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This thesis describes the implementation of a speaker dependent connected-digit recognizer using continuous Hidden Markov Modeling (HMM). The speech recognition system was implemented using MATLAB and on the ADSP-2181, a digital signal processor manufactured by Analog Devices. Linear predictive coding (LPC) analysis was first performed on a speech signal to model the characteristics of the vocal tract filter. A 7 state continuous HMM with 4 mixture density components was used to model each digit. The Viterbi reestimation method was primarily used in the training phase to obtain the parameters of the HMM. Viterbi decoding was used for the recognition phase. The system was first implemented as an isolated word recognizer. Recognition rates exceeding 99% were obtained on both the MATLAB and the ADSP-2181 implementations. For continuous word recognition, several algorithms were implemented and compared. Using MATLAB, recognition rates exceeding 90% were obtained. In addition, the algorithms were implemented on the ADSP-2181 yielding recognition rates comparable to the MATLAB implementation. / Master of Science

Cognitive radio is a growing field in communications which allows a radio to automatically configure its transmission or reception properties in order to reduce interference, provide better quality of service, or allow for more users in a given spectrum. Such processes require several complex features that are currently being utilized in cognitive radio. Two such features, spectrum sensing and identification, have been implemented in numerous ways, however, they generally suffer from high computational complexity. Additionally, Hidden Markov Models (HMMs) are a widely used mathematical modeling tool used in various fields of engineering and sciences. In electrical and computer engineering, it is used in several areas, including speech recognition, handwriting recognition, artificial intelligence, queuing theory, and are used to model fading in communication channels. The research presented in this thesis proposes a new approach to spectrum identification using a parallel implementation of Hidden Markov Models. Algorithms involving HMMs are usually implemented in the traditional serial manner, which have prohibitively long runtimes. In this work, we study their use in parallel implementations and compare our approach to traditional serial implementations. Timing and power measurements are taken and used to show that the parallel implementation can achieve well over 100Ã speedup in certain situations. To demonstrate the utility of this new parallel algorithm using graphics processing units (GPUs), a new method for signal identification is proposed for both serial and parallel implementations using HMMs. The method achieved high recognition at -10 dB Eb/N0. HMMs can benefit from parallel implementation in certain circumstances, specifically, in models that have many states or when multiple models are used in conjunction. / Master of Science

Specific emitter identification is a technology used to uniquely identify a class of wireless devices, and in some cases a single device. Minute differences in the implementation of a wireless communication standard from one device manufacturer to another make it possi- ble to extract a wireless "fingerprint" from the transmitted signal. These differences may stem from imperfect radio frequency (RF) components such as filters and power amplifiers. However, the problem of identifying a wireless device through analysis of these key signal characteristics presents several difficulties from an algorithmic perspective. Given that the differences in these features can be extremely subtle, in general a high signal to noise ratio (SNR) is necessary for a sufficient probability of correct detection. If a sufficiently high SNR is not guaranteed, then some from of identification algorithm which operates well in low SNR conditions must be used. Cyclostationary analysis offers a method of specific emitter iden- tification through analysis of second order spectral correlation features which can perform well at relatively low SNRs. The eigenvector/eigenvalue decomposition (EVD) is capable of separating principal components from uncorrelated gaussian noise. This work proposes a technique of specific emitter identification which utilizes the principal components of the EVD of the spectral correlation function which has been arranged into a square matrix. An analysis of this EVD-based SEI technique is presented herein, and some limitations are identified. Analysis is constrained to orthogonal frequency division multiplexing (OFDM) using the IEEE 802.16 specification (used for WiMAX) as a guideline for a variety of pilot arrangements. / Master of Science

Le premier chapitre présente les axes principaux de recherche ainsi que les problèmes traités dans cette thèse. Plus précisément, il expose une synthèse sur le sujet, en y donnant les propriétés essentielles pour la bonne compréhension de cette étude, accompagnée des références bibliographiques les plus importantes. Il présente également les motivations de ce travail en précisant les contributions originales dans ce domaine. Le deuxième chapitre est composé d’une recherche originale sur l’estimation du risque sismique, dans la zone du nord de la mer Egée (Grèce), en faisant usage de la théorie des processus semi-markoviens à temps continue. Il propose des estimateurs des mesures importantes qui caractérisent les processus semi-markoviens, et fournit une modélisation dela prévision de l’instant de réalisation d’un séisme fort ainsi que la probabilité et la grandeur qui lui sont associées. Les chapitres 3 et 4 comprennent une première tentative de modélisation du processus de génération des séismes au moyen de l’application d’un temps discret des modèles cachés markoviens et semi-markoviens, respectivement. Une méthode d’estimation non paramétrique est appliquée, qui permet de révéler des caractéristiques fondamentales du processus de génération des séismes, difficiles à détecter autrement. Des quantités importantes concernant les niveaux des tensions sont estimées au moyen des modèles proposés. Le chapitre 5 décrit les résultats originaux du présent travail à la théorie des processus stochastiques, c’est- à-dire l’étude et l’estimation du « Intensité du temps d’entrée en temps discret (DTIHT) » pour la première fois dans des chaînes semi-markoviennes et des chaînes de renouvellement markoviennes cachées. Une relation est proposée pour le calcul du DTIHT et un nouvel estimateur est présenté dans chacun de ces cas. De plus, les propriétés asymptotiques des estimateurs proposés sont obtenues, à savoir, la convergence et la normalité asymptotique. Le chapitre 6 procède ensuite à une étude de comparaison entre le modèle markovien caché et le modèle semi-markovien caché dans un milieu markovien et semi-markovien en vue de rechercher d’éventuelles différences dans leur comportement stochastique, déterminé à partir de la matrice de transition de la chaîne de Markov (modèle markovien caché) et de la matrice de transition de la chaîne de Markov immergée (modèle semi-markovien caché). Les résultats originaux concernent le cas général où les distributions sont considérées comme distributions des temps de séjour ainsi que le cas particulier des modèles qui sont applique´s dans les chapitres précédents où les temps de séjour sont estimés de manière non-paramétrique. L’importance de ces différences est spécifiée à l’aide du calcul de la valeur moyenne et de la variance du nombre de sauts de la chaîne de Markov (modèle markovien caché) ou de la chaîne de Markov immergée (modèle semi-markovien caché) pour arriver dans un état donné, pour la première fois. Enfin, le chapitre 7 donne des conclusions générales en soulignant les points les plus marquants et des perspectives pour développements futurs. / The first chapter describes the definition of the subject under study, the current state of science in this area and the objectives. In the second chapter, continuous-time semi-Markov models are studied and applied in order to contribute to seismic hazard assessment in Northern Aegean Sea (Greece). Expressions for different important indicators of the semi- Markov process are obtained, providing forecasting results about the time, the space and the magnitude of the ensuing strong earthquake. Chapters 3 and 4 describe a first attempt to model earthquake occurrence by means of discrete-time hidden Markov models (HMMs) and hidden semi-Markov models (HSMMs), respectively. A nonparametric estimation method is followed by means of which, insights into features of the earthquake process are provided which are hard to detect otherwise. Important indicators concerning the levels of the stress field are estimated by means of the suggested HMM and HSMM. Chapter 5 includes our main contribution to the theory of stochastic processes, the investigation and the estimation of the discrete-time intensity of the hitting time (DTIHT) for the first time referring to semi-Markov chains (SMCs) and hidden Markov renewal chains (HMRCs). A simple formula is presented for the evaluation of the DTIHT along with its statistical estimator for both SMCs and HMRCs. In addition, the asymptotic properties of the estimators are proved, including strong consistency and asymptotic normality. In chapter 6, a comparison between HMMs and HSMMs in a Markov and a semi-Markov framework is given in order to highlight possible differences in their stochastic behavior partially governed by their transition probability matrices. Basic results are presented in the general case where specific distributions are assumed for sojourn times as well as in the special case concerning the models applied in the previous chapters, where the sojourn time distributions are estimated non-parametrically. The impact of the differences is observed through the calculation of the mean value and the variance of the number of steps that the Markov chain (HMM case) and the EMC (HSMM case) need to make for visiting for the first time a particular state. Finally, Chapter 7 presents concluding remarks, perspectives and future work.

Dans le premier chapitre, la notion d'évaluation des risques sismiques est définie et les caractéristiques sismotectoniques de la région d'étude sont brièvement présentés. Un examen rigoureux des modèles stochastiques, appliqués au domaine de la sismologie est fourni. Dans le chapitre 2, différents modèles semi-Markoviens sont développés pour étudier la sismicité des îles Ioniennes centrales ainsi que le Nord de la mer Egée (Grèce). Les quantités telles que le noyau semi-Markovien et les probabilités de destination sont évaluées, en considérant que les temps de séjour suivent les distributions géométrique, discrète Weibull et Pareto. Des résultats utiles sont obtenus pour l'estimation de la sismicité. Dans le troisième chapitre un nouvel algorithme de Viterbi pour les modèles semi-Markoviens cachés est construit, dont la complexité est une fonction linéaire du nombre d'observations et une fonction quadratique du nombre d'états cachés, la plus basse existante dans la littérature. Une extension de ce nouvel algorithme est développée pour le cas où une observation dépend de l'état caché correspondant, mais aussi de l'observation précédente (cas SM1-M1). Dans le chapitre 4 les modèles semi-Markoviens cachés sont appliquées pour étudier la sismicité du Nord et du Sud de la mer Égée. La séquence d'observation est constituée des magnitudes et des positions d’un tremblement de terre et le nouvel algorithme de Viterbi est mis en œuvre afin de décoder les niveaux des tensions cachés qui sont responsables pour la sismogenèse. Les phases précurseurs (variations des tensions cachées) ont été détectées en avertissant qu’un tremblement de terre pourrait se produire. Ce résultat est vérifié pour 70 sur 88 cas (le score optimal). Les temps de séjour du processus caché étaient supposés suivre les distributions Poisson, logarithmique ou binomiale négative, tandis que les niveaux de tensions cachés ont été classés en 2, 3 ou 4 états. Les modèles de Markov caché ont également été adaptés sans présenter des résultats intéressants concernant les phases précurseurs. Dans le chapitre 5 un algorithme de Viterbi généralisé pour les modèles semi-Markoviens cachés, est construit dans le sens que les transitions au même état caché sont autorisées et peuvent également être décodées. De plus, une extension de cet algorithme généralisé dans le contexte SM1-M1 est présentée. Dans le chapitre 6 nous modifions de manière convenable le modèle Cramér-Lundberg y compris des sinistres négatifs et positifs, afin de décrire l'évolution avec le temps des changements de contraintes de Coulomb (valeurs ΔCFF) calculées pour sept épicentres (M ≥ 6) du Nord de la mer Egée. Formules pour les probabilités de ruine sont définies sous une forme générale. Corollaires sont également formulés pour la distribution exponentielle et Pareto. L'objectif est de mettre en lumière la question suivante qui pose la problématique dans la Sismologie: Au cours d'une année pourquoi un tremblement de terre s’est produit dans une position précise et pas dans une autre position, aux régions sismotectoniquement homogènes ayant valeurs ΔCFF positives. Les résultats montrent que les nouvelles formules de probabilité peuvent contribuer à répondre au problème susmentionné. / In the first chapter the definition of the seismic hazard assessment is provided, the seismotectonic features of the study areas are briefly presented and the already existing mathematical models applied in the field of Seismology are thoroughly reviewed. In chapter 2, different semi-Markov models are developed for studying the seismicity of the areas of the central Ionian Islands and the North Aegean Sea (Greece). Quantities such as the kernel and the destination probabilities are evaluated, considering geometric, discrete-Weibull and Pareto distributed sojourn times. Useful results are obtained for forecasting purposes. In the third chapter a new Viterbi algorithm for hidden semi-Markov models is developed, whose complexity is a linear function of the number of observations and a quadratic function of the number of hidden states, the lowest existing in the literature. Furthermore, an extension of this new algorithm is introduced for the case that an observation depends on the corresponding hidden state but also on the previous observation (SM1-M1 case). In chapter 4, different hidden semi-Markov models (HSMMs) are applied for the study of the North and South Aegean Sea. The earthquake magnitudes and locations comprise the observation sequence and the new Viterbi algorithm is implemented in order to decode the hidden stress field associated with seismogenesis. Precursory phases (variations of the hidden stress field) were detected warning for an anticipated earthquake occurrence for 70 out of 88 cases (the optimal model’s score). The sojourn times of the hidden process were assumed to follow Poisson, logarithmic or negative binomial distributions, whereas the hidden stress levels were classified into 2, 3 or 4 states. HMMs were also adapted without presenting significant results as for the precursory phases. In chapter 5 a generalized Viterbi algorithm for HSMMs is constructed in the sense that now transitions to the same hidden state are allowed and can also be decoded. Furthermore, an extension of this generalized algorithm in the SM1-M1 context is given. In chapter 6 we modify adequately the Cramér-Lundberg model considering negative and positive claims, in order to describe the evolution in time of the Coulomb failure function changes (ΔCFF values) computed at the locations of seven strong (M ≥ 6) earthquakes of the North Aegean Sea. Ruin probability formulas are derived and proved in a general form. Corollaries are also formulated for the exponential and the Pareto distribution. The aim is to shed light to the following problem posed by the seismologists: During a specific year why did an earthquake occur at a specific location and not at another location in seismotectonically homogeneous areas with positive ΔCFF values (stress enhanced areas). The results demonstrate that the new probability formulas can contribute in answering the aforementioned question.

An understanding of Input/Output data access patterns of applications is useful in several situations. First, gaining an insight into what applications are doing with their data at a semantic level helps in designing efficient storage systems. Second, it helps to create benchmarks that mimic realistic application behavior closely. Third, it enables autonomic systems as the information obtained can be used to adapt the system in a closed loop. All these use cases require the ability to extract the application-level semantics of I/O operations. Methods such as modifying application code to associate I/O operations with semantic tags are intrusive. It is well known that network file system traces are an important source of information that can be obtained non-intrusively and analyzed either online or offline. These traces are a sequence of primitive file system operations and their parameters. Simple counting, statistical analysis or deterministic search techniques are inadequate for discovering application-level semantics in the general case, because of the inherent variation and noise in realistic traces. In this paper, we describe a trace analysis methodology based on Profile Hidden Markov Models. We show that the methodology has powerful discriminatory capabilities that enables it to recognize applications based on the patterns in the traces, and to mark out regions in a long trace that encapsulate sets of primitive operations that represent higher-level application actions. It is robust enough that it can work around discrepancies between training and target traces such as in length and interleaving with other operations. We demonstrate the feasibility of recognizing patterns based on a small sampling of the trace, enabling faster trace analysis. Preliminary experiments show that the method is capable of learning accurate profile models on live traces in an online setting. We present a detailed evaluation of this methodology in a UNIX environment using NFS traces of selected commonly used applications such as compilations as well as on industrial strength benchmarks such as TPC-C and Postmark, and discuss its capabilities and limitations in the context of the use cases mentioned above.

This work presents a novel approach for the design of a predictive model of music that can be used to analyze and generate musical material that is highly context dependent. The system is based on an approach known as n-gram modeling, often used in language processing and speech recognition algorithms, implemented initially upon a framework of Variable-Length Markov Models (VLMMs) and then extended to Variable-Length Hidden Markov Models (VLHMMs). The system brings together various principles like escape probabilities, smoothing schemes and uses multiple representations of the data stream to construct a multiple viewpoints system that enables it to draw complex relationships between the different input n-grams, and use this information to provide a stronger prediction scheme. It is implemented as a MAX/MSP external in C++ and is intended to be a predictive framework that can be used to create generative music systems and educational and compositional tools for music. A formal quantitative evaluation scheme based on entropy of the predictions is used to evaluate the model in sequence prediction tasks on a database of tabla compositions. The results show good model performance for both the VLMM and the VLHMM while highlighting the expensive computational cost of higher-order VLHMMs.

Microsoft Kinect įrenginys išleistas tik 2010 metais. Jis buvo skirtas Microsoft Xbox 360 vaizdo žaidimų konsolei, vėliau 2012 metais buvo pristatytas Kinect ir Windows personaliniams kompiuteriams. Taigi tai palyginus naujas įrenginys ir aktualus šiai dienai. Daugiausiai yra sukurta kompiuterinių žaidimų, kurie naudoja Microsoft Kinect įrenginį, bet šį įrenginį galima panaudoti daug plačiau ne tik žaidimuose, viena iš sričių tai sportas, konkrečiau treniruotės, kurias būtų galima atlikti namuose. Šiuo metu pasaulyje yra programinės įrangos, žaidimų, sportavimo programų, kuri leidžia kontroliuoti treniruočių eigą sekdama ar žmogus teisingai atlieka treniruotėms numatytus judesius. Kadangi Lietuvoje panašios programinės įrangos nėra, taigi reikia sukurti įrangą, kuri leistų Lietuvos treneriams kurti treniruotes orientuotas į šio įrenginio panaudojimą. Šio darbo pagrindinis tikslas yra atlikti Kinect įrenginiui skirtų gestų atpažinimo algoritmų tyrimą, kaip tiksliai jie gali atpažinti gestus ar gestą. Pagrindinis dėmesys skiriamas šiai problemai, taip pat keliami, bet netyrinėjami kriterijai kaip atpažinimo laikas, bei realizacijos sunkumas. Šiame darbe sukurta programa, judesius bei gestus atpažįsta naudojant Golden Section Search algoritmą. Algoritmas palygina du modelius ar šablonus, ir jei neranda atitikmens, tai pirmasis šablonas šiek tiek pasukamas ir lyginimo procesas paleidžiamas vėl, taipogi tam tikro kintamojo dėka galime keisti algoritmo tikslumą. Taipogi... [toliau žr. visą tekstą] / Microsoft Kinect device was released in 2010. It was designed for Microsoft Xbox 360 gaming console, later on in 2012 was presented Kinect device for Windows personal computer. So this device is new and current. Many games has been created for Microsoft Kinect device, but this device could be used not only in games, one of the areas where we can use it its sport, specific training, which can be performed at home. At this moment in world are huge variety of games, software, training programs which allows user to control training course by following a person properly perform training provided movements. Since in Lithuania similar software is not available, so it is necessary to create software that would allow Lithuania coaches create training focused on the use of this device. The main goal of this work is to perform research of the Kinect device gesture recognition algorithms to study exactly how they can recognize gestures or gesture. It will focus on this issue mainly, but does not address the criteria for recognition as the time and difficulty of realization. In this paper, a program that recognizes movements and gestures are using the Golden section search algorithm. Algorhithm compares the two models or templates, and if it can not find a match, this is the first template slightly rotated and comparison process is started again, also a certain variable helping, we can modify the algorithm accuracy. Also for comparison we can use Hidden Markov models algorhithm received... [to full text]

The document is my habilitation thesis, which is a prerequisite for obtaining the "habilitation à diriger des recherche (HDR)" in France (https://fr.wikipedia.org/wiki/Habilitation_universitaire#En_France). The thesis is of cumulative form, thus providing an overview of my published works until summer 2013.