Order statistic filter banks

Filter banks play a major role in multirate signal processing where these have been successfully used in a variety of applications. In the past, filter banks have been developed within the framework of linear filters. It is well known, however, that linear filters may have less than satisfactory performance whenever the underlying processes are non-Gaussian. We introduce the nonlinear class of order statistic (OS) filter banks that exploit the spectral characteristics of the input signal as well as its rank-ordering structure. The attained subband signals provide frequency and rank information in a localized time interval. OS filter banks can lead to significant gains over linear filter banks, particularly when the input signals contain abrupt changes and details, as is common with image and video signals. OS filter banks are formed using traditional linear filter banks as fundamental building blocks. It is shown that OS filter banks subsume linear filter banks and that the latter are obtained by simple linear transformations of the former. To illustrate the properties of OS filter banks, we develop simulations showing that the learning characteristics of the LMS algorithm, which are used to optimize the weight taps of OS filters, can be significantly improved by performing the adaptation in the OS subband domain.