. Singular value decomposition and embedding dimension. Phys Rev A 1987; 36(1): 340346.

[4]Cao LY. Practical method for determining the minimum embedding dimension of a scalar time series. Physica D 1997; 110: 4350.