Wing-Kin Ma

Semidefinite Relaxation of Quadratic Optimization Problems

In this article, we have provided general, comprehensive coverage of the SDR technique, from its practical deployments and scope of applicability to key theoretical results. We have also showcased several representative applications, namely MIMO detection, B¿ shimming in MRI, and sensor network localization. Another important application, namely downlink transmit beamforming, is described in [1]. Due to space limitations, we are unable to cover many other beautiful applications of the SDR technique, although we have done our best to illustrate the key intuitive ideas that resulted in those applications. We hope that this introductory article will serve as a good starting point for readers who would like to apply the SDR technique to their applications, and to locate specific references either in applications or theory.

The Gaussian Mixture Probability Hypothesis Density Filter

A new recursive algorithm is proposed for jointly estimating the time-varying number of targets and their states from a sequence of observation sets in the presence of data association uncertainty, detection uncertainty, noise, and false alarms. The approach involves modelling the respective collections of targets and measurements as random finite sets and applying the probability hypothesis density (PHD) recursion to propagate the posterior intensity, which is a first-order statistic of the random finite set of targets, in time. At present, there is no closed-form solution to the PHD recursion. This paper shows that under linear, Gaussian assumptions on the target dynamics and birth process, the posterior intensity at any time step is a Gaussian mixture. More importantly, closed-form recursions for propagating the means, covariances, and weights of the constituent Gaussian components of the posterior intensity are derived. The proposed algorithm combines these recursions with a strategy for managing the number of Gaussian components to increase efficiency. This algorithm is extended to accommodate mildly nonlinear target dynamics using approximation strategies from the extended and unscented Kalman filters

Least squares algorithms for time-of-arrival-based mobile location

Localization of mobile phones is of considerable interest in wireless communications. In this correspondence, two algorithms are developed for accurate mobile location using the time-of-arrival measurements of the signal from the mobile station received at three or more base stations. The first algorithm is an unconstrained least squares (LS) estimator that has implementation simplicity. The second algorithm solves a nonconvex constrained weighted least squares (CWLS) problem for improving estimation accuracy. It is shown that the CWLS estimator yields better performance than the LS method and achieves both the Crame/spl acute/r-Rao lower bound and the optimal circular error probability at sufficiently high signal-to-noise ratio conditions.

Quasi-maximum-likelihood multiuser detection using semi-definite relaxation with application to synchronous CDMA

The maximum-likelihood (ML) multiuser detector is well known to exhibit better bit-error-rate (BER) performance than many other multiuser detectors. Unfortunately,ML detection (MLD) is a nondeterministic polynomial-time hard (NP-hard) problem, for which there is no known algorithm that can find the optimal solution with polynomial-time complexity (in the number of users). In this paper, a polynomial-time approximation method called semi-definite (SD) relaxation is applied to the MLD problem with antipodal data transmission. SD relaxation is an accurate approximation method for certain NP-hard problems. The SD relaxation ML (SDR-ML) detector is efficient in that its complexity is of the order of K3.5, where K is the number of users. We illustrate the potential of the SDR-ML detector by showing that some existing detectors, such as the decorrelator and the linear-minimum-mean-square-error detector, can be interpreted as degenerate forms of the SDR-ML detector. Simulation results indicate that the BER performance of the SDR-ML detector is better than that of these existing detectors and is close to that of the true ML detector, even when the cross-correlations between users are strong or the near-far effect is significant.

A Convex Analysis-Based Minimum-Volume Enclosing Simplex Algorithm for Hyperspectral Unmixing

Hyperspectral unmixing aims at identifying the hidden spectral signatures (or endmembers) and their corresponding proportions (or abundances) from an observed hyperspectral scene. Many existing hyperspectral unmixing algorithms were developed under a commonly used assumption that pure pixels exist. However, the pure-pixel assumption may be seriously violated for highly mixed data. Based on intuitive grounds, Craig reported an unmixing criterion without requiring the pure-pixel assumption, which estimates the endmembers by vertices of a minimum-volume simplex enclosing all the observed pixels. In this paper, we incorporate convex analysis and Craigs criterion to develop a minimum-volume enclosing simplex (MVES) formulation for hyperspectral unmixing. A cyclic minimization algorithm for approximating the MVES problem is developed using linear programs (LPs), which can be practically implemented by readily available LP solvers. We also provide a non-heuristic guarantee of our MVES problem formulation, where the existence of pure pixels is proved to be a sufficient condition for MVES to perfectly identify the true endmembers. Some Monte Carlo simulations and real data experiments are presented to demonstrate the efficacy of the proposed MVES algorithm over several existing hyperspectral unmixing methods.

QoS-Based Transmit Beamforming in the Presence of Eavesdroppers: An Optimized Artificial-Noise-Aided Approach

Secure transmission techniques have been receiving growing attention in recent years, as a viable, powerful alternative to blocking eavesdropping attempts in an open wireless medium. This paper proposes a secret transmit beamforming approach using a quality-of-service (QoS)-based perspective. Specifically, we establish design formulations that: i) constrain the maximum allowable signal-to-interference-and-noise ratios (SINRs) of the eavesdroppers, and that ii) provide the intended receiver with a satisfactory SINR through either a guaranteed SINR constraint or SINR maximization. The proposed designs incorporate a relatively new idea called artificial noise (AN), where a suitable amount of AN is added in the transmitted signal to confuse the eavesdroppers. Our designs advocate joint optimization of the transmit weights and AN spatial distribution in accordance with the channel state information (CSI) of the intended receiver and eavesdroppers. Our formulated design problems are shown to be NP-hard in general. We deal with this difficulty by using semidefinite relaxation (SDR), an approximation technique based on convex optimization. Interestingly, we prove that SDR can exactly solve the design problems for a practically representative class of problem instances; e.g., when the intended receivers instantaneous CSI is known. Extensions to the colluding-eavesdropper scenario and the multi-intended-receiver scenario are also examined. Extensive simulation results illustrate that the proposed AN-aided designs can yield significant power savings or SINR enhancement compared to some other methods.

A constrained least squares approach to mobile positioning: algorithms and optimality

The problem of locating a mobile terminal has received significant attention in the field of wireless communications. Time-of-arrival (TOA), received signal strength (RSS), time-difference-of-arrival (TDOA), and angle-of-arrival (AOA) are commonly used measurements for estimating the position of the mobile station. In this paper, we present a constrained weighted least squares (CWLS) mobile positioning approach that encompasses all the above described measurement cases. The advantages of CWLS include performance optimality and capability of extension to hybrid measurement cases (e.g., mobile positioning using TDOA and AOA measurements jointly). Assuming zero-mean uncorrelated measurement errors, we show by mean and variance analysis that all the developed CWLS location estimators achieve zero bias and the Cramér-Rao lower bound approximately when measurement error variances are small. The asymptotic optimum performance is also confirmed by simulation results.

A Signal Processing Perspective on Hyperspectral Unmixing: Insights from Remote Sensing

Blind hyperspectral unmixing (HU), also known as unsupervised HU, is one of the most prominent research topics in signal processing (SP) for hyperspectral remote sensing [1], [2]. Blind HU aims at identifying materials present in a captured scene, as well as their compositions, by using high spectral resolution of hyperspectral images. It is a blind source separation (BSS) problem from a SP viewpoint. Research on this topic started in the 1990s in geoscience and remote sensing [3]-[7], enabled by technological advances in hyperspectral sensing at the time. In recent years, blind HU has attracted much interest from other fields such as SP, machine learning, and optimization, and the subsequent cross-disciplinary research activities have made blind HU a vibrant topic. The resulting impact is not just on remote sensing - blind HU has provided a unique problem scenario that inspired researchers from different fields to devise novel blind SP methods. In fact, one may say that blind HU has established a new branch of BSS approaches not seen in classical BSS studies. In particular, the convex geometry concepts - discovered by early remote sensing researchers through empirical observations [3]-[7] and refined by later research - are elegant and very different from statistical independence-based BSS approaches established in the SP field. Moreover, the latest research on blind HU is rapidly adopting advanced techniques, such as those in sparse SP and optimization. The present development of blind HU seems to be converging to a point where the lines between remote sensing-originated ideas and advanced SP and optimization concepts are no longer clear, and insights from both sides would be used to establish better methods.

Optimal and Robust Transmit Designs for MISO Channel Secrecy by Semidefinite Programming

In recent years there has been growing interest in study of multi-antenna transmit designs for providing secure communication over the physical layer. This paper considers the scenario of an intended multi-input single-output channel overheard by multiple multi-antenna eavesdroppers. Specifically, we address the transmit covariance optimization for secrecy-rate maximization (SRM) of that scenario. The challenge of this problem is that it is a nonconvex optimization problem. This paper shows that the SRM problem can actually be solved in a convex and tractable fashion, by recasting the SRM problem as a semidefinite program (SDP). The SRM problem we solve is under the premise of perfect channel state information (CSI). This paper also deals with the imperfect CSI case. We consider a worst-case robust SRM formulation under spherical CSI uncertainties, and we develop an optimal solution to it, again via SDP. Moreover, our analysis reveals that transmit beamforming is generally the optimal transmit strategy for SRM of the considered scenario, for both the perfect and imperfect CSI cases. Simulation results are provided to illustrate the secrecy-rate performance gains of the proposed SDP solutions compared to some suboptimal transmit designs.

Tracking an unknown time-varying number of speakers using TDOA measurements: a random finite set approach

Speaker location estimation techniques based on time-difference-of-arrival measurements have attracted much attention recently. Many existing localization ideas assume that only one speaker is active at a time. In this paper, we focus on a more realistic assumption that the number of active speakers is unknown and time-varying. Such an assumption results in a more complex localization problem, and we employ the random finite set (RFS) theory to deal with that problem. The RFS concepts provide us with an effective, solid foundation where the multispeaker locations and the number of speakers are integrated to form a single set-valued variable. By applying a sequential Monte Carlo implementation, we develop a Bayesian RFS filter that simultaneously tracks the time-varying speaker locations and number of speakers. The tracking capability of the proposed filter is demonstrated in simulated reverberant environments