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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Optimal Signal and Image Processing in Presence of Additive Fractal Interference</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Alexander Yu. Parshin</string-name>
          <email>parshin.a.y@rsreu.ru</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Ryazan State Radio Engineering University</institution>
          ,
          <addr-line>Ryazan</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
      </contrib-group>
      <fpage>83</fpage>
      <lpage>89</lpage>
      <abstract>
        <p>The article deals with algorithms for signal and image processing in presence of interference from the underlying surface, icker noise, and other types of interference with fractal properties. Models of fractal interference are considered on the basis of the statistical approach. Application of the fractal Brownian motion model with fractional dimension is proved for the statistical description of low-frequency icker noise is proved, and, also, for describing the re ection coe cient of the sensing signal from the background of natural origin under obtaining the radar images. A maximum likelihood algorithm for detecting signals and extended objects, as well at the background of additive fractal noise are developed. The characteristics of detection of extended objects at the background of fractal noise, as well as a low-frequency signal at the background of icker noise are calculated. The statistical modeling of the object detection algorithm on raster and complex images of the earth's surface was carried out and its e ciency was evaluated. It is established that usage of the fractal models allows improving the e ciency of signal and image processing at the background of noise in cases where there are no other di erences between them.</p>
      </abstract>
      <kwd-group>
        <kwd>Fractal analysis</kwd>
        <kwd>signal processing</kwd>
        <kwd>image processing</kwd>
        <kwd>maximum likelihood method</kwd>
        <kwd>detection algorithm</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>
        Contemporary studies have made it possible to establish the self-similarity and
fractional measure properties of signals and images obtained by receiving signals
re ected from various objects [
        <xref ref-type="bibr" rid="ref1 ref2">1, 2</xref>
        ]. The investigated processes are not
considered as a simple set of individual elements with certain characteristics, but as
some structure that has internal topological connections between the elements
and characterizes the complex object as a whole. A distinctive property of such
processes is the non-integer nature of their dimension. Despite existence of
different de nitions and the magnitude of dimension for a given signal or image
[
        <xref ref-type="bibr" rid="ref3">3</xref>
        ], each of them characterizes the general property of self-similarity. This allows
us to use the dimension value as an indicator in solving problems of detection,
classi cation, and estimation of parameters [
        <xref ref-type="bibr" rid="ref1 ref2">1, 2</xref>
        ]. At the same time, the theory
of optimal processing of signals and images based on fractal representations has
not been developed su ciently.
      </p>
      <p>
        Methods and algorithms for optimal processing of signals and images based
on probabilistic models and the theory of optimal statistical solutions are
wellknown and widely applied. The most general formulation of the problem and the
model of signals and interference are implemented in the
estimation-correlationcompensation approach [4{6]. The statistical approach is also used in processing
the signals and images with fractal properties, for example, fractal Brownian
motion [
        <xref ref-type="bibr" rid="ref7">7</xref>
        ]. Another example of e ective application of the statistical methods
is interpretation of the correlation integral as the probability of non-exceeding
the distance between vectors of a given value [8{12]. The aim of the research is
to develop and improve the statistical approach in problems of detecting signals
and objects against a background of fractal noise and increasing the e ciency
of processing algorithms.
2
      </p>
      <p>
        Correlation dimension of signals and interferences
The most complete statistical approach is applied to processing the fractal signals
and images. For description of signals and images properties, one of the de
nitions of the fractal measure is used, i.e. the correlation dimension. In [
        <xref ref-type="bibr" rid="ref13 ref2">2,13</xref>
        ], the
mathematical description uses the notion of a correlation integral, which
determines the probability that two independent observable vectors are at a distance
less than r: Cw(r) = P (kx y kE &lt; r) , where x , y , E dimensional vectors
with the same distribution, w probability measure. When observing samples of
E-dimensional vectors (x 1; x 2; : : : ; x n), correlation dimension is determined [
        <xref ref-type="bibr" rid="ref14">14</xref>
        ]
as the double limit
      </p>
      <p>D = lim lim
r!0 n!1
log Cn(r)
log r
;
where Cn(r) is the correlation integral</p>
      <p>Cn(r) =</p>
      <p>2
n(n
1)
n n
X X H(r
m=1 j&lt;i
kx
y kE );
where j:::jE is the norm in the E-dimensional space of embeddings, H(x) =
(0; x &lt; 0</p>
      <p>
        is the Heaviside function. The most plausible estimate of the
correla1; x &gt; 0
tion dimension of the proposition in [
        <xref ref-type="bibr" rid="ref8 ref9">8,9</xref>
        ] is based on the assumption that the
correlation integral is calculated for independent random distances rm = kx y kE ,
i = 1; : : : ; n, j = 1; : : : ; n, m = 1; : : : ; M = n(n 1)=2, distributed by the power
law.
      </p>
      <p>
        For given value of correlation dimension the correlation integral (2) is C(r)
rD that allows one to represent distances between vectors as random value with
the power law of distribution. In the case of distance norming rm=rmax, the
distribution law is F (r) = rD, and multidimension probability density function
is [
        <xref ref-type="bibr" rid="ref9">9</xref>
        ]
      </p>
      <p>M M
w(r ; D) = Y w(rm) = Y DrmD 1:
(4)</p>
      <p>
        Since the resulting multidimensional density (3) is also a function of unknown
dimension, it can be considered as a likelihood function. The maximum likelihood
estimation of the correlation dimension is obtained as a result of solving the
following extremal problem:
Using logarithm of the likelihood function and extremum condition
ln w(r ; D) =
0, it is possible to calculate the maximum likelihood estimate [
        <xref ref-type="bibr" rid="ref10">10</xref>
        ]
D
dD
D^ = arg max w(r ; D):
      </p>
      <p>n
D =</p>
      <p>M
M
P ln rm
m=1
:
The above estimate is e ective and asymptotically unbiased. Analysis of the
displacement and variance of the estimation error was carried out in [15]. Presence
of the fractal noise alters the properties of the observed signals and images, that
is re ected in their correlation dimension. Consider the situation when a fractal
signal with the dimension DS is observed against the background of additive
fractal noise with the dimension DJ . Since in the general case this analysis is
extremely complicated, let us consider the case when the intensity of the
interference is much greater than the intensity of the useful signal. Considering the
signal and interference in the pseudo-phase space and using the Taken's tower, it
can be assumed that the presence of a weak signal slightly changes the distances
between the vectors of the observed process by a value rm &lt;&lt; rm. Under these
assumptions, the asymptotic expression for estimating the correlation dimension
of the sum of the signal and the interference has the form
^
D1 =</p>
      <p>0</p>
      <p>M
;
where the second term describes the signal presence. The factor D = 1 XM
M m=1 rm
is a random variable with the asymptotically Gaussian probability distribution
when M &gt;&gt; 1. The signal optimal processing against a noise background reduces
calculation of a su cient statistics to calculation the logarithm of the likelihood
ratio.
rm
3</p>
      <p>
        Fractal Brownian motion as a model of fractal signals
and interferences
Fractal Brownian motion is used as a model of fractal interference. Samples of
FBM are formed by one of famous methods [
        <xref ref-type="bibr" rid="ref7">7</xref>
        ] and characterized by intensity
      </p>
      <p>
        2 and Hurst exponent H. Dimension of FBM is determined by D = 2 H for
one-dimensional FBM and D = 3 H for two-dimensional FBM. If determined
signals are observed at the background of additive fractal interference in the
form of FBM, then detection and identi cation are complicated. Therefore, one
of the actual problem is synthesis of optimal detection algorithms for signals
at the background of additive fractal interference in the form of FBM. Let the
signal sn is observed at the background of FBM interference xn
yn = sn + xn; n = 1; : : : ; N;
where N is the amount of samples of observed process, xn are the independent
samples of FBM interference. The fractal Brownian motion is a Gaussian
random process; therefore, its properties are completely determined by correlation
matrices for one-dimensional signal [
        <xref ref-type="bibr" rid="ref7">7</xref>
        ]
      </p>
      <p>M f(X(t2)</p>
      <p>X(t1)) (X(t4)</p>
      <p>X(t3))g =
where correlation matrix R depends on Hurst exponent H, and probability
density function can be considered as likelihood function
w( X =H) =
(2 )M=2pdetR(H)
exp</p>
      <p>X TR 1(H) X :
Likelihood ratio of increments of FBM interference and observing determined
signal at the background of interference is
(6)
(7)</p>
      <p>Evaluation of determinant and conversion of matrix of increments R are
very di cult computational problem in case of randomly given moments of
time. Therefore, in several cases, it is useful to consider only non-correlated
increments within non-crossing time intervals. In such cases the correlation
equals M f Xi; Xj g = ij DX ti2H , where ij is the Kronecker delta, i =
1; : : : ; N 1. In this case, the matrix R is diagonal and its determinant equals
detR = DXN QnN=11 t2nH . Multidimensional probability density function (PDF)
of the FBM increments is
where we can obtain the likelihood ratio of Gaussian signal at the background
of fBm interference
=
s</p>
      <p>N 1
2N Q</p>
      <p>n=1
(2Dv)(N 1)=2
t2H
n
exp
" N 1
1 X
2
n=1</p>
      <p>1
2Dv</p>
      <p>x2n
2 t2H
n</p>
      <p>#
x2n :
= XM SHmY m +GY0 HmSm
m=1 m2H+1 + N0</p>
      <p>SHmSm ;
(9)
(10)
(11)</p>
      <p>This algorithm is quasioptimal, because it does not consider the increments
correlation at the overlapping intervals. But it has signi cant computational
advantages, since of absence of matrix inversion operations of high computational
cost.</p>
      <p>
        Getting the non-correlated samples of FBM is possible as a result of
transition in the spectral eld. It is well-known [
        <xref ref-type="bibr" rid="ref7">7</xref>
        ], that the spectral power density
1
of signal in the form of FBM equals G(f ) = f2H+1 . Fractional Brownian
surface (FBS) model may also be given in the spectral area as assembly of
harmonics S = fS(k; n)g ; k = 1; : : : ; Nx; n = 1; : : : ; Ny, represented by discrete
Fourier transform of FBS samples fs1; : : : ; sN g. All harmonics are independent
complex Gaussian values, variances of which equal M jSmj2 = mG2HX+1 ; m =
1; : : : ; NG, where NG is the number of harmonics. If the white Gaussian noise
is observed with fractal interference, then spectrum of additive interference is
      </p>
      <p>G0
jXmj2 = m2H+1 + N0; m = 1; : : : ; M = N=2.</p>
      <p>Multidimensional probability density function of the FBM spectral
components is
w(X ) =</p>
      <p>M
M Q
m=1
1</p>
      <p>G0
m2H+1 + N0
exp
"</p>
      <p>M
X
m=1
jXmj
2</p>
      <p>1</p>
      <p>G0
m2H+1 + N0
#
;</p>
      <p>Thus, in spectral area, the algorithm of likelihood ratio evaluation turnouts
simpler because an operation of matrix inversion is excluded. The FBM
detection in spectral area against the background of Gaussian noise is made as a
result of calculation of statistic (9) and comparing it with a threshold. If a
spectrum of signal is of low frequency with harmonics jSmj2 = mG02 , then asymptotic
interference immunity of signal processing exists against the background of
fractal interference and depends on the Hurst factor: if H &lt; 1=2, then interference
immunity is nondecreasing function on signal frequency; if H &gt; 1=2, then the
interference decreases with decreasing the signal frequency.
4</p>
    </sec>
    <sec id="sec-2">
      <title>Conclusion</title>
      <p>It is shown that methods of the theory of optimal statistical solutions can be
successfully applied also to processing of the fractal signals and images against
the background of additive fractal noise. The basis for the e ectiveness of
statistical methods is the irregular character, as well as the relatively large amount
of observable data. Under these conditions, the statistical description of fractal
signals and images is produced by various methods: the use of a one-dimensional
and two-dimensional fractal Brownian motion model, and a statistical
description of distances between vectors in a pseudo-phase space. This approach allows
us to obtain processing algorithms based on the theory of optimal statistical
solutions for solving various problems: detection, discrimination, delineation of
boundaries, estimation of parameters, and analysis of the processing e ciency.
At the same time, the statistical description is not obtained for all fractal signals
and images and their characteristics, and this makes it important to continue
research in this direction.
5</p>
    </sec>
    <sec id="sec-3">
      <title>Acknowledgment</title>
      <p>The research is supported by the project of the Ministry of education and science
of the Russian Federation 8.2810.2017 in the Ryazan State Radio Engineering
University.</p>
    </sec>
  </body>
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