Sparsity-Driven Impulsive Noise Removal:

A Discrete Hermite Transform Case Study

Miloš Brajović, Srdjan Stanković, Irena Orović,

Miloš Daković, Ljubiša Stanković

University of Montenegro, Faculty of Electrical Engineering, Podgorica, Montenegro

milosb@ucg.ac.me, srdjan@ucg.ac.me, irenao@ucg.ac.me, milos@ucg.ac.me,

ljubisa@ucg.ac.me.

27th Telecommunications forum TELFOR 2019

Serbia, Belgrade, November 26-27, 2019.

M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 1 / 14

Introduction
Sparse signals be reconstructed using compressive sensing
(CS) theory based on a reduced set of samples.
Missing samples occur for different reasons:
heavily corrupted parts (omitted and declared unavailable)
physical constraints
desired technique of processing
Illustrative example: ISAR imaging, with missing samples
caused by the removal of non-stationary micro-Doppler.
Various approaches have been proposed to perform the
sparse signal reconstruction: linear programming, greedy
algorithms, reconstruction in the measurement domain etc.
The reconstruction can be achieved by varying the missing
samples acting as minimization variables of a sparsity
measure.
M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 2 / 14
Continuous-time Hermite transform
It provides a highly concentrated representation of some
signals, such as QRS complexes or UWB signals
Continuous-time Hermite functions (HF), ψp (t, σ), are given by
p
1 t2 d t2
ψp (t, σ) = p √ (−1)p e 2σ2 p e− σ2 .
σ2p p! π dt
Hermite expansion of a real-valued signal x(t) reads
∞
X
x(t) = C(p)ψp (t, σ)
p=0

A p-order Hermite coefficient is calculated as

Z ∞
C(p) = hx(t), ψp (t, σ)i = x(t)ψp (t, σ)dt.
−∞

where p = 0, 1, 2, . . . .
M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 3 / 14
Discrete Hermite transform I
The set of discrete-time functions is obtained based on the
eigenvector decomposition of matrix F̃ = QΛQT
Discrete Hermite functions are columns of matrix
Q = [ψ 0 , ψ 1 , . . . , ψ N ] and they represent eigenvectors of F̃
The symmetric tridiagonal matrix F̃ is defined as follows:
 
ϕ0 (0) ϕ1 (1) 0 ··· 0
ϕ1 (1)
 ϕ0 (1) ϕ1 (2) ··· 0 

 .. 
 0
F̃ =  ϕ1 (2) ϕ0 (2) .0 

 . .. .. ..
 ..

. . . ϕ1 (N − 1)
0 0 0 ϕ1 (N − 1) ϕ0 (N − 1)
Discrete functions ϕ0 (n) i ϕ1 (n) are given by
ϕ0 (n) = −2 cos σπ2 sin Nπn π




σ 2 sin M σ 2 (N − 1 − n) ,
ϕ1 (n) = sin Nπn π



σ 2 sin M σ 2 (N − n)

Note that HFs are also eigenvectors of the centered FT matrix.

M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 4 / 14
Discrete Hermite transform II
Discrete Hermite transform (DHT) is defined as
N
X −1
C(p) = H{x(n)} = x(n)ψp (n, σ).
n=0

The inverse transform is given by

N
X −1
−1
x(n) = H {C(p)} = C(p)ψp (n, σ).
p=0

In matrix form direct and inverse DHT read

C = TH x and x = TTH C
where
1 C denotes signal coefficients vector
2 x is the signal vector
3 TH denotes the Hermite transform matrix
M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 5 / 14
Compressive sensing I
A P -sparse signal in the DHT domain is given by
P
X
x(n) = C(pi )ψpi (n, σ),
i=1

where C(p) 6= 0 for p ∈ P = {p1 , p2 , . . . , pP } and C(p) = 0 for

p∈/ P.
In the compressive sensing theory, the aim is to reconstruct
the original signal, x(n), based on a reduced set of randomly
positioned measurements, y(m) = x(nm ), m = 1, 2, . . . , NA ,
Measurements belong to the vector y, where their positions
are nm ∈ NA ⊆ N = {0, 1, . . . , N − 1}.
The process of acquisition of measurements is modeled as
y = AC = ΦTTH C,
where Φ is a random permutation matrix.
M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 6 / 14
Compressive sensing II
Compressive sensing aims at reconstructing the original
signal by minimizing the sparsity of the solution which
satisfies the under-determined system of measurement
equations,
y = AC
that is
min kCk1 subject to y = AC
where `1 -norm is used as a measure of signal sparsity.
Such result can be obtained by observing the missing samples
as minimization variables.
The values of missing samples are varied, to minimize the
concentration (sparsity) measure,
N
X −1
M = kCk1 = |C(p)|
p=0
M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 7 / 14
 1: function Gradrec(x(n), Nx )
2: m←0 
(0) (0) y(n) for n ∈ NA
3: Initialize vector xR as xR (n) ←
0 for n ∈ Nx
4: ∆ ← max |x(0) (n)|
n
5: repeat
6: repeat
(m+1) (m)
7: xR ← xR
8: for ni ∈ Nx do
(m)
9: z1 ← xR , z1 (ni ) ← z1 (ni ) + ∆
(m)
10: z2 ← xR , z2 (ni ) ← z2 (ni ) − ∆
11: C1 ← TH z1 , C2 ← TH z2
12: g(ni ) ← kC1 k1 − kC2 k1
(m+1) (m)
13: xR (ni ) ← xR (ni ) − N1 g(ni )
14: end for
15: m←m+1
16: until a stopping criterion is satisfied
17: ∆ ← ∆/3
18: until required precision is achieved
(m)
return xR ← xR
19: end function
Impulsive disturbance detection and removal
Assume that signal x(n) is corrupted by an impulsive
disturbance, ε(n), such that the noisy signal
xε (n) = x(n) + ε(n),
is formed, where ε(n) 6= 0 for n ∈ Nx and ε(n) = 0 otherwise.
Original signal can be successfully recovered if a sufficient
number of uncorrupted samples, NA > 2P , is available, and if
the positions n ∈ NA are known.
It is necessary to detect the positions of disturbed samples.
Observe one impulse disturbing the signal x(n), at position ni ,
xε (ni ) = x(ni ) + Eδ(n − ni ).
The disturbance Eδ(n − ni ) will be spread over all Hermite
coefficients, Cε (p) of the signal xε (n), therefore significantly
affecting
PNthe corresponding concentration measure,
−1
M = p=0 C(p).
M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 9 / 14
Input:
Corrupted signal, xε (n)
Number of samples S removed in each iteration
Step ∆
1: Nxr ← N
2: Nx ← ∅
3: repeat
4: for m ∈ Nxr do
5: x1 ← xR
6: x1 (m) ← x1 (m) + ∆
7: C1 ← TH x1
8: x2 ← xR
9: x2 (m) ← x2 (m) − ∆
10: C2 ← T H x 2
11: g(m) ← kC1 k1 − kC2 k1
12: end for
13: Select indices ns ∈ NS of S largest samples in |g|
14: Nxr ← Nxr \ NS
15: N x ← Nx ∪ NS
16: xR ← GradRec(xε , Nx )
17: until a stopping criterion is satisfied
Output:
Reconstructed signal vector, xR
Numerical results
Sparsity-driven impulsive noise removal

Observe discrete signal x(n),

1
with N = 128 samples, sparse
0.5
in the DHT domain with P = 3,
affected by an impulsive 0

disturbance ε(n) -0.5

Impulsive noise is formed as 20 40 60 80 100 120

ε(n) = E(ε1 (n) − 0.5), where

ε1 (n) is a noise with values 2

drawn from the interval [0, 1] 1

with uniform distribution. 0

This noise corrupted -1

NQ = N − NA = 50 signal -2

samples. 20 40 60 80 100 120

1
M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 11 / 14
 2

Numerical results 1

-1
Sparsity-driven impulsive noise removal
-2
20 40 60 80 100 120

The presented impulsive

1
removal algorithm is used,
with S = 3 and ∆ = 0.01 is 0.5

used for detection and 0

reconstruction of disturbances, -0.5

in conjunction with the 20 40 60 80 100 120

gradient reconstruction
methodology 0

First panel – recovered signal -50

Second panel – mean squared

error during the iterations of -100

the considered denoising

-150
procedure 2 4 6 8 10 12 14 16 18 20

M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 12 / 14

Numerical results
MSE between the reconstructed and original signal, versus the number of
corrupted samples N − NA
For the signal of lenght N = 128, the number of corrupted samples is
varied from 2 to 64 with step 2. Impulsive disturbances are detected and
reconstructed using the presented impulsive noise removal algorithm and
gradient-based CS reconstruction methodology.
Two disturbance levels are considered: E = 50 and E = 5.

-50

-100

-150
10 20 30 40 50 60

M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 13 / 14

Conclusion

The removal of impulsive disturbance from signal sparse in

Hermite transform domain is considered.
The approach is based on the detection of disturbances using
the concept of concentration measures, their removal and
subsequent reconstruction using a compressive sensing
approach.
Numerical results confirm the validity of the presented theory.
Our further research will be oriented towards the
optimization of the presented denoising approach.

M. Brajović et al. Sparsity-Driven Impulsive Noise Removal 26 November 2019 14 / 14