Analyzing data for noisy arrays - matlab

Using MATLAB I filtered a very noisy m x n array with a low-pass Gaussian filter, cleaned it up pretty well but still not well enough to analyze my data. What would the next step be? I'm thinking that signal enhancement, but am not sure how to go about this.
Update
Well, there are two different types of data sets actually; one is small peaks circular at base, around half a dozen pixels wide at base, noisy background with random noise. The other is the same thing but Gaussian and Poisson noise mainly. I tried filtering w/Gaussian low pass in both instances, worked to some extent as mentioned in the OP.

It is impossible to answer this without knowing what data you have, and what the noise is like.
Different problems will have different best solutions.

Related

Fitting a gaussian to data with Matlab

I want to produce a figure like the following one (found in a paper)
I think it is done using histfit
However, histfit doesen't really work with my data. The bars exceed the curve. My data is not really normally distributed but I want all the bins to be inside the curve except some outliers. Is there any way to fit a gaussian and plot it like in the above figure?
Edit
This is what histfit(data)has given
I want to fit a gaussian to it and keep some values as ouliers. I need to only use a normal distribution as it is going to be used in a Kalman filter based on the assumption that the data is normally distributed. The fact that is not really normally distributed will certainly affect the performance of the filter but I have to feed it first with the parameters of a normal distribution , i.e mean and std.
I'm not sure you understand how a fit works, if your data is kinda gaussian the function will plot the fitted curve based on the values, some bars will be above some below, it all depends on how the least squares are minimized over the entire curve. you can't force the fit to look different, this is the result of the fitting process. If your data is not normally distributed then the goodness of the fit is poor. without having more info or data, this is the best I can answer :)

Different results for Fundamental Matrix in Matlab

I am implementing stereo matching and as preprocessing I am trying to rectify images without camera calibration.
I am using surf detector to detect and match features on images and try to align them. After I find all matches, I remove all that doesn't lie on the epipolar lines, using this function:
[fMatrix, epipolarInliers, status] = estimateFundamentalMatrix(...
matchedPoints1, matchedPoints2, 'Method', 'RANSAC', ...
'NumTrials', 10000, 'DistanceThreshold', 0.1, 'Confidence', 99.99);
inlierPoints1 = matchedPoints1(epipolarInliers, :);
inlierPoints2 = matchedPoints2(epipolarInliers, :);
figure; showMatchedFeatures(I1, I2, inlierPoints1, inlierPoints2);
legend('Inlier points in I1', 'Inlier points in I2');
Problem is, that if I run this function with the same data, I am still getting different results causing differences in resulted disparity map in each run on the same data
Pulatively matched points are still the same, but inliners points differs in each run.
Here you can see that some matches are different in result:
UPDATE: I thought that differences was caused by RANSAC method, but using LMedS, MSAC, I am still getting different results on the same data
EDIT: Admittedly, this is only a partial answer, since I am only explaining why this is even possible with these fitting methods and not how to improve the input keypoints to avoid this problem from the start. There are problems with the distribution of your keypoint matches, as noted in the other answers, and there are ways to address that at the stage of keypoint detection. But, the reason the same input can yield different results for repeated executions of estimateFundamentalMatrix with the same pairs of keypoints is because of the following. (Again, this does not provide sound advice for improving keypoints so as to solve this problem).
The reason for different results on repeated executions, is related to the the RANSAC method (and LMedS and MSAC). They all utilize stochastic (random) sampling and are thus non-deterministic. All methods except Norm8Point operate by randomly sampling 8 pairs of points at a time for (up to) NumTrials.
But first, note that the different results you get for the same inputs are not equally suitable (they will not have the same residuals) but the search space can easily lead to any such minimum because the optimization algorithms are not deterministic. As the other answers rightly suggest, improve your keypoints and this won't be a problem, but here is why the robust fitting methods can do this and some ways to modify their behavior.
Notice the documentation for the 'NumTrials' option (ADDED NOTE: changing this is not the solution, but this does explain the behavior):
'NumTrials' — Number of random trials for finding the outliers
500 (default) | integer
Number of random trials for finding the outliers, specified as the comma-separated pair consisting of 'NumTrials' and an integer value. This parameter applies when you set the Method parameter to LMedS, RANSAC, MSAC, or LTS.
MSAC (M-estimator SAmple Consensus) is a modified RANSAC (RANdom SAmple Consensus). Deterministic algorithms for LMedS have exponential complexity and thus stochastic sampling is practically required.
Before you decide to use Norm8Point (again, not the solution), keep in mind that this method assumes NO outliers, and is thus not robust to erroneous matches. Try using more trials to stabilize the other methods (EDIT: I mean, rather than switching to Norm8Point, but if you are able to back up in your algorithms then address the the inputs -- the keypoints -- as a first line of attack). Also, to reset the random number generator, you could do rng('default') before each call to estimateFundamentalMatrix. But again, note that while this will force the same answer each run, improving your key point distribution is the better solution in general.
I know its too late for your answer, but I guess it would be useful for someone in the future. Actually, the problem in your case is two fold,
Degenerate location of features, i.e., The location of features is mostly localized (on you :P) and not well-spread throughout the image.
These matches are sort of on the same plane. I know you would argue that your body is not planar, but comparing it to the depth of the room, it sort of is.
Mathematically, this means you are kind of extracting E (or F) from a planar surface, which always has infinite solutions. To sort this out, I would suggest using some constrain on distance between any two extracted SURF features, i.e., any two SURF features used for matching should be at least 40 or 100 pixels apart (depending on the resolution of your image).
Another way to get better SURF features is to set 'NumOctaves' in detectSURFFeatures(rgb2gray(I1),'NumOctaves',5); to larger values.
I am facing the same problem and this has helped (a little bit).

Resampling data with minimal loss of information in time-domain

I am trying to resample/recreate already recorded data for plotting purposes. I thought this is best place to ask the question (besides dsp.se).
The data is sampled at high frequency, contains to much data points and not suitable for plotting in time domain (not enough memory). i want to sample it with minimal loss. The sampling interval of the resulting data doesn't need to be same (well it is again for plotting purposes, not analysis) although input data in equally sampled.
When we use the regular resample command from matlab/octave, it can distort stiff pieces of the curve.
What is the best approach here?
For reference I put two pictures found in tex.se)
First image is regular resample
Second image is a better resampled data that can well behave around peaks.
You should try this set of files from the File Exchange. It computes optimal lookup table based on either the maximum set of points or a given error. You can choose from natural, linear, or spline for the interpolation methods. Spline will have the smallest table size but is slower than linear. I don't use natural unless I have a really good reason.
Sincerely,
Jason

Data noise with PCA

I have a question related to data noise and principle component analysis (PCA).
Situation
I have a data matrix containing X, Y, Z joint data. I have applied PCA, with the stipulation of retaining 98% of the variance. However, even after reduction the data still remains very noise.
Problem
I have spent a few hours reading and I'm unsure of the best approach to take. I need to perform PCA for dimension reduction, however the noise present in the dataset still presents several issues. I need an intermediate step before applying PCA to reduce the noise contained in the dataset. I have been advised that Gaussian Smoothing might be the best way forward before applying PCA.
Can anyone suggest the best approach to take?
Edit
Apologise for not being clear in my question.
Original data: Here is an example of the original data. Projected: with 98% of the variance retained.
There is still a little noise in the projection. At least 4 points are not uniform in there positioning.

Finding Relevant Peaks in Messy FFTs

I have FFT outputs that look like this:
At 523 Hz is the maximum value. However, being a messy FFT, there are lots of little peaks that are right near the large peaks. However, they're irrelevant, whereas the peaks shown aren't. Are the any algorithms I can use to extract the maxima of this FFT that matter; I.E., aren't just random peaks cropping up near "real" peaks? Perhaps there is some sort of filter I can apply to this FFT output?
EDIT: The context of this is that I am trying to take one-hit sound samples (like someone pressing a key on a piano) and extract the loudest partials. In the image below, the peaks above 2000 Hz are important, because they are discrete partials of the given sound (which happens to be a sort of bell). However, the peaks that are scattered about right near 523 seem to be just artifacts, and I want to ignore them.
If the peak is broad, it could indicate that the peak frequency is modulated (AM, FM or both), or is actually a composite of several spectral peaks, themselves each potentially modulated.
For instance, a piano note may be the result of the hammer hitting up to 3 strings that are all tuned just a tiny fraction differently, and they all can modulate as they exchange energy between strings though the piano frame. Guitar strings can change frequency as the pluck shape distortion smooths out and decays. Bells change shape after they are hit, which can modulate their spectrum. Etc.
If the sound itself is "messy" then you need a good definition of what you mean by the "real" peak, before applying any sort of smoothing or side-band rejection filter. e.g. All that "messiness" may be part of what makes a bell sound like a real bell instead of an electronic sinewave generator.
Try convolving your FFT (treating it as a signal) with a rectangular pulse( pulse = ones(1:20)/20; ). This might get rid of some of them. Your maxima will be shifted by 10 frequency bins to teh right, to take that into account. You would basically be integrating your signal. Similar techniques are used in Pan-Tompkins algorithm for heart beat identification.
I worked on a similar problem once, and choosed to use savitsky-golay filters for smoothing the spectrum data. I could get some significant peaks, and it didn't messed too much with the overall spectrum.
But I Had a problem with what hotpaw2 is alerting you, I have lost important characteristics along with the lost of "messiness", so I truly recommend you hear him. But, if you think you won't have a problem with that, I think savitsky-golay can help.
There are non-FFT methods for creating a frequency domain representation of time domain data which are better for noisy data sets, like Max-ent recontruction.
For noisy time-series data, a max-ent reconstruction will be capable of distinguising true peaks from noise very effectively (without adding any artifacts or other modifications to suppress noise).
Max ent works by "guessing" an FFT for a time domain specturm, and then doing an IFT, and comparing the results with the "actual" time-series data, iteratively. The final output of maxent is a frequency domain spectrum (like the one you show above).
There are implementations in java i believe for 1-d spectra, but I have never used one.