ࡱ> bdagY -UbjbjWW "==G ]22222,2X" cq]!!!!!!!$#%!U_cUU!i.. iiiU.  !@@@@..U!ii5 V!!@6hm! $I2j22Ka! SPARSE VECTOR LINEAR PREDICTION WITH NEAR-OPTIMAL MATRIX STRUCTURES Davorka Petrinovi, Davor Petrinovi Faculty of Electrical Engineering and Computing, Zagreb, Croatia Abstract Vector Linear Prediction (VLP) is frequently used in speech and image coding. This paper addresses a technique of reducing the complexity of VLP, named the sparse VLP (sVLP), by decreasing the number of nonzero elements of prediction matrices used for prediction. The pattern of zero and nonzero elements in a matrix, i.e. the matrix structure, is not restricted in the design procedure but is a result of the correlation properties of the input vector process. Mathematical formulations of several criteria for obtaining near-optimal matrix structures are given. The consequent decrease of the sVLP performance compared to the full predictor case can be kept as low as possible by re-optimizing the values of matrix non-zero elements for a resulting sparse structure. Effectiveness of the sVLP is illustrated on vector prediction of the Line Spectrum Frequencies (LSF) vectors and compared to the full predictor VLP. Keywords Vector Linear Prediction, sparse matrices, complexity reduction, LSF INTRODUCTION Vector process can be described as a process whose input samples are vectors. For a particular class of vector processes, each component xi(n), i=1,,k of the current vector x(n) can be estimated based on linear combination of all components of certain number of preceding vectors as in:  EMBED Equation.3 ( SEQ ( \* ARABIC 1)This technique, known as vector linear prediction (VLP) is frequently used for signal coding (e.g. Yong, 1988) by performing quantization on the prediction residual e(n),  EMBED Equation.3 ( SEQ ( \* ARABIC 2)i.e. the difference between the original and the predicted vector, instead of the original vector. The prediction gain that can be achieved by such predictive quantization is defined as:  EMBED Equation.3 ( SEQ ( \* ARABIC 3)where E denotes the statistical expectation and |||| denotes Euclidean norm. It depends on the degree of correlation between consecutive vectors of the frame. This correlation is modeled by one or more predictor matrices Am, depending on the prediction order M. For simplicity, only the first order of prediction (M=1) will be discussed in the paper. The optimal predictor A minimizing the prediction residual energy within the analysis frame (block of input vectors) can be found by solving normal equations as in (Chen, 1987), that results with:  EMBED Equation.2   EMBED Equation.3 ( SEQ ( \* ARABIC 4)where C={ci,,j} and  EMBED Equation.3 ={gi,,j} are covariance matrices calculated from the input vector process comprised of vectors x(0) to x(P). Although VLP can maximally exploit interframe as well as intraframe correlation by predicting each component of the current vector from all components of the previous vector, it is a reasonable assumption that for a certain class of vector processes not all components of the preceding vector contribute equally to prediction. This gives rise to an idea of simplifying the VLP by employing the predictor matrix A that is sparse, i.e. that models only the correlation between the most significant components of two consecutive vectors, while for other components the correlation is not modeled at all (A has zeros at those positions). Such procedure should not have a great impact on prediction gain, but can at the same time reduce the amount of computation in coding techniques based on VLP. The main problem of the proposed sparse VLP (sVLP) design technique is to determine which elements of predictor matrix can be zeroed, i.e. what is the suitable sparse matrix structure. For example, for vector processes that exhibit strong correlation between only a few neighboring components, a predictor with predefined multidiagonal structure is suitable (Petrinovi, 1999). The number of diagonals can be chosen as a design parameter, determining the total number of nonzero elements. In this paper, a more general predictor structures are discussed, that are unrestricted and depend on the actual correlation of the input vector process. Several techniques for obtaining near-optimal sparse predictor structures are investigated and illustrated. A design procedure for obtaining an optimal sparse predictor that maximizes the prediction gain for any structure will be described. Comparative simulation results for several proposed criteria are also given. SPARSE PREDICTORS In order to establish suitable sparse structures of a predictor that maximize the prediction gain for any chosen number of nonzero elements, it is necessary to determine the contribution of each predictor matrix element to the prediction gain. According to  REF _Ref479157793 \h (3), prediction gain is defined by the energy of the prediction residual that can be expressed as a function of predictor elements. If the elements of the predictor are zeroed one at a time and the change of residual energy is calculated for each structure, it would be possible to determine the element that results with the minimal change. This component of the predictor is then set to zero, residual energies are recalculated and the whole procedure is repeated until the desired number of nonzero elements is reached. In order to implement the above design procedure, the differential increase of the energy of the prediction residual due to zeroing any predictor element has to be established first. Let ei(n) denote the prediction error (residual) sequence of the ith vector component expressed as:  EMBED Equation.3 ( SEQ ( \* ARABIC 5)where  EMBED Equation.3  represents the ith row of matrix A. For the classical VLP based on a full predictor, the residual energy Efi of the ith component can be expressed as in:  EMBED Equation.3 ( SEQ ( \* ARABIC 6)E0i is the energy of the ith component of the input vector process, and  EMBED Equation.3  is the ith column of the covariance matrix  EMBED Equation.3 . If  EMBED Equation.3 is a row of an optimal predictor A found according to expression  REF _Ref478283845 \h (4), then  EMBED Equation.3  is satisfied for all  EMBED Equation.3  and  REF _Ref479145595 \h (6) can be simplified to:  EMBED Equation.3 ( SEQ ( \* ARABIC 7)The total residual energy is equal to the sum of component residual energies, Ef1 to Efk, and is minimum if all of the Efi are also minimum. It is obvious from  REF _Ref479145595 \h (6) and  REF _Ref479252741 \h (7) that each of Efi is determined only by the ith row of A, i.e.  EMBED Equation.3 . Therefore, the effect of the predictor sparse structure can be examined for each row independently. For simplicity, in the discussion that follows, the subscript i denoting the analyzed vector component (the row of the predictor) will be intentionally omitted, but always keeping in mind that the expressions are given only for that chosen component (row). Two different approaches to sparse predictor determination will be explained. In the first one, sparse predictor is obtained directly from the optimal full predictor, by setting any chosen number of its elements to zero. In the second approach, the nonzero elements of the sparse predictor are reoptimized, resulting with an optimal sparse predictor for any structure. Partially zeroed full predictor Let us first analyze how prediction residual energy changes if a certain number of optimal predictor elements in the chosen row  EMBED Equation.3 are set to zero, while the remaining elements retain their original value. This operation can easily be described by subtracting the row sT from the original row  EMBED Equation.3 , where sT contains the elements that should be zeroed, as in:  EMBED Equation.3 .( SEQ ( \* ARABIC 8)S is a set of indices defining the elements that are set to zero in that particular row. The component residual energy based on row  EMBED Equation.3 , denoted with Ez, can be determined by substituting  EMBED Equation.3  for  EMBED Equation.3  in  REF _Ref479145595 \h  \* MERGEFORMAT (6), since this expression is valid even for a non-optimal predictor row like  EMBED Equation.3 . By utilizing the symmetry property of the covariance matrix C, it can be easily shown that the resulting Ez is equal to:  EMBED Equation.3 ( SEQ ( \* ARABIC 9)It is obvious that the residual energy is increased by (Ez compared to the case of the full row predictor as a consequence of zeroing elements defined by S. It is reasonable to expect that zeroing more and more predictor elements results in monotonic increase of the residual energy. To verify this assumption, differential increase of the residual energy, D, in two consecutive iterations is expressed, where in each iteration only one new element is set to zero. Therefore, row vectors sr-1T and srT defining the zeroed elements in two consecutive iterations differ in only one element, ad. It can be written:  EMBED Equation.3 ( SEQ ( \* ARABIC 10)For example, if s2T=[0,0,(3,0,...,0,(9,0], zeroing a new element ad=a5 in the third iteration results with s3T=[0,0,(3,0,(5,0,...,0,(9,0]. If (Ez is calculated for both rows sr-1T and srT according to  REF _Ref479148754 \h (9) with srT given by  REF _Ref479151316 \h (10), the differential increase of the residual energy is obtained as:  EMBED Equation.3 ( SEQ ( \* ARABIC 11)where  EMBED Equation.3 is row d of the covariance matrix C. For the example given above: D=(Ez(s3)((Ez(s2)=2a5(c5,3(a3+c5,9(a9)+c5,5(a52. In the first iteration (r=1), sr-1T is a null vector, so differential increase of the residual energy compared to the full row predictor is equal to cd,dad2 where cd,d is a positive diagonal element of covariance matrix C. Therefore, D is always positive in the first iteration. However, for any other iteration r, difference D depends on the row element set to zero in that iteration, but also on all elements set to zero in previous iterations. In that case, D is not necessarily positive since the first part of  REF _Ref479155808 \h  \* MERGEFORMAT (11),  EMBED Equation.3  can be both positive or negative. This means that setting an additional element of the row predictor to zero can even result in decrease of prediction residual energy although predictor has less nonzero elements. The above mathematical formulations were necessary to define the criterion for choosing the predictor element to be zeroed. This criterion is an optimal one if nonzero elements of the sparse predictor are exactly the same as those of the full predictor. The whole design procedure can be outlined as follows: determine the full predictor as in  REF _Ref478283845 \h (4) and initialize the binary predictor structure matrix to all ones; based on the current structure, form the matrix of differential increase of the residual energy caused by setting any nonzero predictor element to zero, by applying expression  REF _Ref479155808 \h (11) to all rows, and to all nonzero candidates ad in each row; from the matrix determined in step 2., choose the element (defined by its row and column) that causes minimal differential increase; set the predictor and the structure matrix to zero for that element; repeat steps 2. to 4. until the desired number of nonzero elements is reached. The explained design procedure belongs to the group of so called greedy algorithms. The criterion in step 2. is applied without any anticipation of the future, i.e. the element is chosen that is best suited for that iteration, without considering its effect on the iterations that follow. Therefore, the resulting sparse structures are only near-optimal. In our previous work two simpler criteria were also used in step 2. instead of expression  REF _Ref479155808 \h (11) and all three will be compared in this paper. The first one was based only on the right-hand part of  REF _Ref479155808 \h (11), cd,dad2, i.e. the influence of all components zeroed in previous iterations was ignored. For the second one, the predictor element with minimal squared magnitude, ad2, is zeroed in each iteration. Optimal sparse predictor Sparse predictors obtained by partially zeroing the full predictor are no longer optimal, i.e. they do not minimize the energy of the prediction residual. In order to become optimal, sparse predictors (their nonzero elements) should be recalculated. It is obvious from (4) that each row  EMBED Equation.3 , EMBED Equation.3  of the optimal full predictor can be calculated independently according to  EMBED Equation.3 , where EMBED Equation.3  is the ith column of EMBED Equation.3 . However, if any row of the predictor has some zero elements, then the optimal solution can be found from the modified set of linear equations, reduced in dimension. The procedure will be illustrated on the example of an optimal sparse row predictor  EMBED Equation.3 [ EMBED Equation.3 ] with only two nonzero elements. These elements  EMBED Equation.3 [ EMBED Equation.3 ] can be found as a solution of  EMBED Equation.3 as shown in Fig. 1. Generally,  EMBED Equation.3  is formed from C by removing rows and columns that correspond to zero elements of  EMBED Equation.3 . Analogously,  EMBED Equation.3  is formed from  EMBED Equation.3  by removing the same rows.  EMBED Word.Picture.8  Fig. 1. Calculation of nonzero elements of an optimal sparse row predictor Optimal sparse row predictors as well as differential increase of the component residual energy due to sparse structure can be determined using an efficient iterative algorithm. In each iteration of this algorithm, one predictor element is set to zero, while the others are recalculated. The sparse row predictor in iteration r, denoted as  EMBED Equation.3 is a kdimensional row vector with r zero elements in columns defined by the set Sr. Vector  EMBED Equation.3 can be found as in  REF _Ref479353053 \h (12) by left multiplication of  EMBED Equation.3 with an auxiliary k-by-k matrix  EMBED Equation.3 ={ EMBED Equation.3 }. Let  EMBED Equation.3 denote the jth column of  EMBED Equation.3 , while d denotes the element that is zeroed in the iteration r, i.e. Sr={Sr1,d}.  EMBED Equation.3 can be determined from  EMBED Equation.3 and d using the following recursion:  EMBED Equation.3 ( SEQ ( \* ARABIC 12)The algorithm starts from matrix  EMBED Equation.3 , that is equal to the inverse of the covariance matrix C. The resulting optimal row predictor for iteration r=0,  EMBED Equation.3 is equal to the optimal full row predictor  EMBED Equation.3 . Since all sparse row predictors found as in  REF _Ref479353053 \h (12) are optimal, the differential increase of the component residual energy between two successive iterations r-1 and r, as a consequence of setting the element d of the row  EMBED Equation.3 to zero, can be found according to  REF _Ref479252741 \h (7):  EMBED Equation.3 ( SEQ ( \* ARABIC 13)where  EMBED Equation.3 is the value of the zeroed element. Expression  REF _Ref479391681 \h (13) can be used as a design criteria for obtaining optimal sparse predictors. The design procedure is very similar to the one described for the partially zeroed full predictor with two differences. First, the criteria used in step 2. is replaced with  REF _Ref479391681 \h (13) and second, after zeroing the selected element in step 4., the nonzero elements of that row are recalculated according to  REF _Ref479353053 \h (12). Two simplified criteria based on minimal  EMBED Equation.3 and minimal  EMBED Equation.3  were also compared to  REF _Ref479391681 \h (13). SIMULATION RESULTS All of the proposed sparse predictor design techniques were evaluated and compared on the open-loop vector prediction of 10-dimensional Line Spectral Frequencies (LSF) vectors (Itakura, 1975) used in speech coding. The obtained results of the prediction gain vs. the percentage of zeroed elements are shown in Fig. 2. in two groups: for partially zeroed full predictors and for optimal sparse predictors. As expected, the optimal criterion for each of the groups results with maximum Gp compared to the simplified criteria. It is obvious that Gp graphs of the zeroed full predictors do not fall monotonically with the increase of the number zeroed elements, as opposed to the case for the optimal sparse predictors. Furthermore, the benefit of nonzero element reoptimization is evident. Finally, prediction gain of a full predictor VLP, Gp,full = 4.9854, is only slightly higher then for the optimal sparse predictor.  EMBED Word.Picture.8  Fig. 2. Prediction gain of sparse predictors for different design criteria CONCLUSUION The design procedure for sparse vector linear predictors that are near-optimal in structure and optimal in values of their nonzero elements is proposed in this paper. The increase of the residual prediction energy due to zeroing is mathematically formulated thus offering the exact criterion for structure reduction. The optimal criteria is also given for partially zeroed full predictor with non-optimal nonzero elements retained from the full predictor. Two design procedures based on the optimal criteria are given and compared on the LSF vector process together with two other simpler, empirically based criteria. REFERENCES Chen J.H., Gersho A. (1987), "Covariance and autocorrelation methods for vector linear prediction", Proc. ICASSP, 1987, pp. 1545-1548. Itakura F. (1975), "Line spectrum representation of linear predictive coefficients of speech signals", J. Acoust. Soc. Am., Vol. 57, Suppl. No.1, pp. S35. Petrinovi D., Petrinovi D. (1999), "Sparse vector linear predictor matrices with multidiagonal structure", Proc. of the EUROSPEECH  99, Budapest, 1999, Vol. 3. , pp. 1483-1486. Yong M., Davidson G., Gersho A. (1988), "Encoding of LPC spectral parameters using switched-adaptive interframe vector prediction", Proc. ICASSP, 1988, Vol.1, pp. 402-405.  This work was supported by the Ministry of Science and Technology of Croatia under project No. 036024.  Throughout the paper, vectors without transposition are assumed to be column vectors. 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