Similarity (signal processing)

Last updated

Similarity between two different signals is important in the field of signal processing. Below are some common methods for calculating similarity.

Contents

For instance, let's consider two signals represented as and , where and .

Maximum error (ME)

Measuring the maximum magnitude of the difference between two signals. Maximum error is useful for assessing the worst-case scenario of prediction accuracy

Mean squared error (MSE)

Measuring the average squared difference between two signals. Unlike the maximum error, mean squared error takes into account the overall magnitude and spread of errors, offering a comprehensive assessment of the difference between the two signals. [1]

Normalized mean square error (NMSE)

NMSE is an extension of MSE. It is calculated by normalizing the MSE with the signal power, enabling fair comparisons across different datasets and scales.

Root-mean-square deviation (RMSE)

Root-mean-square deviation is derived from MSE by taking the square root of the MSE. It downscale the MSE, providing a more interpretable and comparable measure for better understanding for outcome.

Normalized root-mean-square error (NRMSE)

An extension of RMSE, which allows for signal comparisons between different datasets and models with varying scales.

Signal-to-noise ratio (SNR)

In signal processing, signal-to-noise ratio is calculated as the ratio of signal power to noise power, typically expressed in decibels. A high SNR indicates a clear signal, while a low SNR suggests that the signal is corrupted by noise. In this context, the signal MSE can be considered as noise, and the similarity between two signals can be viewed as the equation below:

Peak signal-to-noise ratio (PSNR)

Peak signal-to-noise ratio is a metric used to measure the maximum power of a signal to the noise. It is commonly used in image signals because the pixel intensity in an image does not directly represent the actual signal value. Instead, the pixel intensity corresponds to color values, such as white being represented as 255 and black as 0

-Norm

A mathematical concept used to measure the distance between two vectors. In signal processing, the L-norm is employed to quantify the difference between two signals. The L1-norm corresponds to the Manhattan distance, while the L2-norm corresponds to the Euclidean distance .

Structural similarity (SSIM)

Structural similarity is a similarity metric specifically designed for measuring the similarity between two image signals. Unlike other similarity measures, SSIM leverages the strong interdependencies between neighboring pixels, providing a measure that closely aligns with human visual perception and feeling of similarity. [1]

with:
  • the pixel sample mean of ;
  • the pixel sample mean of ;
  • the variance of ;
  • the variance of ;
  • the covariance of and ;
  • , two variables to stabilize the division with weak denominator;
  • the dynamic range of the pixel-values (typically this is );
  • and by default.

Related Research Articles

<span class="mw-page-title-main">Normal distribution</span> Probability distribution

In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is The parameter is the mean or expectation of the distribution, while the parameter is the variance. The standard deviation of the distribution is (sigma). A random variable with a Gaussian distribution is said to be normally distributed, and is called a normal deviate.

<span class="mw-page-title-main">Pauli matrices</span> Matrices important in quantum mechanics and the study of spin

In mathematical physics and mathematics, the Pauli matrices are a set of three 2 × 2 complex matrices that are traceless, Hermitian, involutory and unitary. Usually indicated by the Greek letter sigma, they are occasionally denoted by tau when used in connection with isospin symmetries.

<span class="mw-page-title-main">Allan variance</span> Measure of frequency stability in clocks and oscillators

The Allan variance (AVAR), also known as two-sample variance, is a measure of frequency stability in clocks, oscillators and amplifiers. It is named after David W. Allan and expressed mathematically as . The Allan deviation (ADEV), also known as sigma-tau, is the square root of the Allan variance, .

<span class="mw-page-title-main">Pareto distribution</span> Probability distribution

The Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, is a power-law probability distribution that is used in description of social, quality control, scientific, geophysical, actuarial, and many other types of observable phenomena; the principle originally applied to describing the distribution of wealth in a society, fitting the trend that a large portion of wealth is held by a small fraction of the population. The Pareto principle or "80-20 rule" stating that 80% of outcomes are due to 20% of causes was named in honour of Pareto, but the concepts are distinct, and only Pareto distributions with shape value of log45 ≈ 1.16 precisely reflect it. Empirical observation has shown that this 80-20 distribution fits a wide range of cases, including natural phenomena and human activities.

<span class="mw-page-title-main">Log-normal distribution</span> Probability distribution

In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed. Thus, if the random variable X is log-normally distributed, then Y = ln(X) has a normal distribution. Equivalently, if Y has a normal distribution, then the exponential function of Y, X = exp(Y), has a log-normal distribution. A random variable which is log-normally distributed takes only positive real values. It is a convenient and useful model for measurements in exact and engineering sciences, as well as medicine, economics and other topics (e.g., energies, concentrations, lengths, prices of financial instruments, and other metrics).

In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator measures the average of the squares of the errors—that is, the average squared difference between the estimated values and the actual value. MSE is a risk function, corresponding to the expected value of the squared error loss. The fact that MSE is almost always strictly positive is because of randomness or because the estimator does not account for information that could produce a more accurate estimate. In machine learning, specifically empirical risk minimization, MSE may refer to the empirical risk, as an estimate of the true MSE.

In information geometry, the Fisher information metric is a particular Riemannian metric which can be defined on a smooth statistical manifold, i.e., a smooth manifold whose points are probability measures defined on a common probability space. It can be used to calculate the informational difference between measurements.

In probability theory and statistics, the generalized extreme value (GEV) distribution is a family of continuous probability distributions developed within extreme value theory to combine the Gumbel, Fréchet and Weibull families also known as type I, II and III extreme value distributions. By the extreme value theorem the GEV distribution is the only possible limit distribution of properly normalized maxima of a sequence of independent and identically distributed random variables. that a limit distribution needs to exist, which requires regularity conditions on the tail of the distribution. Despite this, the GEV distribution is often used as an approximation to model the maxima of long (finite) sequences of random variables.

<span class="mw-page-title-main">Rice distribution</span> Probability distribution

In probability theory, the Rice distribution or Rician distribution is the probability distribution of the magnitude of a circularly-symmetric bivariate normal random variable, possibly with non-zero mean (noncentral). It was named after Stephen O. Rice (1907–1986).

The structural similarityindex measure (SSIM) is a method for predicting the perceived quality of digital television and cinematic pictures, as well as other kinds of digital images and videos. It is also used for measuring the similarity between two images. The SSIM index is a full reference metric; in other words, the measurement or prediction of image quality is based on an initial uncompressed or distortion-free image as reference.

<span class="mw-page-title-main">Electromagnetic stress–energy tensor</span>

In relativistic physics, the electromagnetic stress–energy tensor is the contribution to the stress–energy tensor due to the electromagnetic field. The stress–energy tensor describes the flow of energy and momentum in spacetime. The electromagnetic stress–energy tensor contains the negative of the classical Maxwell stress tensor that governs the electromagnetic interactions.

<span class="mw-page-title-main">Covariant formulation of classical electromagnetism</span> Ways of writing certain laws of physics

The covariant formulation of classical electromagnetism refers to ways of writing the laws of classical electromagnetism in a form that is manifestly invariant under Lorentz transformations, in the formalism of special relativity using rectilinear inertial coordinate systems. These expressions both make it simple to prove that the laws of classical electromagnetism take the same form in any inertial coordinate system, and also provide a way to translate the fields and forces from one frame to another. However, this is not as general as Maxwell's equations in curved spacetime or non-rectilinear coordinate systems.

<span class="mw-page-title-main">Folded normal distribution</span> Probability distribution

The folded normal distribution is a probability distribution related to the normal distribution. Given a normally distributed random variable X with mean μ and variance σ2, the random variable Y = |X| has a folded normal distribution. Such a case may be encountered if only the magnitude of some variable is recorded, but not its sign. The distribution is called "folded" because probability mass to the left of x = 0 is folded over by taking the absolute value. In the physics of heat conduction, the folded normal distribution is a fundamental solution of the heat equation on the half space; it corresponds to having a perfect insulator on a hyperplane through the origin.

In statistics, the multivariate t-distribution is a multivariate probability distribution. It is a generalization to random vectors of the Student's t-distribution, which is a distribution applicable to univariate random variables. While the case of a random matrix could be treated within this structure, the matrix t-distribution is distinct and makes particular use of the matrix structure.

Expected shortfall (ES) is a risk measure—a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. The "expected shortfall at q% level" is the expected return on the portfolio in the worst of cases. ES is an alternative to value at risk that is more sensitive to the shape of the tail of the loss distribution.

A ratio distribution is a probability distribution constructed as the distribution of the ratio of random variables having two other known distributions. Given two random variables X and Y, the distribution of the random variable Z that is formed as the ratio Z = X/Y is a ratio distribution.

In probability and statistics, the Hellinger distance is used to quantify the similarity between two probability distributions. It is a type of f-divergence. The Hellinger distance is defined in terms of the Hellinger integral, which was introduced by Ernst Hellinger in 1909.

The term generalized logistic distribution is used as the name for several different families of probability distributions. For example, Johnson et al. list four forms, which are listed below.

<span class="mw-page-title-main">Normal-inverse-gamma distribution</span>

In probability theory and statistics, the normal-inverse-gamma distribution is a four-parameter family of multivariate continuous probability distributions. It is the conjugate prior of a normal distribution with unknown mean and variance.

Experimental uncertainty analysis is a technique that analyses a derived quantity, based on the uncertainties in the experimentally measured quantities that are used in some form of mathematical relationship ("model") to calculate that derived quantity. The model used to convert the measurements into the derived quantity is usually based on fundamental principles of a science or engineering discipline.

References

  1. 1 2 Zhou, Wang; Bovik, Alan C. (January 2009). "Mean squared error: Love it or leave it? A new look at Signal Fidelity Measures" (PDF). IEEE Signal Processing Magazine. 26 (1): 98–117. Bibcode:2009ISPM...26...98W. doi:10.1109/MSP.2008.930649 . Retrieved 9 December 2024.