Compressed Sensing of Multichannel EEG Signals: The Simultaneous Cosparsity and Low-Rank Optimization
Compressed Sensing of Multichannel EEG Signals: The Simultaneous Cosparsity and Low-Rank Optimization
Compressed Sensing of Multichannel EEG Signals: The Simultaneous Cosparsity and Low-Rank Optimization
8, AUGUST 2015
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I. INTRODUCTION
IRELESS body sensor networks take spatially distributed sensors to acquire physiological signals, and
transmit them over wireless links to a central unit for signal
processing [1]. The electroencephalogram (EEG) signal is one
of the most frequently used biomedical signals. It has important
applications in medical healthcare, braincomputer interfacing,
and so on [2]. Continuous EEG monitoring usually requires large
amount of data to be sampled and transmitted, which leads to
large size of batteries. The recording unit of the wireless portable
EEG systems is powered with batteries, and the physical size
of the batteries sets the overall device size and operational lifetime. A physically too large device would not be portable; and
excessive battery power consumption would make the long time
wireless recording very hard [3][5].
Compressed sensing (CS) was proposed to deal with this challenge. Rather than first sample, the analog signal at Nyquist rate
and discard most in the compression, it directly acquires the digital compressed measurements at a lower sampling rate, and recovers the digital signals by nonlinear algorithms from the compressed measurements [6]. CS relies on the assumption that the
signal vector x is compressed by a random matrix RM N
(measurement or sampling matrix) in discrete form as [6], [7]
y = x
(1)
(2)
(3)
subject to y =
where 0 is the pseudo-0 norm that counts the number
of nonzero entries, i.e., 0 = #{n = 0, n = 1, 2, . . . , N }.
The signal x is called K-sparse when the number of nonzero
entries is K. Most of the current methods for biomedical signal
recovery from compressed samples are based on the solution
of the 0 programming problem (3), such as, basis pursuit,
orthogonal matching pursuit (OMP), iterative hard thresholding
(IHT), etc., [4], [8], [9]. Besides, [5] found that some EEG
signals are not sparse in any sparse transformed domains, and
proposed to exploit block-sparsity by block sparse Bayesian
learning (BSBL) to recover EEG signals [5].
Contrary to the traditional sparse or block-sparse signal
model, the cosparse signal model uses an analysis operator multiplying the measurement to produce a sparse vector [10]
= x
Q N
(4)
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the multichannel EEG signals from the complete digital measurement, [18] used a wavelet-based volumetric coding method,
while [19] exploited the low-rank structure in matrix/tensor form
and achieved better performance.
Since most of the multichannel EEG signals are more or less
correlated with each other, the low-rank structure-based compression method motivates the use of low-rank data structure
in CS of multichannel EEG signals too. The multichannel EEG
signals are put columnwise into a matrix. Our EEG data analysis finds that the newly formed EEG data matrix has only a few
nonzero singular values.
In this paper, the second-order difference matrix is chosen to
be the cosparse analysis dictionary, which tries to enforce the
approximate piecewise linear structure. Exploiting additionally
the low-rank structure, we can further enhance the signal recovery performance by exploiting the cosparsity of single-channel
EEG signals and the low-rank property of multichannel EEG
signals simultaneously in the framework of multistructure CS.
The 0 norm and Schatten-0 norm-based optimization model
is used to encourage cosparsity and low-rank structure in the
reconstructed signals. Two methods are proposed to solve the
multicriteria optimization problem. One relaxes it to a convex
optimization; and the other one transforms it into a global consensus optimization problem. The alternating direction method
of multipliers (ADMM) is used to solve it efficiently. The convergence and computational complexity are briefly analyzed. In
numerical experiments, a group of real-life EEG data is used
to test the algorithms performance of both single-channel and
multichannel EEG signal recovery methods. Numerical results
show that the cosparse signal recovery method and simultaneous cosparsity and low-rank (SCLR) optimization achieve
the best performance in term of mean squared error (MSE) and
mean cross-correlation (MCC) in single-channel and multichannel EEG signal recovery respectively.
The rest of the paper is organized as follows. Section II
presents an optimization model to exploit both cosparsity and
low-rank data structures to recover the EEG signals. In Section
III, two methods are given to solve the optimization problem,
i.e., convex relaxation and ADMM. In Section IV, numerical
experiments are used to demonstrate the proposed methods
performance improvement. Section V draws the conclusion.
II. SCLR OPTIMIZATION MODEL
The optimization model for cosparse signal recovery can be
formulated as [10]
minimize x0
x
(5)
subject to y = x.
Here, we call (5) the analysis L0 optimization. When the EEG
system records R channels simultaneously, the extension of analysis L0 optimization to multichannel data is
minimize vec (X)0
X
subject to Y = X
(6)
LIU et al.: COMPRESSED SENSING OF MULTICHANNEL EEG SIGNALS: THE SIMULTANEOUS COSPARSITY AND LOW-RANK OPTIMIZATION
constraints can also be expressed via LMIs using Schur complements [23]. The obtained optimization model is
minimize 1T e + 2f
X,e0, f 0
subject to Y=X
e vec (X) e
(7)
subject to Y = X
where XSchatten0 is the Schatten-0 norm that counts the
number of the nonzero singular values of X [20]. A variety of
methods to solve it can be found in [21].
Motivated by the fact that many EEG signals have both
cosparsity and low-rank structure, we propose to simultaneously
exploit these two data structures in multichannel EEG signal reconstruction from the compressed measurement. Both 0 norm
and Schatten-0 norm-based constraints are used in the optimization model. Combining with the linear data fitting constraint, we
can formulate the SCLR optimization model as follows:
minimize vec (X)0 + XSchatten0
X
(8)
subject to Y = X.
III. SOLUTIONS
XT
0
B. ADMM
Besides the classical SDP, another method, called ADMM,
can be used to solve the SCLR optimization [25]. With individual constraints on the same variables in each constraint, (9)
can be rewritten into a global consensus optimization with local
variables Xi , i = 1, 2 and a common global variable X as
minimize vec (X1 )1 + X2
X 1 ,X 2 ,X
(12)
subject to X = X1 ; X = X2 ; Y = X.
Here, the new constraints are that all the local variables should
be equal. It is equivalent to
minimize vec (X1 )1 + X2
X 1 ,X 2 ,X
X
1 ; Y=
X
2
subject to Y=
where
=
Y
(9)
subject to Y = X.
(13)
(14)
X,e0, f 0
subject to Y=X
X f
(11)
A. Convex Relaxation
To solve the SCLR optimization (8), one classical way relaxes
the nonconvex 0 norm and Schatten-0 norm into convex 1 norm
and Schatten-1 norm, respectively, where the
1 norm sums all
the absolute values of the entries, i.e., x1 = N
n =1 |xn |. The
Schatten-1 norm is called nuclear norm too, and sums all the singular values of the data matrix, i.e., XSchatten1 = X =
m in(N ,P )
n . The newly formed convex simultaneous cosparn =1
sity and low-rank optimization model can be formulated as
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(10)
e vec (X) e,
where 1 RQ R 1 is a column vector with all the entries
being 1.
The nuclear norm constraint can be replaced by its linear matrix inequality (LMI) equivalent; and the approximation
=
.
(15)
I
The corresponding augmented Lagrangian of (13) is
L (X1 , X2 ; Z1 , Z2 ) = vec (X1 )1 + X2
X
1 + vec(Z2 )T vec Y
X
2
+ vec(Z1 )T vec Y
X
1 2 + Y
X
2 2
+ 2 Y
2
F
F
(16)
where > 0, Z1 and Z2 are dual variables. The resulting
ADMM algorithm in the scaled dual form is the following:
: = arg min
Xt+1
1
X1
t1 2 (17)
vec (X1 )1 + Y
X1 + U
F
2
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time can be decreased. Previous experience shows that a few iterations will often produce acceptable results of practical use.
IV. NUMERICAL EXPERIMENTS
Xt+1
: = arg min
2
Xt+1
Ut+1
1
Ut+1
2
X2
Y
X
2 + U
t2 2
F
2
1 t+1
X1 + Xt+1
=
2
2
= Ut1 + Xt+1
Xt1
1
= Ut2 + Xt+1
Xt2
2
X2 +
(18)
(19)
(20)
(21)
l X
F
(24)
MSE =
LN R
SSR =
l=1
where X is the true EEG data with R channels and each channel
l is its estimate in the lth experiment, and L is
has length N, X
l are normalized by
the number of experiments. Both X and X
their Frobenius norms, respectively. When R = 1, the matrix X
is degenerated into a vector x. In that case, MSE can be used to
evaluate single-channel EEG signal reconstruction evaluation.
The MSE has variants of other equivalent forms, such as mean
L2 error [29], percent of root-mean-square difference [4].
Another evaluation function is the MCC. It is equivalent to
the Structural SIMilarity index, which measures the similarity
of two waveforms [4], [5], [30]. It can be formulated as
l
L vec(X)T vec X
.
(25)
MCC =
LXF X
l
l=1
F
LIU et al.: COMPRESSED SENSING OF MULTICHANNEL EEG SIGNALS: THE SIMULTANEOUS COSPARSITY AND LOW-RANK OPTIMIZATION
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method for SCLR optimization, ADMM for SCLR optimization have similar accuracy performance, and they outperform
the other ones in accuracy. Comparing the speed of these two
solutions for SCLR optimization, the ADMM for SCLR optimization is faster. In Fig. 3(c), we can see that the greedy
algorithms SOMP and SGAP are much faster than the rest. But
LIU et al.: COMPRESSED SENSING OF MULTICHANNEL EEG SIGNALS: THE SIMULTANEOUS COSPARSITY AND LOW-RANK OPTIMIZATION
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Sabine Van Huffel (M96A96SM99F09) received the M.D. degree in computer science engineering, the M.D. degree in biomedical engineering,
and the Ph.D. degree in electrical engineering from
KU Leuven, Leuven, Belgium, in June 1981, July
1985, and June 1987, respectively.
She is currently a Full Professor at the Department of Electrical Engineering, KU Leuven. Her research interests include numerical (multi)linear algebra and software, system identification, parameter
estimation, and biomedical data processing.