Vekua approximations and applications to soundeld sampling and source localisation

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From this document you will learn the answers to the following questions:

  • What is the number of samples needed to measure an acoustical eld?

  • What is the uniform property of the model?

  • What is the function of dimension L?

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1 1/50 Vekua approximations and applications to soundeld sampling and source localisation Gilles Chardon Acoustics Research Institute, Vienna, Austria

2 2/50 Introduction Context Joint work with Laurent Daudet and Albert Cohen Project ANR ECHANGE (ECHantillonnage Acoustique Nouvelle GEnération) : Institut Langevin (acoustics - signal processing) INRIA METISS (signal processing) LJLL (UPMC) (numerical analysis) IJLRA (UPMC) (experimental acoustics)

3 3/50 Introduction Acoustic signal processing Signals = Spatial behavior of the acoustic pressure In the frequency domain: easier and more dicult Inverse problems: inversion of a (ill-conditionned) physical process regularised with a signal model

4 4/50 Introduction A classical inverse problem in acoustics Neareld Acoustical Holography (NAH) MPIA (IJLRA)

5 5/50 Introduction A classical inverse problem in acoustics Direct problem: computing the radiated p from the velocity w: p = g w + n Inverse problem: recovering the velocity from measurements of the pressure. It is a deconvolution problem for complex images: Tikhonov regularisation: ŵ = argmin w ŵ = g 1 p p g w 2 2 } {{ } physical model + λ w 2 2 } {{ } signal model

6 6/50 Introduction Acoustical eld sampling Signal model: low-pass image, Shannon-Nyquist-etc. sampling theorem Acoustical field Fine regular sampling Coarse regular sampling OK Fail

7 7/50 Introduction Source localisation in a room Signal model: spatial sparsity of the sources

8 8/50 Introduction These simple signal models are not enough We want to measure physical quantities We use physical models (PDEs) to build better signal models

9 9/50 Introduction Outline 1 Sparse models for waves : Vekua theory 2 Measuring solutions to the Helmholtz equation 3 Source localisation 4 Global conclusion

10 10/50 Sparse models for waves : Vekua theory Sparse models A vector x is said to be sparse if only a few coecients of its expansion in a xed dictionary D are nonzero: x = Ds with s 0 small D is usually obtained through heuristics, learning algorithms, etc. Can be used as a prior for inverse problems, compressed sensing, etc. Here, we will use physics to build dictionaries.

11 11/50 Sparse models for waves : Vekua theory Physical model Helmholtz equation u + k 2 0 u = 0 (H) used to model a large class of physical phenomena: acoustics electromagnetics quantum physics Main tool : Vekua theory

12 12/50 Sparse models for waves : Vekua theory Vekua theory Helmholtz world Holomorphic world Fourier-Bessel functions Plane waves

13 Sparse models for waves : Vekua theory 13/50

14 14/50 Sparse models for waves : Vekua theory Approximation error If p q (Melenk 1999, Moiola 2011), then, for an approximation ũ L at order L : u ũ L H P C L q p u H q If u and its derivatives up to order q have nite energies, then u and its derivatives up to order p can be approximated. L kd seems to be sucient, but this problem remains open (in maths).

15 15/50 Sparse models for waves : Vekua theory Extension to various wave models Similar approximation schemes for other physical models can be obtained using these results (cf Moiola et al., GC-LD): electromagnetism (Maxwell equations) linear elasticity linear plate models (Kirchho-Love, Reissner-Mindlin)

16 16/50 Sparse models for waves : Vekua theory Extension to thin plates (Kirchho-Love model) To approximate plate vibrations, we extend the previous results to the Kirchho-Love model. The normal displacement for a modal shape of a plate is solution to: 2 w k 4 w = 0 The approximation scheme is extended by completing it with modied Fourier-Bessel functions e inθ I n (kr) or exponential functions e k l x : w ŵ L H p CL q p w H q+2

17 17/50 Sparse models for waves : Vekua theory Sparse models for waves - conclusion (synthesis) sparsity models for various elliptic PDEs in the harmonic regime Analysis sparsity for the time domain (wave equation) cf. Nancy Similar results in 3D

18 18/50 Measuring solutions to the Helmholtz equation Plan 1 Sparse models for waves : Vekua theory 2 Measuring solutions to the Helmholtz equation 3 Source localisation 4 Global conclusion

19 Measuring solutions to the Helmholtz equation Measuring solutions to the Helmholtz equation If it exists, the Fourier transform of u veries k 2 û + k 2 0 û = 0 ( H) û contained in the circle of radius k 0 Sampling Fourier plane Square Shannon Hexagonal Shannon Quasi-crystals Compressed Sensing Here, none of these methods, if applicable, yields good results 19/50

20 20/50 Measuring solutions to the Helmholtz equation Least-squares approximation from samples We choose an order of approximation L Using n (> L) samples, we nd a least-squares approximation of the soundeld in the space V L = span l= L...L e ilθ J l (kr). Questions: Which order L to choose? With which density ρ should we draw the measurement points? Cohen-Davenport-Leviatan (2011) give results allowing us to answer these questions. collab. A. Cohen

21 21/50 Measuring solutions to the Helmholtz equation Flatness of an orthogonal basis We dene K, the atness of an orthogonal basis (e j ) of V L, by If K(L) = max e j (x) 2 K(L) < n log n the reconstruction error is of the same order as the best approximation error in V L. Important : K(L) also depends on the density of the samples

22 22/50 Measuring solutions to the Helmholtz equation Example in one dimension Example : functions dened on ] 1, 1[ V L = Samples uniformly drawn : K(L) = L 2 span x k 0 k L 1 Samples drawn using dρ = dx π : K(L) = 2L 1 1 x 2

23 23/50 Measuring solutions to the Helmholtz equation Stability of the chosen sampling methods V L = vect e ilθ J l (kr) L l L Sampling with uniform density on the disk : K(L) > CL 2 Proportion α of samples on the border, the remainder inside: K(L) 2 α L

24 24/50 Measuring solutions to the Helmholtz equation Numerical simulations Approximation error in function of dimension L and proportion α of samples on the border (400 samples) Reconstruction error 10 3 α = 0 α = 0.9 α = Order of approximation L

25 25/50 Measuring solutions to the Helmholtz equation Sampling in a ball V L = span Y lm (θ, φ)j l (kr) l=0...l,m= l...l Sampling with uniform density in the ball : K(L) > CL 3 Proportion α of samples on the sphere, the remainder inside: K(L) 1 α L2

26 Measuring solutions to the Helmholtz equation Numerical evaluation of K(L) for the square K(m) Order of approximation m ν 0 : uniform density ν 1/2: 50% inside, 50% on the border ν 1/2 : 50% inside, 50% on the border, denser near the corners 26/50

27 27/50 Measuring solutions to the Helmholtz equation Estimation of the model order (cross-validation) 10 0 GCV minimal error Reconstruction error Number of measurements

28 28/50 Measuring solutions to the Helmholtz equation Sampling - conclusion Using the physical model, we reduce the numbers of samples needed to measure an acoustical eld The placement of the samples is important: Sampling on the border seems necessary, but not sucient It is possible to estimate k (cf. Laurent)

29 29/50 Source localisation Plan 1 Sparse models for waves : Vekua theory 2 Measuring solutions to the Helmholtz equation 3 Source localisation 4 Global conclusion

30 30/50 Source localisation Source localisation Localisation in free-eld is a standard problem in signal processing. Beamforming, MUSIC, sparsity (Malioutov) First problem: known reverberant room cf. Dokmanic-Vetterli, time reversal Second problem: unknown reverberant room Alternative models, measurements and algorithms are needed.

31 31/50 Source localisation Source localisation in free-eld A simple sparse model is directly obtained for the free-eld propagation: p = a j y 0 (k r r j ) y 0 (kr) = eikr 4πr A dictionary is build using these functions: columns = possible source positions rows = measurement points

32 32/50 Source localisation Source localisation in a known room In a reverberating room, the radiated eld is solution to { p 1 2 p = s(x, t) c 2 t 2 p n = 0 on the boundaries Dokmanic and Vetterli suggest to replace the free-eld dictionary by a reverberated dictionary computed using the FEM. Problems: the room must be perfectly known the dictionary does not have good properties

33 33/50 Source localisation Direct problem in a unknown room Compute the eld radiated to the microphones by known sources without knowing the boundary conditions { p 1 c 2 2 p t 2 = s(x, t) no boundary conditions The direct problem in unsolvable! A simple trick (and a specic measurement method) makes the localisation possible.

34 34/50 Source localisation Physical model The sound propagation is modeled by the wave equation, with e.g. Neumann boundary conditions: { p 1 c 2 2 p t 2 = s(x, t) boundary conditions (ex.: Sources are assumed sparse in space s = s j (t)δ j (x) p n = 0 ) In harmonic regime, we use the Helmholtz equation ˆp + k 2ˆp = ŝ j (ω)δ j (x)

35 35/50 Source localisation Acoustical eld decomposition The acoustic eld ˆp can be decomposed as the sum of a particular solution ˆp s (source eld) an homogeneous solution ˆp 0 (diuse eld) ˆp = ˆp s + ˆp 0 We choose Y 0 (kr) (second-kind Bessel function fo order 0) as the fundamental solution : p s = s j Y 0 (k x x j )

36 36/50 Source localisation Acoustic eld decomposition ˆp 0 is solution of { ˆp0 + k 2ˆp 0 = 0 b.c. (e.g.: ˆp 0 n = ˆps n ) ˆp 0 can be approximated by sums of plane waves

37 37/50 Source localisation Sparse model for the complete eld ˆp = ˆp 0 + ˆp s α l e i k l x + s j Y o (k x x j ) After sampling p Wα + Sβ where W is a plane wave dictionary with k l = k (or Fourier-Bessel functions) α is low-dimensional S is a dictionary of sources Y 0 (k x x m ) β is sparse, its support is what we are looking for.

38 38/50 Source localisation Algorithms Iterative algorithm based on OMP: Removal of the diuse eld and iterative localisation of the sources. Basis Pursuit method: l 1 + l 2 minimisation ( ˆα, ˆβ) = argmin α 2 + β 1 s.t. Wα + Sβ p < ɛ α,β No priors on the plane waves coecients α least squares Sources coecients β sparse l 1 norm

39 39/50 Source localisation Simulations Localisation in 2D. Field simulated using FEM (FreeFem++) 2 sources, 60 measurements (a) (b) (a) simulated eld (b) measurements

40 40/50 Source localisation Field decomposition (a) (b) (a) diuse eld p 0 (b) source eld p s

41 Source localisation Source localisation - iterative algorithm (a) (b) (c) (d) true positions estimated positions (a) Standard beamforming (b) Correlations after removal of the diuse eld (c) Correlations at the second step (d) Results 41/50

42 42/50 Source localisation Source localisation - l 1 + l 2 minimisation (a) l 1 with free-eld dictionnary (b) l 1 +l 2

43 43/50 Source localisation Experimental results Measurements on a chaotic plate at Hz Sub-Nyquist regular sampling (a) Laser vibrometer (b) Personal computer PZT Measurements (a) setup (b) radiated eld

44 44/50 Source localisation Sampling (a) (b) (a) Measurements (b) Amplitude of the measured eld

45 45/50 Source localisation Iterative algorithm - results (a) (b) (a) Correlations with complete eld (b) Correlations after decomposition

46 46/50 Source localisation l 1 + l 2 minimisation - results (a) (b) (a) l 1 with free-eld dictionary (b) l 1 + l 2

47 47/50 Source localisation Source localisation - Conclusion Source localisation in an unknown reverberating room is possible. How many measurements are necessary? Where should we sample the acoustic eld? Perspectives : localisation of directive sources (block sparsity) hyperspectral localisation (joint sparsity) experiments in 3D acoustics

48 48/50 Global conclusion Plan 1 Sparse models for waves : Vekua theory 2 Measuring solutions to the Helmholtz equation 3 Source localisation 4 Global conclusion

49 49/50 Global conclusion Global conclusion In these various problems sparsity helped us to extract informations from our measurements design new measurements methods compute solutions of PDEs in a ecient way Sparsity can translate physics in a way that can be exploited by signal processing algorithms.

50 50/50 Global conclusion Perspectives Theoretical perspectives: analysis of the approximations analysis of the algorithms Experimental perspectives: source localisation source separation electromagnetism, quantum physics

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