$3. . , v .. «A 2:. «than. . «w? fink, flfir‘rmln in .2 . (32:? :n. . 1.1 a furl {hula - .1 3 _,. .% . “ragga. .- 2‘ 9!. .1 31a 5.5%?(3. AI... :rz: €15, Jii. 32m... . :5 1 ~ 3 \I‘r rifi‘r {Cr a £9.91. 1.1. .a .fikmvnuh 15.11.. 3...! . he; a" .11.»: 3 Luna». 91.3.er vi 5h .. .. 2‘. x... 5‘57... Ii . ‘ ”Mu Antfiufii ufiws .: f .6! ..l.. 1.. &Dfl This is to certify that the dissertation entitled IMAGE WATERMARKING IN THE TIME-FREQUENCY DOMAIN presented by MAHMOOD ALAYA AL-KHASSAWENEH has been accepted towards fulfillment of the requirements for the Doctoral degree in Electrical and Computer Engineering Major Professor’s Signature oS/H/o} Date MSU is an affinnative-action, equal-opportunity employer —«-»-.-t—.—--.-._.-------—--.--._.— _.-.-.-.-.-.—.— —~.-A—.-.--»—- - —..—.—.--—-—-—-.—.-¢--—-.- - PLACE IN RETURN BOX to remove this checkout from your record. TO AVOID FINES return on or before date due. MAY BE RECALLED with earlier due date if requested. DATE DUE DATE DUE DATE DUE 6/07 p:/CIRC/Date0ue.indd-p.1 IMAGE WATERMARKING IN THE TIME-FREQUEN CY DOMAIN By Mahmood Alaya Al-khassaweneh A DISSERTATION Submitted to Michigan State University in partial fulfillment of the requirements for the degree of DOCTOR OF PHILOSOPHY Electrical and Computer Engineering 2007 ABSTRACT IMAGE WATERMARKIN G IN THE TIME-FREQUEN CY DOMAIN By Mahmood Alaya Al-khassaweneh With the fast development of the internet and multimedia tools in the past decade, the access and the unauthorized reproduction of digital data has become easier and widespread. The ease of access to digital data brings with itself the challenge of content protection. One way to address this problem is through digital watermark- ing, which has become an important tool in copyright protection applications. The watermarking algorithms proposed so far, focus on time or frequency domain rep- resentations of the image. There have been only a few attempts to utilize the joint time-frequency (spatial-spectral) characteristics of an image for watermarking. These time-frequency domain watermarking attempts were mainly focused on detecting the watermark rather than extracting it and did not provide a theoretical framework for the performance analysis of the watermarking algorithms. In this dissertation, we introduce three new image watermarking schemes in the joint time-frequency domain to address these issues in image watermarking. The first two methods embed the watermark in the time-frequency domain of the image us- ing Wigner distribution. Two different methods for embedding the watermark in the Wigner distribution are introduced; the Time-Wigner method where the watermark is embedded directly into the Wigner distribution of the image, and the Wigner- Wigner method where the Wigner distribution of the watermark is embedded in the Wigner distribution of the image. The performance of the embedding algorithms and the corresponding watermark detectors are analyzed. It is shown that embedding in the time—frequency domain is equivalent to a non-linear embedding function in the spatial domain. The third watermarking approach in the time—frequency domain uses the local autocorrelation function of the image. The local autocorrelation function for a subset of pixels chosen from the image is computed and the watermark is em- bedded in the selected locations of the autocorrelation function. A blind detection algorithm is derived and its performance is quantified by deriving the probability of error. The proposed algorithm is shown to be transparent and robust under attacks. A comparison of the proposed methods with a discrete wavelet transform (DWT) do— main based or/ and spread spectrum (SS) methods is illustrated through simulations. The detailed analysis of the proposed time-frequency watermarking algorithms shows that looking at this joint domain improves watermarking capacity and robustness compared to existing methods. To my wife and beloved parents iv ACKNOWLEDGMENTS First and foremost, I would like to express my sincere thankfulness to my parents Alaya and Jamilah Al-khassaweneh for their unconditional support, love, and caring which helped me with the journey of life and graduate studies with humility and honesty. I am also grateful to my wife Esraa Al-Sharoa for her encouragement, advice and patience. Her support kept me working hard to achieve this. I would also like to thank my little son Ahmad, who kept me awake all night studying. I would also like to express my gratitude to all my brothers, sisters, and my family in-law for their sincere wishes and encouragement. Especial thanks to my brother Mazin khasawneh, his wife Manar, and their daughter Leen for the help, guidance, and being the best friends. This dissertation would not have been possible without the able guidance and valu- able comments and inputs from my advisor Dr. Selin Aviyente. Dr. Selin Aviyente gave me a break from my mundane life as a programmer and software engineer into the challenging and interesting world of science and engineering. I am grateful for her intellectual and financial support, inspiration, freedom of work, invaluable advice and the trust that gave me the confidence to make the right decisions throughout my graduate studies. My advisor, Dr. Selin Aviyente is not only great visionary scientist with renowned reputation, but she is also very kind and gentle individual I have known. In addition, I am very grateful to my committee members: Dr. Huyder Radha, Dr. John Deller, and Dr. Anil Jain for their guidance and for teaching me many useful courses in electrical and computer engineering. TABLE OF CONTENTS LIST OF TABLES ................................. ix LIST OF FIGURES ................................ x CHAPTER 1 Introduction ..................................... 1 1.1 General Scheme .............................. 2 1.2 Visible and Invisible Watermarks .................... 3 1.3 Applications ................................ 5 1.4 Requirements ............................... 6 1.5 Domains used for Image Watermarking ................. 7 1.6 Performance Measures .......................... 10 CHAPTER 2 Watermarking in the Time-Frequency Domain .................. 12 2.1 Background On Time-Frequency Distributions ............. 13 2.2 Previous Work on Image Watermarking in the Time-Frequency Domain 16 2.3 Contributions of this Dissertation .................... 18 CHAPTER 3 The Time-Wigner Watermarking Method .................... 20 3.1 Watermark Embedding .......................... 21 3.2 Error Introduced in the Inversion Process ................ 25 3.3 Watermark Detection for the Gaussian Case .............. 28 3.4 Watermark Detection for the Binary Watermark Sequence Case . . . 31 3.5 Simulation Results and Comparison ................... 34 3.5.1 The Choice of the Watermark Length .............. 36 3.5.2 Additive White Gaussian Noise (AWGN) ............ 37 3.5.3 Median Filtering ......................... 38 3.5.4 Rotation .............................. 40 3.5.5 JPEG Compression ........................ 41 3.5.6 Comparison between the Time-Wigner and the Spread Spec- trum Methods ........................... 42 3.6 Discussion ................................. 56 3.7 Summary ................................. 57 vi CHAPTER 4 The Wigner-Wigner Watermarking Method ................... 4.1 Watermark embedding .......................... 4.2 Error Introduced in the Inversion Process ................ 4.3 Watermark Detection for the Gaussian Case .............. 4.4 Watermark Detection for the Binary Watermark Sequence Case 4.5 Simulation Results and Comparison ................... 4.5.1 The Performance under AWGN, Median Filtering, Rotation, and JPEG Compression ..................... 4.5.2 Comparison between the Wigner-Wigner and the Wavelet Methods .............................. 4.6 Discussion ................................. 4.7 Summary ................................. CHAPTER 5 Watermarking in the autocorrelation domain ................... 5.1 Background ................................ 5.2 Watermark Embedding .......................... 5.3 5.4 5.5 5.6 5.7 Watermark Extraction .......................... Analysis of the Algorithm under Attacks ................ Simulation Results and Comparison ................... 5.5.1 Comparison between Autocorelation, Wavelet, and Spread Spectrum Methods ........................ 5.5.2 Results for the Binary Logo Case ................ Discussion ................................. Summary ................................. CHAPTER 6 A Comparative Study of The Three Proposed Time-Frequency Watermarking Methods ....................................... 6.1 6.2 Comparison between the Three Time-Frequency Domain Watermark- ing Methods ................................ 6.1.1 Computational Complexity .................... 6.1.2 Capacity .............................. 6.1.3 Non-Blind and Blind Detection ................. 6.1.4 Robustness ............................ Techniques for Performance Improvement ................ 6.2.1 Pseudo-random Watermark Generator ............. vii 60 61 64 68 70 71 73 79 80 82 83 85 89 92 94 97 102 105 107 109 109 112 112 113 113 116 116 6.2.2 Reference Watermark ....................... 118 CHAPTER 7 Conclusions and Future Work ........................... 121 7.1 Summary of the Dissertation ....................... 121 7.2 I‘Mture Work ................................ 122 APPENDICES ................................... 124 A2 Detector derivation for the Time-Wigner method ........... 125 A3 Detector derivation for the the Wigner-Wigner method ........ 127 BIBLIOGRAPHY ................................. 132 viii Table 1.1 Table 3.1 Table 3.2 Table 4.1 Table 4.2 Table 5.1 Table 5.2 Table 6.1 Table 6.2 LIST OF TABLES Summary of some well-known watermarking algorithms ...... The average Normalized Mean Square Error introduced by the ap- proximation of the Wigner distribution in Time-Wigner method. . Average bit error rate in detecting the watermark under different attacks using 100 different images. ................. The average Normalized Mean Square Error introduced by the ap- proximation of the Wigner distribution in Wigner-Wigner method. Average bit error rate in detecting the watermark under different attacks using 100 different images. ................. Average bit error rate in detecting the watermark under different attacks using 100 different images. ................. Bit error rate in detecting the watermark under different attacks for different values of c. ....................... A comparison between the Wigner-based methods and the auto- correlation method ........................... Bit error rate in detecting the watermark with and with out using pseudo-random watermark generator ................ ix 64 72 95 96 116 118 Figure 1.1 Figure 3.1 Figure 3.2 Figure 3.3 Figure 3.4 Figure 3.5 Figure 3.6 Figure 3.7 Figure 3.8 Figure 3.9 Figure 3.10 Figure 3.11 Figure 3.12 Figure 3.13 Figure 3.14 Figure 3.15 Figure 3.16 Figure 3.17 LIST OF FIGURES A general watermarking scheme. .................. The block diagram for the watermark embedding in the Time- Wigner method ............................. The average histogram for the difference of the two Wigner distri- butions in the Time-Wigner method. ................ PSN R versus number of bits. .................... The ROC curves for different watermark lengths. ......... The original Lena512 image ...................... The watermarked Lena512 image with PSNR=62dB. ....... The normalized correlation detector response for the Time- Wigner method applied to Lena512 image under AWGN with different PSNRs, a. PSNR=48.13dB,b. PSNR=28.13dB, c. PSNR=14.15dB, d. PSNR=8.13dB .................. The watermarked image degraded by AWGN (PSNR=14.15dB). . The probability of false alarm versus the threshold under AWGN with PSNR=28.18dB. ........................ The normalized correlation detector response for the Time—Wigner method applied to Lena512 image under median filtering with dif- ferent filter sizes, a. size=3 x 3,b. size=5 x 5, c. size=7 x 7, d. size=16 x 16. ............................. The watermarked image degraded by median filter of size 9 x 9. . The probability of false alarm versus the threshold under median filtering with filter size=4 x 4 ..................... The normalized correlation detector response for the Time-Wigner method applied to Lena5l2 image under rotation with different angles, a. degree=1°,b. degree=3°, c. degree=5°, d. degree=7°. . The watermarked image degraded by rotation of 7° ......... The probability of false alarm versus the threshold under rotation of 3°. ................................. The normalized correlation detector response for the Time-Wigner method applied to Lena5l2 image under JPEG compression with different compression ratios, a. CR=2,b. CR=8, c. CR=20, d. CR=37. ................................ The watermarked image degraded by JPEG compression with CR=37. ................................ 22 27 37 38 39 40 41 42 47 48 49 50 Figure 3.18 Figure 3.19 Figure 3.20 Figure 3.21 Figure 4.1 Figure 4.2 Figure 4.3 Figure 4.4 Figure 4.5 Figure 4.6 Figure 4.7 Figure 4.8 Figure 5.1 Figure 5.2 Figure 5.3 Figure 5.4 Figure 5.5 Figure 5.6 The probability of false alarm versus the threshold under JPEG compression with CR=20. ...................... Comparison between spread spectrum and Time-Wigner methods under AWGN .............................. Comparison between spread spectrum and T ime-Wigner methods under Median Filtering. Comparison between spread spectrum and Time-Wigner methods under JPEG compression. ...................... The block diagram for the watermark embedding in the Wigner- Wigner method ............................. The average histogram for the difference of the two Wigner distri- butions in the Wigner-Wigner method ................ PSNR versus number of bits. The watermarked Lena512 image with PSNR=80.2dB. ...... The normalized correlation detector response for the Wigner-Wigner method applied to Lena5l2 image under, a. AWGN=14.5dB,b. Median Filtering size=7 x 7, c. Rotations 1°, d. JPEG CR=20 ............................ Comparison between the DWT and Wigner-Wigner methods under AWGN. Comparison between the DWT and Wigner-Wigner methods under Median Filtering ............................ Comparison between the DWT and W igner—Wigner methods under JPEG compression ........................... The block diagram for the embedding algorithm for the autocorre- lation method. oooooooooooooooooooo oooooooooooooooooooooooooooooooo The block diagram for the watermark extraction algorithm for the autocorrelation method. The watermarked image with PSNR=44.5dB using c = 0.2 ..... Comparison between SS, DWT, and Autocorrelation methods un- der AWGN. Comparison between SS, DWT, and Autocorrelation methods un- der Median Filtering .......................... IIIIIIIIIIIIIIIIIIIIIIIIIIIIII Comparison between SS, DWT, and Autocorrelation methods un- der JPEG compression. OOOOOOOOOOOOOOOOOOOOOOO xi 52 53 54 55 66 67 73 74 75 77 78 86 91 97 99 100 Figure 5.7 Figure 5.8 Figure 5.9 Figure 6.1 Figure 6.2 Figure 6.3 Figure 6.4 The extracted logo under different attacks a- AWGN (PSNR=22.11dB), b— JPEG (CR=7.7), c- Rotation (7 degrees), and d— Median filtering (5 x 5). ................... The extracted logo after subsequent attacks of 1- AWGN (PSNR=28.13dB), 2- JPEG (CR=5), 3— Rotation (3 degrees), and 4- Median filtering (3 x 3) ....................... Comparison in computing the probability of error from the simu- lations and the analytical results in equation (5.27) ......... The normalized correlation detector response for the autocorrela- tion method with two embedded watermarks under AWGN with PSNR=22.1dB ............................. Comparison between Time—Wigner (TW), Wigner-Wigner (WW), and autocorrelation (AC) methods in terms of PSN R versus num- ber of watermark bits ........................ Comparison between Time-Wigner (TW), Wigner-Wigner (WW), and autocorrelation (AC) methods under AWGN attack ..... Comparison between using and not using the reference watermark for the Wigner-Wigner method under AWGN ............ xii 103 104 106 111 115 120 CHAPTER 1 INTRODUCTION The digital information revolution has brought profound changes in our lives. Along the many advantages, this revolution has also generated new challenges and new opportunities for innovation [1, 2]. The availability of powerful software and new devices, such as digital camera and camcorder, high quality scanners and printers, digital voice recorder, MP3 player and PDA, have reached consumers worldwide and enable them to create, manipulate, and enjoy the multimedia data. Internet and wireless network offer an easy way to deliver and exchange informa- tion. The security and fair use of the multimedia data, as well as the fast delivery of multimedia content to a variety of end users/devices are important, yet challenging issues. This ease of access to digital data brings with itself the challenge of content protection. Some common attacks on digital data include illegal access to the trans- mitted data, data content modification, and production and re-transmission of illegal copies. The solutions to these problems will not only contribute to our understanding of this fast moving complex technology, but will also offer new economic opportuni- ties to be explored. Watermarking and encryption techniques were developed in order to provide copyright protection for digital data. Encryption protects the data from piracy attacks during transmission and once the data is received and decrypted, it is no longer protected. On the other hand, watermarking embeds a secret watermark into the original data in a way such that it is always present [3]. Although the concept of watermarking (information hiding) has been mentioned thousands years ago [4], it did not see the light and the attention from researchers except in the past two decades. Research on watermarking has made considerable progress in recent years and attracted attention from both academia and industry. Techniques have been proposed for a variety of applications, including ownership protection, authentication, access control, and annotation [5]. Watermarking is also found useful as a general tool to send side information in multimedia communication for achieving additional functionalities or enhancing performance. Imperceptibility, robustness against moderate processing such as compression, and the ability to hide many hits are the basic but rather conflicting requirements for many data hiding applications. Several watermarking techniques have been proposed for different mul- timedia data, like image, video and audio signals [6, 7, 8, 9, 10, 11]. Each data type has it is own characteristics and is treated uniquely when it is watermarked [12, 13, 14, 15, 16]. The focus of this dissertation is on image watermarking. This chapter is organized as follows. In Section 1.1, the different stages in a general watermarking scheme are discussed. Types, applications, and requirements for the watermark are discussed in Sections 1.2 through 1.4. While Section 1.5 talks about the domains used for watermarking, Section 1.6 summarizes the major measures used to evaluate the performance of a given watermarking algorithm. 1 . 1 General Scheme A general watermarking scheme is illustrated in Figure 1.1. The main components in any watermarking scheme are the encoder and the decoder. The encoder embeds the watermark, to, inside the original image, I , using an embedding function, E, to produce the watermarked image, f. Mathematically this can be represented by, i: E(I,w), (1.1) where the embedding function, E, can operate in the spatial domain or some trans- form domain and can have additive or multiplicative form. On the other hand, the decoder, D, tries to extract or detect the original watermark from the watermarked image, which is possibly corrupted by attacks, a = D(i,1), (1.2) where the decoder may or may not use the original image for detecting or extracting the watermark. Depending on the nature of the embedder and the way the watermark is inserted, the watermark may be extracted in the exact form or may be detected. Detecting the watermark can verify the ownership, while extracting it can prove the ownership. 1.2 Visible and Invisible Watermarks Watermarking techniques can be classified in terms of perceptibility into two groups, perceptible and imperceptible hiding. In perceptible watermarks, a visually mean- ingful message, such as a logo, is embedded inside the image, which is essentially an image editing or synthesis problem. The visible watermarks explicitly exhibit the copyright, ownership information, or access control policies so as to discourage the misuse of the watermarked images [17, 18]. For example, semitransparent logos are commonly added to the preview images accessible via World Wide Web by copyright holders. In [17], a visible watermarking technique is proposed by modifying the lumi- nance of the original image according to a binary or ternary watermark pattern. The same amount of modification is applied to the local luminance to give a consistent perceptual contrast [19]. In addition, the modification is modulated by a random generated sequence to make it difficult to systematically remove the visible marks via an automated algorithm. In most copyright and digital rights managements applications invisible water- marks are preferred [20, 21, 22]. Invisible watermarks are used for content and author identification in order to be able to determine the origin of an image. They can also AWGN JPEG Original Watermark lm ge Extracted Original watermark Image _ Encoder Decoder ___._. Key Rotation Filtering Key Figure 1.1. A general watermarking scheme. be used in unauthorized cepies detection either to prove ownership or to identify a customer. The invisible scheme does not intend to forbid any access to an image but its purpose is to be able to tell if a specified image has been used without the owner’s formal consent or if the image has been altered in any way. This approach is the one that has received the most attention in the past couple of years and it is also the focus of this dissertation [23, 24, 25]. 1.3 Applications Although the original motivation for watermarking was copyright protection, it has since then been used in different applications. Some common applications of water- marking include [26, 27]: 1. COpyright protection: For copyright protection, a watermark indicating owner- ship is embedded in the original image. The watermark, which is known only to the copyright holder/ owner, should survive common processing and intentional attacks so that the owner can show the presence of this watermark in case of dispute to demonstrate the ownership of that particular image. In this applica- tion, the goal is watermark detection rather than extraction. The probability of detection should be high and the algorithm should have a low false alarm rate. The total the number of bits that can be embedded are not necessarily high [28]. 2. Fingerprinting: In fingerprinting, the hidden data (watermark) is used to trace the originator or the recipients of the image. For example, different watermarks are embedded in different copies of the image before distributing to a number of recipients. The robustness against obliterating and the ability to convey a non-trivial number of bits are required [29]. 3. Authentication: A watermark is embedded in the image, and is used later to determine whether the original image is tampered or not. The robustness against removing the watermark or making it undetectable is not a concern as there is no such incentive from the attacker’s point of view. However, forging a valid authentication watermark in an unauthorized or tampered image must be prevented [30]. 4. Annotation: In annotation, the goal is to embed a large number of bits inside the original image. Although the robustness against intentional attack is not required, some degree of robustness against common processing attacks are desirable. The original host image, preferably, should not be used to extract the watermark in this application [31]. 1 .4 Requirements Most watermarking algorithms try to satisfy the following main requirements [32, 33, 34] : 1. Perceptual Transparency: The characteristics of the Human Visual System (HVS) are used to assure that the watermark is not visible. Basically, per- ceptual transparency means that a watermarked image should look identical to the original one, which means one should not notice any degradation in the perceived quality. Transparency is a basic requirement of digital watermarking. . Robustness: The watermark should be detected by an authorized user after the image has undergone attacks such as additive white Gaussian noise (AWGN), compression, filtering, etc. Ideally, the amount of image distortion necessary to remove the watermark should degrade the desired image quality to the point of becoming commercially valueless. . Capacity: A watermarking system must allow for a useful amount of information to be embedded into the image. Depending on the application, the amount of data can vary from a single bit to multiple bits [35]. . Computational complexity: The watermark system should not be computation- ally complex especially for applications where real-time embedding is desired. Moreover, reducing the number of computations means low cost in designing the hardware for the watermarking algorithm. Therefore, the general goal of watermarking is to produce a modified data that looks exactly the same as the original data but still contains the watermark that could be used for copyright authentication. 1.5 Domains used for Image Watermarking The two most common methods used for watermarking digital images are the spatial and the spectral domain methods [36, 37, 38, 39]. The spatial domain methods choose regions of the image according to texture, edges or a random partitioning and embed the watermark in the selected regions [40, 41, 42, 43, 44, 45, 46]. Although the watermarked image is identical to the original one, it is not in general robust to the basic image processing attacks [47, 48, 49]. The spectral domain methods transform the image into the spectral domain using transform methods such as Discrete Cosine Transform (DCT), Discrete Fourier Transform (DFT), Discrete Wavelet Transform (DWT), Fourier Mellin Transform and then mark it in the transform domain [50, 51, 52, 53, 54]. In this case, the watermark is inserted in the perceptually significant parts of the image so that it is robust. Transform domain methods have several advantages over the spatial domain meth- ods [54]. First, they are more robust, since the watermark is inserted in the percep- tually significant parts of the image, which corresponds to the mid-frequency range. This range can be easily found in the transform domain [55, 56]. Second, they resist the compression attacks. Since most compression techniques operate in the frequency domain, it is easier to develop a watermarking scheme in the transform domain that overcomes possible compression. Third, some transform domain algorithms are ro- bust against specific geometric transformations such as DFT which is robust to most affine transformations [57]. Spread spectrum is a common technique used for watermarking in both the spatial and the transform domains [58, 59, 60, 61, 62]. The idea is to spread the watermark over certain pixels of the image. As an example, in [63], where the watermark is embedded in the DCT domain of the image, the authors assume the watermark to be an independent and identically distributed Gaussian random vector that is impercep- tibly inserted in a spread-spectrum-like fashion into the perceptually most significant spectral components of the data. It has been shown that the watermark is robust to signal processing operations such as lossy compression, filtering, digital-analog and analog-digital conversion, requantization, and common geometric transforma- tions such as cropping, scaling, translation, and rotation. Since the introduction of the original spread spectrum approach, many developments have been made on the method described in [63] such as using different transform domains to embed the wa- termark, and the introduction of blind watermark detection algorithms [64, 65, 66]. In [65], the authors propose a multi-bit watermarking algorithm which is based on the idea of spreading the watermark bit over many pixels of the original image us- ing code-division multiplexing. The proposed method has a deterministic watermark embedding scheme that assures total embedding efficiency. Unlike [63], where the watermark is spread out in the DCT domain, the watermark in [65] is embedded in the spatial image domain. Many spread spectrum algorithms have the following limitations [67]: 1. Spread spectrum, in general, allows the detection of the watermark rather than extraction. 2. If the energy of the watermark is reduced because of fading-like distortions, it will lead to unreliable detection of the watermark [69]. 3. Most of the spread spectrum techniques do not take into account the non- stationarity of the original image or the attack interference. An example for using the DWT domain for watermarking is in [68]. In [68], the authors embed the watermark by quantizing certain DWT coefficients in different subbands. The watermark is extracted without the need of the original image. An- other well-known watermarking method in the transform domain is [52]. In [52], the authors present a watermarking algorithm in the wavelet domain. The watermark is masked according to the characteristics of the human visual system (HVS), where masking is accomplished pixel by pixel by taking into account the texture and the luminance content of all the image subbands. The watermark consists of a pseudoran- dom sequence which is adaptively added to the largest detail bands. The watermark is detected by computing the correlation between the watermarked coefficients and the watermarking sequence without refereing to the original image. Although transform domain algorithms have more advantages in providing ro- bustness, sometimes it is difficult to satisfy imperceptibility constraints in the spatial domain simultaneously with the spectral domain constraints. In order to take full ad- vantage of both the spatial and the spectral domains, researchers have started looking at the joint time-frequency representation of the image, which gives a more compre- hensive representation of the image compared to looking at each domain individually [70, 71, 72, 73, 74]. This approach also provides flexibility in the amount of data that can be hidden inside an image. The use of joint time—frequency domain is the focus of this dissertation. Table 1.1 summarizes some well-known watermarking algorithms in literature. Table 1.1. Summary of some well-known watermarking algorithms Method Domain Multi-bit Blind Barni, etc. [52] Transform (DWT) Yes Yes Cox, etc. [63] Transform (DCT) Yes No Mayer, etc. [65] Spatial Yes No Kundur, etc. [68] Transform (DWT) Yes Yes Stankovic, etc. [70] Time-frequency (Wigner) No No 1 .6 Performance Measures In order to evaluate a watermarking algorithm, certain sets of measures should be met. Although, there are no agreed-upon sets, most work in the watermarking literature use the following measures for performance evaluation [75]: 1. Imperceptibility: For invisible watermarking method, the watermark should be imperceptible and the human eye should not be able to distinguish between the watermarked and the original images. This measure is subjective, and thus is not always a reliable way of evaluating the watermarking algorithm. 2. Peak Signal to Noise Ratio (PSNR): This measure is related to imperceptibility, where having higher PSNR means higher imperceptibility. This quantitative measure is given for an N x N image by, 2 PSNR(dB) = 1010g10 25° 2 , (1.3) .151? 2 (Kay) - 1(x,y)) xly where f (1:, y) and [(33, y) are the watermarked and the original images, respec- tively. For a good watermarking algorithm, the PSN R value should be above 30dB. 3. Correlation Coefficient: This is a measure between the extracted and the origi- nal watermark, where higher correlation value means the extracted watermark is the one of interest. This measure is mathematically given by, Z w(y)'u3(y) (10,222) = y . V2 102(31) 217220;) 31 y 10 where, w and ti) are the original and extracted watermarks, respectively. . Probability of Error: This measure is used to study the probability of detecting a false watermark and assume that it is the correct one, i.e., probability of false alarm, PFAv and detecting the correct watermark and assume that it is the false one, i.e., probability of miss, PM. The probability of error in terms of PF A and PM is given by, Pe =P0PFA +P1(PM)- (1-5) where, p0 and p1 are the a priori probabilities. . Other Performance Measures: There are other performance measures which are application dependent. For example, complexity is an issue if the watermarking is done in real time, while it is not an issue for applications where the embedding can take place offline. Alternatively, the time needed for the watermarking algorithm is another issue, especially if the algorithm is to be implemented by hardware. The rest of this dissertation is organized as follows. Chapter 2 gives some back- ground on time—frequency distributions and summarizes previous watermarking meth- ods in the time-frequency domain. Chapters 3 through 5, introduce the Time-Wigner method, the Wigner-Wigner method, and the autocorrelation method, respectively. The derivation and the analysis for the embedding and the detection/extraction al- gorithms are given for each method. Moreover, simulation results to evaluate the performance of the proposed algorithms and comparisons with existing methods are provided. Chapter 6 gives a detailed comparison of the three methods proposed in this dissertation and offers techniques for performance improvement. Finally, Chapter 7 concludes this dissertation with a summary of contributions and future work. 11 CHAPTER 2 WATERMARKING IN THE TIME-FREQUEN CY DOMAIN Time-frequency distributions are well-known signal representation tools that have been used in a variety of applications including signal detection, classification, and analysis [76]. Despite their widespread use in analyzing non-stationary signals, their application to the signal watermarking problem has been limited until recently. Al- though time—frequency analysis identifies the time at which various signal frequencies are present, the difficulty of implementing and understanding these distributions, limited their usage especially in the case of image watermarking, for which the time- frequency distribution is a four dimensional distribution. Despite these challenges, the representation of the energy of the signal simultaneously in time and frequency makes time-frequency distributions a strong candidate for the watermarking problem. In this chapter, we give a brief background on time-frequency distributions in general and on Wigner distribution in particular. The main properties of Wigner distribution are discussed in detail. After a brief introduction to time-frequency dis- tributions provided in Section 2.1, we summarize some of the recent work in the area of watermarking in the joint time-frequency domain and discuss the major properties of these methods in Section 2.2. Finally, Section 2.3 summarizes the contributions of this dissertation to watermarking in the joint time-frequency domain literature. 12 2.1 Background On Time-Frequency Distributions Time-frequency distributions are bilinear transforms of a signal that represent the energy distribution over time and frequency [77, 78]. The need for a combined time- frequency representation stemmed from the inadequacy of the individual time domain and frequency domain analysis to fully describe the nature of non-stationary signals. A time-frequency distribution of a signal provides information about how the spec- tral content of the signal evolves with time, thus providing an ideal tool to dissect, analyze, and interpret non-stationary signals. This is performed by mapping a one dimensional signal in the time domain, into a two dimensional time-frequency rep- resentation of the signal. A variety of methods for obtaining the energy density of a function, simultaneously in the time and the frequency have been devised, most notably the short time Fourier transform and the Wigner distribution. The general class of bilinear time-frequency distributions, named Cohen’s class of distributions [76], are defined as, C(t,w) = 4—i2—///3*(t -— ér)s(t + ér)¢(6,T)ej(_0t—Tw+wt)dtdrd0, (2.1) where ¢(6, 7') is a two dimensional function called the kernel. The kernel determines the distribution and its properities. Among many time-frequency distributions, Wigner distribution has received the most attention in the watermarking literature. Wigner distribution is a well-known member of the Cohen’s class of distributions, for which ¢(6,T) = 1. For a one- dimensional continuous time signal, 3(t), Wigner distribution is defined as, W(t,w) = -21—W/OO s (t + g) 8* (t — %) e—jWTdT, (2.2) 13 where T is the time lag variable. Equation (2.2) suggests that to find the Wigner distribution at a particular time, we sum the sequence obtained from the product of the signal at a past time, 7', with the signal at a future time, 7'. This product, 3 (t + 5) 3* (t — 5), is called the autocorrelation function and it will be discussed in detail in Chapter 5. This definition can be extended to the discrete-time domain. For a one- dimensional discrete time signal, 3(n), of length N, the Wigner distribution is, WD(n,w) = 2 Z s(n + m)s*(n — mks—3'27””, (2.3) m=—oo where n and w = 27rk/N are the time and the frequency variables respectively. Wigner distribution has many properties that make it a good choice for water- marking applications. First, it satisfies the frequency and the time marginals which makes it a valid energy distribution. The time and frequency marginals are given by, Z womb) = |s(n)|2, (2.4) and Z WD(n, w) = [S(w)|2, (2.5) respectively. Second, it is invertible, i.e. the signal can be retrieved from its Wigner distribution up to a phase constant as: 5(t) = 55:76; 1:141 (30.)) ejtwdw. (2.6) For real and positive valued discrete time signals, the signal can be retrieved from its 14 Wigner distribution as, 3(n) = \[Z WD(n,w). (2.7) Equation (2.7) implies that for a positive real—valued signal, the original signal can be retrieved from its Wigner distribution by taking the square root of the inverse Fourier transform of the Wigner distribution evaluated at m = 0. Finally, the Wigner distribution of a real signal is even symmetric. These properties will simplify the embedding and detection algorithms in image watermarking. The invertibility property in equation (2.7), which is valid for images, is not valid for general signals, where the signal is not necessarily positive or real-valued. Many algorithms have been proposed for synthesizing a time signal from a given Wigner distribution. In [79, 80], the signal is computed for even and odd indices separately through performing the eigen-decomposition of the autocorrelation matrix. In [81, 82], the signal is synthesized using a set of basis functions. The authors in [81, 82], for- mulate the synthesis problem as approximating a two—dimensional function. This two-dimensional function is formulated as a product of two one-dimensional func- tions using two least square procedures. The first procedure involves expressing a time-frequency function as a bilinear combination of the basis auto and cross-Wigner functions. The least squares approximation leads to an eigenvalue-eigenvector decom- position of a symmetric matrix. The second procedure involves the approximation of a pre—computed matrix as an outer product of two vectors. In [83], the synthesis is accomplished by using a reference signal known a priori or found iteratively. The most recent method for synthesizing the signal given its Wigner distribution was developed in [84] by finding the discrete-time signal whose Wigner distribution best matches a specified time-frequency distribution in the sense of the least mean squared error. The effectiveness of Wigner distribution in signal analysis has inspired researchers to adapt this distribution to image processing. Wigner distribution has been extended 15 to two-dimensional signals such as images in [85] as, WD(n1,n2, ’61, k2) = N N —1 -1 2 7 -47r — ' . k -l- , k E E 3(n1+m1,n2+m2)s*(n1—m1,n2 -m2)e JNWI 1 7772 2). N m1=—-2-m2=--2— (2.8) This extension yields a four-dimensional representation which makes it difficult to interpret the resulting distribution and increases the computational complexity. For an N x N image this creates N 4 watermarkable points. However, due the computa- tional complexity and the difficulty of interpreting these points, in this dissertation, we find the Wigner distribution for a subset of pixels of the image using equation (2.3). For an N x N image, the one-dimensional Wigner distribution creates N3 watermarkable points. Although there is a reduction in the number of watermark- able cells by a factor of N, the distribution in equation (2.3) is easier to implement and visualize, less computationally complex, and still provides N 3 watermarkable cells which is higher than the N 2 cells, which are available in the individual time or frequency domains. 2.2 Previous Work on Image Watermarking in the Time-Frequency Do- main The idea of watermarking in the joint time-frequency domain has attracted some attention in recent years. Most of the recent work has concentrated on using the Wigner distribution as the signal transform before embedding the watermark. Many researchers use equation (2.3) to find the Wigner distribution of an image by scanning it row by row or choosing a subset of pixels from the original image. For example, in [70], the authors used a two-dimensional chirp signal with a variable spatial frequency 16 as the watermark. The watermark is characterized by a linear frequency change and can be detected by using two-dimensional (2-D) time—frequency distributions. The projections of the 2—D Wigner distribution and the 2-D RadonWigner distribution are used in the watermark detection process. Although the authors were able to detect the watermark efficiently under most attacks, there was no discussion on the extraction of the watermark and there was no theoretical analysis of the performance of the method. Moreover, the algorithm did not discuss the potential for multi-bit watermarking. In [71], the Wigner distribution is used for watermark embedding. The watermark is embedded in a subset of the transformed cells in the Wigner domain. These cells are selected such that the watermark will survive the JPEG compression. Since the resultant watermarked distribution is not a valid Wigner distribution, the time signal that has the closest distribution in the mean square error sense is found [82]. Although this algorithm detects the presence of the watermark under J PEG attacks, no experimental results for other types of attacks are reported. Moreover, the error in detecting the watermark was not studied and the extraction of the watermark was not discussed. In [73], a fragile image watermarking method using Wigner distribution is pre- sented. The watermark is an FM modulated signal which is embedded in the diagonal elements of the image. The particular features of this signal in the time-frequency domain are used to identify the watermark. The Wigner distribution is used to ex- tract the watermark. Since the focus of this method was fragile watermarking, no study on the robustness of the proposed algorithm has been done. Time-frequency distributions have also been used for audio watermarking. The authors in [74], present a non-blind, robust watermarking scheme for audio signals. The watermarking algorithm is based on the Singular Value Decomposition (SVD) of the spectrogram of the signal. The SVD of the spectrogram is modified adaptively 17 according to the watermark message. In this dissertation, we introduce three new methods for embedding the watermark into the image using the Wigner distribution. For simplicity, we assume that we have an N x N image and a watermark sequence of length N. The first method, T ime- Wigner method, embeds the watermark directly into the Wigner distribution of the image, while the second one, Wigner-Wigner method, embeds the Wigner distribution of the watermark into the Wigner distribution of the image. The third method makes use of the autocorrelation domain, which is related to the Wigner distribution through a Fourier transform, and uses it for watermark embedding. 2.3 Contributions of this Dissertation In this dissertation, we introduce three new image watermarking methods in the joint time-frequency domain. Unlike the previous work in the time-frequency do- main, a complete mathematical analysis is provided for both embedding and detec— tion/extraction stages. The proposed methods put no constraints on the character- istics of the watermark such as parameterizing it as a linear chirp as in previous work. Moreover, we introduce a multi-bit watermarking algorithm which is suitable for hiding larger amounts of data. We also compare the proposed joint time-frequency watermarking algorithms with the current time and frequency domain methods. The first class of algorithms will develop two new watermarking methods that combine the spatial and the spectral domains, for both embedding and detection. The first method consists of embedding the watermark directly in the Wigner distri- bution of the image, the Time-Wigner method, while the second method consists of transforming the watermark into the Wigner domain and then embedding it into the Wigner distribution of the image, the Wigner-Wigner method. The corresponding detection algorithms are also derived [86, 87]. We also introduce a new image watermarking method that is equivalent to wa- 18 termarking in the Wigner domain. The watermark is embedded in the local auto- correlation domain. The autocorrelation function is related to the Wigner distribu- tion through a Fourier transform and has no aliasing and inversion problems. The time-varying autocorrelation function for randomly chosen pixels is found and the watermark is embedded such that the modified autocorrelation is still a valid auto- correlation function. This will ensure the invertibility of the autocorrelation function and will enable us to extract the embedded watermark bits [88]. In the following chapters, we discuss each method in detail. The embedding and detection /extraction algorithms are derived, the simulation results are provided, and a comparison with existing time and / or frequency based watermarking methods are carried out for each proposed method. 19 CHAPTER 3 THE TIME-WIGN ER WATERMARKING METHOD In this chapter, the Time-Wigner method which embeds the watermark sequence directly into the Wigner distribution of the image is introduced. The idea of embed- ding the watermark in the transform domain is a common idea used with Discrete Cosine Transform (DCT), Discrete Fourier Transform (DFT) and Discrete Wavelet 'Iiansform (DWT) domains [55, 68]. However, spreading the watermark in the joint time-frequency domain is a very recent idea and not much work has been done in this area. Similar to embedding the watermark in the transform domain, i.e. DCT, DFT, and DWT, the proposed method can be thought of as spreading the sequence in the joint-time frequency domain. In the proposed method, the Wigner distribution for a subset of pixels chosen from the original image is computed. The watermark, which could be either a Gaussian distributed sequence or a binary sequence, is embedded inside the Wigner distribution of the chosen pixels such that the watermarked distribution is as close as possible to a valid Wigner distribution. The embedding algorithm is simplified to a non-linear function in time which makes the embedding less computationally complex. Two detection algorithms for the Gaussian and the binary watermark cases are derived and their performances are quantified through an analysis of the probability of error. In addition, the performance of the Time-Wigner method is compared with the well-known spread spectrum method [63] to demonstrate the robustness and the potential of the proposed method. This chapter is organized as follows. Section 3.1 gives a detailed analysis of the watermarking embedding algorithm in the Wigner domain. It shows that watermark- ing in the Wigner domain is equivalent to a non-linear embedding function in the time 20 domain. Section 3.2 studies the error introduced in the inversion of the watermarked distribution from the time—frequency domain to the time domain and gives more in- sight about the choice of the weighting matrix. In Section 3.3, the performance of the proposed Time-Wigner method for the Gaussian distributed watermark case is analyzed. Both the probability of detection and the probability of miss are derived for detecting the watermark. On the other hand, Section 3.4 deals with the binary watermark sequence case. The probability of error in detecting the watermark is de- rived. Section 3.5 provides simulation results to demonstrate the performance of the proposed method under attacks. A comparison between the Time-Wigner method and spread spectrum watermarking method is given. Discussion about the proposed Time—Wigner method is given in Section 3.6. Finally, Section 3.7 summarizes the major contributions of this chapter. 3.1 Watermark Embedding In the Time-Wigner method, the watermark is embedded directly into the Wigner distribution of the image. Figure 3.1 shows a block diagram for the proposed water- mark embedding algorithm. The embedding algorithm has three main stages. The first stage transforms a subset of pixels of length L chosen randomly from the host im- age into the Wigner domain to produce L2 watermarkable cells. In the second stage, the watermark is embedded inside the resulting Wigner distribution. The cells in the joint time-frequency domain, where the watermark is embedded are chosen such that the resultant watermarked distribution is close to a valid Wigner distribution. The third stage involves computing the inverse Wigner transform for the watermarked distribution. In the proposed method, we assume the size of the host image to be N x N and the watermark to be L S N. Moreover, for simplicity and other reasons discussed in the embedding algorithm, we choose L = N unless otherwise stated. 21 Orbit“ Imus PM Wigner Find the distribution mftrix a Figure 3.1. The block diagram for the watermark embedding in the Time-Wigner method. Encoder Watermark, w Inverse Wigner Watermarked Image The corresponding embedding algorithm can be summarized as follows. 1. Transform a subset of pixels of length N at least, P(y), chosen randomly from the image, I (:L', y), to the time—frequency domain using the Wigner distribution, WDPUL Wy) = 2 Z P(y + m)P(y _ ,m)e-j2wym7 m where my is the vertical frequency variable and WDp(y,wy) is the Wigner distribution of the subset of pixels P(y). 22 (3.1) The pixels, P(y), can be chosen randomly to provide more security to the algorithm, or by edge detection algorithms to improve the robustness. In this section, we choose P(y) randomly and the key that contains the locations of the chosen cells is sent as a side information to be used in the decoding stage. . Embed the watermark w inside the Wigner distribution WDp(y, my), WDP(y,wy) = WDp + Apry.wy)w, (3.2) where A p(y, rug) is a time—frequency dependent weighting matrix that is related to WDp(y, wy), and and A p(y, wy)w(y) is an element by element multiplication for every column of Ap(y,wy) and w(y). The length of P(y) is set to N, which will produce Ap(y,wy) of size N x N. The multiplication in A p(y,wy)w(y) means that every frequency in A p(y,wy) is multiplied by same weight determined by the watermark, w(y). This explains why we choose the watermark length to be N. In the case where the watermark length is less than N, we can append zeros to the watermark to get a watermark sequence of length N. The weighting matrix, A p(y,wy), is chosen such the the watermarked distri- bution is very close to a valid Wigner distribution. The specifics of how the weighting matrix is chosen will be explained in detail in Section 3.2. . Find the watermarked image by taking the inverse transform assuming equation (3.2) corresponds to a valid Wigner distribution, Pry) = \/Z W‘Dpwy). (3.3) will 23 Equation (3.3) can be simplified as follows, at) = J2: WDpwy). “y = Z (WDpwy) + Anyway». “’9 \l; (2m 2 PM + m)PP )(n_m)§:. j2wym+ZAM (My) w m “’11 wy Pmn(— m)6( (2)m +wZAP( y, wy)w(y), ll [\3 M :9 Z + 3 13(31) (3-4) H "U A” a: 3’] :5 "U ’13 E <2 .J This simplification reduces the embedding function to a non-linear function in the spatial domain, which is dependent on the weighting matrix, A p(y,wy). Equation (3.4) was derived with the assumption that the watermarked distribution is a valid Wigner distribution. However there is an error introduced in the inversion process, E = VVDPWaWy) _ WDP(yiwy)7 (35) where, WDp(y,wy) is the Wigner distribution of 1°(y) and WDP(y,wy) is the wa- termarked Wigner distribution. This error is saved as a key and sent to the receiver for more accurate watermark extraction. In the next section, we study this error in more detail and look into its role in determining the weighting matrix. 24 3.2 Error Introduced in the Inversion Process The simplification of the embedding function in Section 3.1 was carried out with the assumption that the watermarked distribution is a valid Wigner distribution. However, this assumption is hard to satisfy and an error is introduced in the inversion process. This section gives some insight about this error and its effect on the choice of the weighting matrix, A p(y, wy). To study the effect of the approximation in equation (3.4), we look at how different the Wigner distributions of the signal in equation (3.3) is from the Wigner distribution in equation (3.2). Let Ap(y, wy) = C-WDp(y,wy), where C is a constant and let the Wigner distribution of P(y) be W—D_p(y,wy). Ideally, Wp(y,wy) and WDp(y,wy) should be identical. However, an error E, is introduced by equation (3.3) in the inversion process, E = —WDp(y,wy) — WDp(y,wy). . (3.6) In the proposed embedding method, the error E is saved as a key and used for watermark extraction. To study this error, we compute the Normalized Mean Square Error (NMSE) between WDp(y,wy) and WDp(y,wy), N N __ . 2 fig 2: 2 (WWW — WDptz‘.j>) _ 1 3' NMSE— N N . (3.7) ZZWDi2 z .7 Table 3.1 shows the average NMSE for different images over all time-frequency points. The NMSE is computed from the error introduced in the inversion of the Wigner distribution for different images. The results suggest that the approximation 25 used for the inversion of the Wigner distribution is valid and introduces a small amount of error. Table 3.1. The average Normalized Mean Square Error introduced by the approxi- mation of the Wigner distribution in Time-Wigner method. Image NMSE Standard deviation (sd) Lena 3.21 x 10—8 4.92 x 10—10 Barbara 3.07 x 10—8 4.98 x 10—10 Camera Man 2.93 x 10—8 7.64 x 10‘“11 Peppers 3.11 x 10-8 4.78 x 10—10 Further, we can study the time-frequency locations where the error is concentrated by finding the difference between the two Wigner distributions, WDD = WDp(y,wy) — WDp(y,wy). (3.8) At each time point, i.e. for every column in WDD(y,wy), we find the histogram of the maximum differences in equation (3.8) over frequency. Figure 3.2 shows that the maximum error is concentrated around the low frequencies. Since the error is concentrated in the low frequencies, the weighting matrix, A p (y,wy), can be chosen such that the watermark is embedded in the middle frequency range, which is less affected by this approximation error. The corresponding weighting matrix is, WDPWrwy) max(WDP(y,wy))’ L01 5 [Lay] S “’2 APfyawy) O( i (39) 0, elsewhere where cal and (.02 are the normalized frequencies that can be determined empirically with typical values of (.01 = (I; and tag = 11);. However, since the error is available as side information at the receiver, the condition in equation (3.9) can be relaxed and the the 26 time-frequency points with the largest values are chosen for watermark embedding. 150 r r r r # of times occured 8 8 Frequency Figure 3.2. The average histogram for the difference of the two Wigner distributions in the Time-Wigner method. In the following two sections, we derive the probability of error in detecting the watermark for two different cases. In Section 3.3, the performance of the detector for the Gaussian watermark case is given, whereas in Section 3.4, the performance of the detector for the binary watermark case is discussed. 27 3.3 Watermark Detection for the Gaussian Case For copyright protection applications, it is important to detect the existence of the watermark, and not necessarily extract the actual watermark, even after the water- marked image is attacked [75, 89]. For these applications, the probability of error in detecting the correct watermark is used as a measure to study the performance of the detection algorithm. Moreover, copyright applications usually have access to the original image and blind watermarking is not that crucial. Thus, in this dissertation, we assume that we have access to the original image, or at least to the pixels used for watermarking. In this section, we will study the performance of the Time-Wigner watermarking method for a Gaussian distributed watermark sequence. We define two hypotheses: H1, the hypothesis that the embedded watermark exists and H0, the hypothesis that there is no watermark embedded or that the embedded watermark is not the one that the detector is testing for. Since we have access to the original image, we can extract a function that depends on the watermark by squaring equation (3.4) and subtracting the square of the image from it, A Z Apfyrwy) we) = P29) — P29). (3.10) “’9 The extracted function is compared with a series of possible watermarks to determine which watermark has been embedded, H1 < ZAP(yaw?/) w(y),w(y)> > 77, (3-11) wy < H0 where < 931, 2:2 > is the inner product of 3:1 and .732, w(y) is the embedded watermark 28 sequence with variance 0%, 712(3)) is any other watermark sequence with variance 0% and 77 is the threshold used to detect the watermark. By defining the probability of false alarm as PF A and the probability of detection as PD, the probability of error P8 is written as, Pa = POPFA +P1(1— PD), (312} where p0 and p1 are the a priori probabilities for H0 and H1, respectively. For the case that the a priori probabilities of H0 and H1 are %, Pe=-21—P(ZAp(y)w(y)w (y)>77 +— %P ZApty) ugh/Kn), (3-13) where Ap(y) =ZyAp(y,wy). In order to wfind the threshold 17 that minimizes P6, the distribution of Z A p )and the distribution of 2A p )wy( )1I1(y) should be derived. The full derivation lS given in the appendix. Let, = Z Ap(y)w2(y)- (3.14) y The mean and the variance of this random variable are given by, 11,. =012Ap(y), (3.15) 031-— - 2014: AP (3.16) Let, 72 = Z Ap(y)w(y)w(y)- (3.17) y 29 The mean and the variance of 22, assuming 11) and ti) are independent, are given by, 022— — (€02 :AQPQ). (3.19) 3! For large N, the probability density functions (pdfs) of 21 and Z2, using the central limit theorem [90], are assumed to be Gaussian, le(z ZN) N(#21r021), (3.20) f22(z ZN) I‘M/122,022) (3'21) In order to find the minimum probability of error detector, we differentiate Pe with respect to 77, 6P6 = .22 877 o, <3 > which yields, fz1(77) - fz2(77) = 0- (3-23) Substituting the pdfs of zl and .22 in equation (3.22) and taking the natural log yields, 2 2 2 , [ZAPM ZApty) —— — —— + — A 1 —— :0. [40:03 l" 20% ’7 4 g 1"” “ «a. (3.24) The threshold, that minimizes the probability of error, is given by, 30 2 2 2 243(4) 2 2 “1‘02 2 y 0 0 Ap(-y) —1:l: 1+——— 1—4ln( ) 1 22,: 0% 7501 (241109))? 9 \ . . 2 2 77 = (3.25) The threshold derived in equation (3.25) is image dependent. This dependency on the image is reflected through the time-frequency weighting matrix, qu(y,wy). Therefore, the time—frequency distribution of the image is taken into account when choosing the appropriate threshold. 3.4 Watermark Detection for the Binary Watermark Sequence Case The watermarking algorithm that embeds a Gaussian watermark detects the existence of a specific identification watermark in the multimedia content. It usually serves as an evidence of ownership. On the other hand, the multi-bit watermarking system extracts the embedded watermark and it is usually used for data hiding or ownership declaration. Thus, binary watermarks are preferable over the Gaussian ones in these applications. In this section, we assume the watermark to be a binary randomly generated sequence of length N. For the Time-Wigner method, we can extract the watermark from equation (3.2) as, u“) = WDPf'yrwy) _ WDPfery) — E(9rwy) (y) ( Ap(y,wy) ) , (3.26) 31 which can be written as, P25) — P29) — 2 En. Wy) ("’y if) : , (3.27) (y) E APR/My) w?! where 113(y) is the extracted watermark after possible attacks and E (y, ray) is the error key. We assume the attack, 71(y), to be Gaussian and independent from the watermark and ti)(y) consists of {—1, 1}. We can write the extracted watermark as, 10(9) = w(y) + ”(9), (3-28) The detection rule will be, H1 . > ('w(y), 10(9)) 77, (3.29) < H0 where, 121(3)) 2 w(y) + 71(y) if the watermark is embedded, and 222(y) = n(y) if no watermark is embedded. The probability of false alarm can be written as, PFA = P (2(9) > 77)- (3.30) where, Z w(y)n('y) z = y . \/Z 102(11): ”2(9) y y (3.31) 32 For simplicity, we assume the mean of n(y) to be zero. Thus, the expected value for n2(y) is 0%. Assuming the length of the watermark is large and using the weak law of large numbers (WLLN), we can use the following approximations, 2712(3)): 0,2,N. (3.32) 9 Moreover, since w2(y) = 1, we can write 2113(3)) = N. Thus, we can rewrite y 2(9), Z “((9)7100 ~ 31 2(y) ~ onN . (3.33) For large N we can assume z(y) to have a Gaussian distribution with mean and variance given by, and 2 _ 1 (72(3)) — N’ (3.35) Thus, the probability of false alarm can be written as, PFA = Q (tr/N) , (3.36) 1 +00 t2 where Q(y) = 7—27 3] exp (— (7)) dt. Similarly, to find the probability of miss, we consider, 2 “((3)1900 (3.37) 2(9) = y , [[2 win) 2132(9) 31 y 33 By noting that Z u')2(y) 2 N(1 + 072,) using the WLLN, we can find the mean 3! and the variance for 2(y) to be, “2(9) = N, (3.38) and f = No.2,, (3.39) Thus, the probability of miss is given by, Ple—QCI/j—ng). (3.40) The probability of error for correct extraction can then be written as, Pe=%(Q ("m)+1—Q(,n/1:v:,))’ (3.41) where, p0 and p1 are assumed to be equal. The probability of error in detecting the correct watermark depends on the watermark length, N, the attack variance, 0%, and the threshold, 77. The parameters N and r) are user defined, and should be chosen in a way that reduces the probability of error. 3.5 Simulation Results and Comparison This section provides simulation results to demonstrate the performance of the pro- posed method for the binary watermark case. Similar simulations can be carried out for the Gaussian watermark case. Although the Time—Wigner method has been ap- plied to a large number of natural gray—scale images [91], in this section we give a detailed performance analysis for the 512 x 512 Lena image and a randomly generated binary watermark of length 256. The performance measures discussed in Section 1.6 are used to evaluate the performance of the proposed method. 34 The capacity of the embedding algorithm has been studied, where different wa- termarks with different lengths have been embedded and the corresponding PSNRS between the watermarked and the original image are computed. The probability of false alarm derived in Section 3.4 is compared with the experimental results for differ— ent attacks. The proposed method is tested under different attacks including Additive White Gaussian Noise (AWGN), median filtering, rotation, and JPEG compression with different compression ratios (CBS). The well-known Discrete Cosine Transform (DCT) method by Cox et al. [63] has been implemented for comparison. The proposed watermark embedding algorithm has been applied to a large number of images. Table 3.2 shows the average bit error rates (BERs) under different attacks. Since the performance of the algorithm does not vary much with the choice of the image (as can be seen in Table 3.2), in the rest of this section we focus on the performance of the algorithm for the Lena image. Table 3.2. Average bit error rate in detecting the watermark under different attacks using 100 different images. Attack BER AWGN (PSNR=48.13db) 0.0059i0.0021 AWGN (PSNR=36.0db) 0.0094i0.0045 AWGN(PSNR=14.15db) 0.0432:l:0.0121 JPEG (CR=1.7) 0.0078i0.0034 JPEG (CR=7.7) 0.0125i0.0085 JPEG (CR=20) 0.0134i0.0087 MF (3 x 3) 0.0016i0.0013 MF (5 x 5) 00041400022 MF (7 x 7) 0.0066:t0.0024 35 3.5.1 The Choice of the Watermark Length In order to determine how many hits to embed in the host image, we calculated the Peak Signal to Noise Ratio (PSNR) between the host and the watermarked images for different watermark lengths. Figure 3.3 shows that even when we embed a large number of bits, such as 2048 bits, the PSNR values remain in the 50dB range. The PSNR values vary from 100dB for the case of 16 bits to 54dB for the 2048 hits case. Moreover, to study the performance of the detector derived in Section 3.4 for different watermark lengths, we find the ROC curves for different values of N. For different watermark lengths, N, the probability of false detection and the probability of false alarm in the presence of no attack are found for different thresholds. Figure 3.4 shows that larger watermark lengths provide better ROC curves. In fact, for watermarks of length greater than 128, the ROC curve starts to approach the ideal.By looking back to equations (3.36) and (3.40), we can see that increasing N will increase the probability of detection, 1 — PM, and decrease the probability of false alarm, PFA: for a given threshold, 77 and a fixed on. Thus, increasing N will produce less probability of error, which agrees with the experimental results in Figure 3.4. In the following simulations, we select the length of the watermark to be 256 for a targeted PSNR of 62dB. Figure 3.5 shows the original Lena image, while Figure 3.6 shows the watermarked Lena image. It is clear that there is no visual difference between the original and the watermarked images which satisfies the invisibility of the watermark. As mentioned earlier, the proposed Time-Wigner method has been tested under different types of attacks including additive white Gaussian noise (AWGN), median filtering, rotation, and JPEG compression. In the following subsections, we discuss each attack in detail. 36 PSNR versus number of bits 100 l l l l l I PSNR (dB) 55- ‘ l l l 500 1000 1500 2000 2500 Number of bits Figure 3.3. PSNR versus number of bits. 3.5.2 Additive White Gaussian Noise (AWGN) An additive white Gaussian noise with different noise levels was added into the water- marked image. The extracted watermark was correlated with 100 randomly generated watermarks at the receiver. The correlation detector has the highest value at the wa- termark number 50 which corresponds to the actual embedded watermark as shown in Figure 3.7. Figure 3.8 shows the attacked watermarked image under AWGN with PSNR=14.15dB. The extracted watermark produces the highest correlation even un- der this amount of distortion. 37 I 0.9 I 0.7 I 0.6 PD .0 01 r ,0 A l .o (A) r .0 N r _O A 1 )- -1 0 1 2 3 4 5 6 PFA x 10-4 Figure 3.4. The ROC curves for different watermark lengths. Moreover, the correctness of equation (3.36), PF A = Q (Th/N), was validated through simulation. Figure 3.9 compares the probability of false alarm computed from the analytic expression and the simulation results under AWGN with PSNR=28.18dB. The graph shows that the analytical and the experimental curves are very close to each other, which validates the assumptions in Section 3.4. 3.5.3 Median Filtering The second type of attack applied to the watermarked image is the median filtering. A median filter of size F x F is applied to the watermarked image. The correlation 38 Origlnal Lena Image Figure 3.5. The original Lena512 image. detector results for median filtering attack are shown in Figure 3.10. The desired watermark is detected even when the watermarked image is degraded significantly with median filter of size 16 x 16. Choosing the pixels to be watermarked randomly improve the robustness of the proposed method under median filtering, since the median filtering attack with small filter size will most likely produce pixels with values close to the watermarked pixels before attack. Thus, the Wigner distribution of the attacked pixels and the pixels before the attack will be very close to each other and this will lead to an accurate extraction of the watermark. This robustness stays 39 Watermarked Lena Image PSNR=40dB Figure 3.6. The watermarked Lena512 image with PSNR=62dB. till the median filtering attack start changing the selected pixels by big values. Figure 3.11 shows the degraded watermarked image for 9 X 9 median filtering, while Figure 3.12 validates again the correctness of equation (3.36) for median filtering. 3.5.4 Rotation Rotation attack with different rotation angles is also applied to the watermarked image. The watermarked image is rotated counter clock-wise using the bilinear in- terpolation method. The proposed Time—Wigner method successfully detects the embedded watermark even under large rotation angles, i.e 7°, as seen in Figure 3.13. 40 PSNR=48.13dB PSNR=28.13dB —L A E E g 0.8 :8 0.8 iéos 520.6 0 0 30.4 50.4 $0.2 E02 8 4014044 a . . - 20 40 60 80 100 20 40 60 80 100 b PSNR=14.15dB PSNR=8.13dB E E ' ' ' .3 0.8 g 0.8 E 0.6 “E; 0.6 E 3: : 0.4 g - A A g 0.2 5 0th W 5 o o -0.2 o _02 20 40 60 80 100 20 40 60 80 100 c d Figure 3.7. The normalized correlation detector response for the Time—Wigner method applied to Lena512 image under AWGN with different PSNRs, a. PSNR=48.13dB,b. PSNR=28.13dB, c. PSNR=14.15dB, d. PSNR=8.13dB. Equation (3.36) was verified for rotation attack as shown in Figure 3.15. 3.5.5 JPEG Compression One of the most important attacks that an image watermarking algorithm should survive is the JPEG compression. The watermarked image was compressed with JPEG at different compression ratios. Similar to other attacks, the detection of the watermark was accurate even at high compression ratios, as shown in Figure 3.16. 41 Watermarked Image under AWGN with PSNR=14.15dB .‘ ‘1‘ Figure 3.8. The watermarked image degraded by AWGN (PSNR=14.15dB). Figure 3.17 shows the attacked image having visible blocking artifacts and yet the algorithm is still able to detect the watermark. Again, equation (3.36) was verified for JPEG attack as shown in Figure 3.18 3.5.6 Comparison between the Time-Wigner and the Spread Spectrum Methods For the comparison with the DCT method proposed by Cox [63], a watermark se- quence of length 256 is embedded in the 256 highest magnitude coefficients in the (DCT) of the Lena image. Figure 3.19 through Figure 3.21 show the correlation 42 Probability of False Alarm versus the threshold under AWGN (PSNR=28.12) l I l l T 0.5-. ' I 0.45 - r I ..+_ l 0.4 0.35 ‘ T + T 0.3 I ‘ PFA I 0.2 + « I 0.15 _ I 0.05 r -. - +++ [ llllllllll [Ill 0 ‘ r l 0 0.05 0.1 0.15 0.2 0.25 0.3 Threshold Figure 3.9. The probability of false alarm versus the threshold under AWGN with PSNR=28.18dB. detector response for both methods under AWGN, median filtering and JPEG com- pression respectively. The proposed Time-Wigner method performs better than the DCT method under all attacks. Both, the Time—Wigner and DCT methods perform well under AWGN. In the median filtering case, the proposed method has higher cor- relation coefficients under all filter sizes. The DCT method embeds the watermark in the largest magnitude DCT coefficients of the host image, which requires the use of small weighting coefficients to provide an invisible watermark. Thus, the strength 43 Median filtering 3x3 Median filtering 5x5 1 ‘5 ‘5 E 0.8 E08 8 0-6 80.6 0 04 0 5 - .5 0.4 “ 0.2 “ % WM %0.2 t 0 t o o 0 0 -02 . . 0 . . I 20 40 60 80 100 20 40 60 80 100 a b Median filtering 7x7 Median filtering 16x16 18 ‘ 75 $0.8 E 0.8 §O.6 g 0.6 c 0.4 c 0.4 .9 .9 E 0.2 1.3 0.2 g 2 o 0 8 0 0 - O _ ‘ 1 20 40 60 80 100 20 40 60 80 100 c d Figure 3.10. The normalized correlation detector response for the Time-Wigner method applied to Lena512 image under median filtering with different filter sizes, a. size=3 x 3,b. size=5 x 5, c. size=7 X 7, d. size=16 x 16. of the watermark will be low and any distortion in the image will affect the detection of the watermark. The choice of the weighting matrix along with the use of the error key improve the robustness and hence the detection of the watermark in the proposed Time-Wigner method. 44 Watermarked Image under Median Filtering. Size = 9 x 9 Figure 3.11. The watermarked image degraded by median filter of size 9 X 9. 45 Probability of False Alarm versus the threshold under Median filtering 4x4 1 T i l T 0.5" ‘ 0.45 r ' ‘ 0.4 ~ 0.05 - o . ‘ . . * ' i l i 0 0.05 0.1 0.15 0.2 0.25 Threshold Figure 3.12. The probability of false alarm versus the threshold under median filtering with filter size=4 x 4. 46 Rotation=1 degree Rotation=3 degree —b _L 1% T8 '6 0.8 :g 0.8 E t 8 0.6 o 0-6 O O .8 0.4 .5 M g 0.2 (E? 0.2 8 000011th001108 ° . . 20 40 60 80 100 20 40 60 80 100 a b Rotation=5 degree Rotation=7 degree E 0.8 g 0_3 (:3! 0.6 33> 0.6 c 0.4 c 0.4 .9 .9 E 0.2 E 02 ° 9 5 0w 1M 5 0 0 -02 . . . - 0 -0.2 . 20 40 60 80 100 20 40 60 80 100 c d Figure 3.13. The normalized correlation detector response for the Time—Wigner method applied to Lena512 image under rotation with different angles, a. degree=1°,b. degree=3°, c. degree=5°, d. degree=7°. 47 Watermarked image rotated by 7 degrees Figure 3.14. The watermarked image degraded by rotation of 7°. 48 Probability of False Alarm versus the threshold under Rotation (3 degrees) F l l l l 0.5+ ‘ 0.45 r ' r 0.4- + 0.05 - o . ‘ r i r 0 0.05 0.1 0.15 .2 0.25 Threshold Figure 3.15. The probability of false alarm versus the threshold under rotation of 3°. 49 JPEG CR=2 JPEG CR=8 —.L —L 75? a ._ OJ 9 0.8 5 0.8 if, E o 0.6 g 0.6 0 o '3 0.4 S 0.4 E 0.2 E 0.2 g 010W ll Wk 9; 0 0 ll ll 8 20 40 6O 80 100 20 40 60 80 100 a b JPEG CR=20 JPEG CR=37 is: ‘ r. E 0.8 g 0.8 §00 (93’ 0-6 c 0.4 c 0.4 2 .9 $0.2 g 0.2 i: t 0 o 0 o o o 20 40 60 80 100 20 40 60 80 100 c d Figure 3.16. The normalized correlation detector response for the Time-Wigner method applied to Lena512 image under JPEG compression with different compres- sion ratios, a. CR=2,b. CR=8, c. CR=20, d. CR=37. 50 Watermarked Image under JPEG with CR=37 Figure 3.17. The watermarked image degraded by JPEG compression with CR=37. 51 Probability of False Alarm versus the threshold under JPEG with CR=20 l l l l l 0.5"? _ 0.45 - a 0.05 o 1 r i 0 0.05 0.1 0.15 .2 0.25 0.3 Threshold Figure 3.18. The probability of false alarm versus the threshold under JPEG com- pression with CR=20. 52 AWGN comparison: Time-Wigner method 0.95 - + 88 - mAr-rw- 0.9 ' 0.85 - 0.8 - 0.75 * Correlation Coefficient 0.7 r 0.65 - 0' l l l 10 15 20 25 30 35 4o 45 PSNR (dB) 1 l J Figure 3.19. Comparison between spread spectrum and Time-Wigner methods under AWGN. 53 Comparison under Median Filtering: Time Wigner method p (D I I If], ‘1 'r '1 5,, It] I- ‘i 'I a," a," r,[ 9 co I p N I Correlation Coefficient .0 .0 .O 0 o.) 4:- 01 'c) l 1 5: N l l l l l l L I I Filter Size Figure 3.20. Comparison between spread spectrum and Time-Wigner methods under Median Filtering. 54 Comparison under JPEG p (o I _O on I Correlation Coefficient 5: p O) N I I 9 (TI I O A I i i l l l 0 5 10 15 20 25 30 35 Compression ratio )— Figure 321. Comparison between spread spectrum and Time-Wigner methods under JPEG compression. 55 3.6 Discussion The main attribute of the Time-Wigner method, is the fact that it could be imple- mented in the time domain directly. This is due to the fact that the time-frequency domain embedding function can be simplified to non-linear function in time, P — WDp n, (4.9) where AME/l * 242(4) = 152(4) — 1%). Since convolution in time corresponds to multiplication in frequency, and in order to simplify the derivation we rewrite equation (4.9) as, H1 r1(n).Y2(n>> : n. (410) HO where C(n), Y1(n) and Y2(n) correspond to the Fourier transforms of A p(y), 202(3)) and 252(3)), respectively. To find the minimum probability of error detector. Let, 2, = Z (Joni/12m). (4.11) n The mean and the variance of zl are given by, p2, = N031 [2 2 C(72) + NC(0)] , (4.12) 68 031 = 8N208 [2(0291 )+ NC2(0 0.)] (4.13) Readers should refer to the appendix for full derivation. Let, 22 = ; C(n)Y1(n)Y2(n). (4.14) The mean and the variance of this random variable are given by, #22 = N2afa§C(0), (4.15) 022- — 4N204102 4[ZC2() )(0+NC2(0.) (4.16) Using the central limit theorem, the pdfs of 21 and 22 are assumed to be Gaussian, f21(2) N N(#211021)- (4.17) fz2 (Z) ’V N(#22,0z2)- (4.18) Since C' (n) is the Fourier transform of A p(y), the following relationships hold, = 2141991), 31 2001) = NAPUJ), 20201.) = NZA§3(y). (4.19) n 9 Solving for 17 using the above facts and the assumption, from equation (4.8), that 69 y 9 20.2 2 1\r2ZAP(y)a‘11 [(71- — ) :1: 72 (j- — 1)] N y 02 2 (4.20) 204 ‘72 The threshold in equation (4.20), similar to the Time—Wigner method, depends on the weighting matrix A p(y, wy). Thus, the spatial and the spectral characteristics of the image are taken into account when choosing the appropriate threshold. 4.4 Watermark Detection for the Binary Watermark Sequence Case The simplified embedding function in equation (4.5) shows that the square of the watermark is used for the embedding, which in the case of a binary sequence of {—1, 1} makes the extraction of the watermark impossible because the sign will be lost through the square operation. Therefore, in the Wigner-Wigner method, pre- processing and post-processing steps are introduced to account for this ambiguity. The pre-processing shifts bit —1 to 0, so the embedded watermark is a sequence of {0,1} instead of {—1,1}. Equation (4.5) can then be written as, P(9)= P2(y)+ ZAP(3/awy) *w(9), (4-21) Q49 2(9) = w(y)- At the receiver, the extracted watermark is post-processed by converting every bit since to 0 to -1. Once the extracted watermark is found with the post-processing step, the same procedure described for Time-Wigner watermark extraction can be applied to 70 find the probabilities of false alarm and miss, where the extracted watermarked is, 113(9) = w(y) + 71(9) (422) Similar to the Time-Wigner method, the probability of error for correct extraction is, Pe=%(Q (77W)+1_Q(:7/1—V::))’ (4.23) where 77 is a pre—defined threshold and 0,2, is the attack variance. 4.5 Simulation Results and Comparison In this section, we provide simulation results to demonstrate the performance of the proposed embedding algorithm and the use of reference watermark. The wavelet- based method in [67], has been implemented for performance comparison. In [67], the authors propose a DWT based watermarking algorithm based on quantizing certain DWT coefficients at each level. The DWT method embeds the watermark in the wavelet domain of the image, which reveals the characteristics of the image at different scales. Similarly, the Wigner—Wigner method embeds the watermark in the time- frequency domain, which reveals the characteristics of the image at different frequency components at different times. In order to determine how many bits we can embed inside an image and keep a high PSNR at the same time, different watermarks with different lengths are embedded inside the host image. Figure 4.3 shows the PSNR values for different watermark lengths. The PSNR values are in 70dB range even for large watermark lengths, i.e. 2048. The proposed watermark embedding algorithm has been applied to a large number of images [91]. Table 4.2 shows the average bit error rates (BERs) under different 71 attacks. Since the performance of the algorithm does not vary much with the choice of the image (as can be seen in Table 4.2), in the rest of this section we focus on the performance of the algorithm for the Lena image. Table 4.2. Average bit error rate in detecting the watermark under different attacks using 100 different images. Attack BER AWGN (PSNR=48.13db) 00065400031 AWGN (PSNR=36.0db) 00091400056 AWGN(PSNR=14.15db) 01821400425 JPEG (CR=1.7) 00075400031 JPEG (CR=7.7) 00151400061 JPEG (CR=20) 00514400134 MF (3 x 3) 00182400101 MF (5 x 5) 00415400121 MF (7 x 7) 00574400210 A binary watermark of length 256 is embedded into the Lena image resulting in a PSNR of 80.2dB. The watermarked image in Figure 4.4 has no visible differences from the original image, which satisfies the imperceptibility condition. 4.5.1 The Performance under AWGN, Median Filtering, Rotation, and JPEG Compression The performance of the Wigner-Wigner method is demonstrated under similar at- tacks as in the Time-Wigner case, i.e. AWGN, median filtering, rotation, and JPEG attacks. The extracted watermark was correlated with 100 randomly generated wa- termarks at the receiver. The performance of the correlation detector is similar to the Time-Wigner method, where the extracted watermark has the highest correlation, when it is correlated with the true watermark, among all possible watermarks at the receiver. The correlation detector response for sample attacks is shown in Figure 4.5. 72 PSNR versus number of bits 105» - 100 -> 4 95- . a 3 a: - . z 90 (I) (L 85 - 4 80- - 75- - 200 400 600 800 1000 1200 1400 1600 1800 2000 Number of bits Figure 4.3. PSNR versus number of bits. 4.5.2 Comparison between the Wigner-Wigner and the Wavelet Methods For the comparison with the DWT method proposed by Kundur [67], a binary wa- termark sequence of length 256 is embedded. Figure 4.6 through Figure 4.8 show the correlation detector response for both methods under AWGN, median filtering, and .1 PEG compression respectively. The proposed Wigner-Wigner method performs better than the DWT method under all attacks. The DWT-based method embeds the watermark in every DWT level, where some of these levels are less robust to attacks. Moreover, the Wigner-Wigner method embeds the Wigner of the watermark inside 73 Watermarked Lena Image PSNR=80.2dB Figure 4.4. The watermarked Lena512 image with PSNR=80.2dB. the Wigner distribution of the image, while the DWT embeds the binary watermark itself in the DWT domain, which gives more security to the Wigner-Wigner method. The use of the error key in extracting/ detecting the watermark in the Wigner-Wigner method improves the robustness of the proposed algorithm. In addition, the DWT- based method sends more side information in order to extract the watermark. The locations of all modified coefficients in every level at each scale of the DWT should be available at the receiver. This large amount of side information is a drawback for the DWT-based method. Although both methods have the ability of embedding binary 74 AWGN Median Filtering ‘5' 75 ii 0.64 1 "*5 0.6' 8 . 8 S S 0.4 E :5 0.2 - “5’ “5’ o (WM/[[0110 o o 0 . . . . 0 -o.2 . . . . 4 20 40 60 80 100 20 40 60 80 100 a b Rotation JPEG g . . - ‘5' 1 . . . :0; 0.6’ 3506' E E 0.2’ 1 g 2 ° 3 00104104141171] 0 A A . L o . n n 20 40 60 80 100 20 40 60 80 100 c 11 Figure 4.5. The normalized correlation detector response for the Wigner—Wigner method applied to Lena512 image under, a. AWGN=14.5dB,b. Median Filtering size=7 x 7, c. Rotations 1°, d. JPEG CR=20. watermark sequences, the Wigner-Wigner method has the advantage of embedding Gaussian sequences as well, which makes it suitable for more applications. 75 AWGN comparison: Vlfigner-lMgner method 1 r r ’fl—T’. -L .0 (D r \ \ -+-wwq _O G) I \ I’ I 'O'DWT p N I \ \ o p 0'! a: 5 s ‘I s s s o h x C Correlation Coefficient o 10 20 30 4o 50 PSNR (dB) Figure 4.6. Comparison between the DWT and Wigner-Wigner methods under AWGN. 76 Comparison under Median Filtering: Wigner-Wigner method 1$.~l I l I l l l \ ~~‘*~ 0.9-\ ‘~.~ \ ‘+.. 0.3- \ ."-l- - \ ‘~.~ ] «H _ \ § 507 \ f €06 ‘ g ' ‘\ -e-0wr 'fi \ 50.4' G t \ -+-ww 0 s 00.3' \ x - s 0.2 \ x 0.1- \O-- ---e.-.- 0 l l l l l I l 1 2 3 4 5 6 7 8 9 FillerSize Figure 4.7. Comparison between the DWT and Wigner—Wigner methods under Me- dian Filtering. 77 Comparison under JPEG: Wrgner-Wigner method 1“. I I I I I I I \ ‘~. 09~° f‘u '°'DWT~ ' \ ~~~ ~§ -+-ww 03 ‘, *~..~ - \ ~~~~~~ 507 \ ‘~0 .9 \ 0 EO.6~ \ 8 \ 0 _ \ .5 0.5 ‘ $04 A ~ L \ 8 \ O.3~ ‘ ~ \ \ 0.2" ‘ \ 01- ‘s . °---.- 0 1 1 1 1 1 1-."'II1_ 0 5 10 15 20 25 30 35 Compression ratio Figure 4.8. Comparison between the DWT and Wigner-Wigner methods under J PEG compression. 78 4.6 Discussion The proposed Wigner-Wigner watermarking method, which is an extension of the Time-Wigner method, embeds the Wigner distribution of the watermark inside the image. Therefore, the Wigner-Wigner method uses the time—frequency characteristics for both the image and the watermark, while the Time-Wigner method uses the time- frequency information only for the image. Similar to the Time-Wigner method, the time-frequency domain embedding algorithm in the Wigner—Wigner method is sim— plified to a non-linear function in time that depends on the square of the watermark, Pry) = P20) + 24.00.44,) 4 242(4). (4.24) ”I! The simplified function can be used for watermark embedding, instead of the time- frequency domain function, to reduce the number of computations. The Winer-Wigner method has also the ability of embedding both Gaussian and binary watermark sequences. In this case, the threshold that is used to detect the szAp(;r/)oi1 [( —1)i\/2(?%—1)] 9 ‘72 77 z . (4.25) 1 4) ‘72 The threshold in equation (4.25) shows that the Wigner-Wigner method depends on watermark is, [\3 HM 0' to q q“; NM N 2, which makes it more dependent on the length of the subset, P(y), compared to the Time—Wigner method. Moreover, finding the threshold and implementing the detector in the Time-Wigner method is simpler because of the convolution operation in the Wigner-Wigner method, which makes the detection more complicated as we need to find the Fourier transforms for A p(y), 1122(3)) and 1212(y). 79 4.7 Summary In this chapter, we introduced a novel watermarking algorithm based on embedding the Wigner distribution of the watermark inside the Wigner distribution of the signal. The embedding algorithm in the time-frequency domain is simplified to a non-linear function in time that depends on the square of the watermark, Pry): P2 W20). (4.26) “’3! This square operation makes the extraction of the binary watermark impossible, since the sign is lost. Thus, we proposed a pre—processing and post-processing op- erations, where the binary sequence of {—1, 1} is shifted to {0,1} at the embedder, and the received watermark is converted back to {—1, 1} at the receiver. This sim- plification, similar to the Time-Wigner method, is based on the assumption that the watermarked distribution is a valid Wigner distribution. However, since this is hard to satisfy, an error is introduced by the inversion process. The introduced error is analyzed and found to be concentrated in the low frequency range. This error is saved as a key and used for watermark extraction/ detection at the receiver. In this chapter, similar to the previous chapter, two detection algorithms are derived for the Gaussian and the binary watermarks cases, respectively. The per- formance of the proposed Wigner—Wigner method is evaluated through embedding a binary watermark sequence. The correct detection of the embedded watermark is validated after attacks. The proposed watermarking method is compared with a well-known DWT—based method. Although the watermark sequence in the DWT is repeatedly embedded in every scale of the DWT of the image, our proposed method, which embeds the water- mark just once, outperforms the DWT method in all attacks. The proposed method reduces redundancy in the algorithm and provides higher accuracy and security at 80 the expense of increased computational complexity. 81 CHAPTER 5 WATERMARKING IN THE AUTOCORRELATION DOMAIN The major challenge for watermarking in the Wigner domain discussed in Chapters 3 and 4, is that once the Wigner distribution is watermarked, it is no longer a valid distribution and the time signal, 3(71), can be recovered using the approximation in equation (2.6). This approximation introduces some error in detecting or extracting the watermark. This error is sent as a key to add robustness to the detection of the watermark. Therefore, one of the biggest shortcomings of the Wigner-based methods is that the original image and an extra key that contains the error in inverting the Wigner distribution are needed for watermark detection. Another shortcoming of the Wigner-based watermarking methods is that the computation of the weighting matrix in the Wigner-based method makes it unsuitable for real-time applications, where the watermark is required to be embedded in a very short period of time. The non-blind detection algorithm is another disadvantage for the Wigner-based methods. These constraints limit the use of the Wigner—based method in certain applications such as real-time verification systems. In this chapter, we introduce a new image watermarking method that is equivalent to watermarking in the Wigner domain without the limitations mentioned above. Unlike the Wigner-based methods, the proposed method can embed only a binary watermark sequences. The binary watermark is embedded in the local autocorrelation domain, which is related to the Wigner distribution through a Fourier transform and has no aliasng and invertibility problems. The pixels to be watermarked are chosen randomly from the original image. This ensures the security of the embedded watermark. The time-varying autocorrelation function for the chosen pixels is found and the watermark is embedded such that the modified autocorrelation is still a valid 82 autocorrelation function. This will ensure the invertibility of the autocorrelation function and will enable us to extract the embedded watermark bits. The robustness of the proposed autocorrelation based watermarking method under different attacks such as rotation, filtering, AWGN, and J PEG compression is evaluated by computing the probability of error. This chapter is organized as follows. Section 5.1 gives a brief introduction on the autocorrelation function. Section 5.2 introduces the embedding algorithm, whereas Section 5.3 introduces the extraction algorithm. In Section 5.4, the analysis of the proposed method under attacks is provided. Simulation results and comparison with other well-known methods are demonstrated in Section 5.5. Some final remarks and discussion are given in Section 5.6. Finally, Section 5.7, summarizes the main points of this chapter. 5.1 Background The use of autocorrelation function for watermarking has been previously mentioned in literature [92, 93]. The autocorrelation function used in these papers is the regular autocorrelation function which represents the well-known correlation based detector, that has a peak when the extracted watermark is correlated with the original one. Unlike this autocorrelation function, the autocorrelation function used for watermark- ing in this chapter represents a time-varying function that is related to the Wigner distribution through an inverse Fourier transform. It is obvious from equation (2.3), m . wow, 02) = 2 Z s(n + m)s*(n — m)e-J2W, (5.1) m=—oo that the Wigner distribution is the Fourier transform of a time-varying autocorrela- tion function 7(m, n) = s(n + m)s*(n — m). The autocorrelation function has some 83 properties that make it a good choice for watermarking applications. First, for real and positive-valued discrete time signals, such as images, the signal can be retrieved from its autocorrelation function as 3(71.) = 4/r(n,0). Second, the autocorrelation function of a real signal is symmetric. These properties simplify the embedding and detection algorithms in image watermarking. Since Wigner distribution is the Fourier transform of every other row of the auto- correlation matrix, embedding the watermark in the Wigner distribution is equivalent to embedding it in the autocorrelation domain. The autocorrelation function for a discrete-time signal of length M can be written as: 7‘(m, n) = 3(n + m)s*(n — m), (5.2) where m = [:2M], :éli + 2, ..., [%’I—], n = 1, ..., M and [9:] is the largest integer less than or equal to :r. The autocorrelation written in matrix form for the signal 3(n) = {81 32 33 84 85} is: 0 0 3135 0 0 0 8183 8284 8385 0 74772,"): 3% 3% 5% .32 3% - (5-3) 0 .3133 8284 8385 0 0 0 8185 0 0] The symmetry of r(m, n) and the invertibility, 3(n) = ‘/r(0, n), are clear from the above example. Since 7(m, n) is symmetric, we consider only the positive indices, 84 22222 31 32 83 54 35 74072:"): 0 8183 8284 8335 0 _ 0 O 31.95 0 0 J The proposed method modifies the non—zero elements of 7+(m,n) for m > O. r(0,n) is not modified directly to preserve the visual quality of the watermarked image. For a signal of length M, we have ELLE—Mil watermarkable points. For the example given in equation (5.3), the number of watermarkable locations in the autocorrelation function will be 4, which correspond to 3133, 3234, 3335 and 3155. 5.2 Watermark Embedding For simplicity, we consider an N x N image and a binary watermark sequence 11) of length L consisting of {~1,1}. The embedding algorithm which is illustrated in Figure 5.1, can be summarized as follows: 1. Choose randomly a subset of pixels from the original image. This subset should have at least 2\/L+1 points from the image to ensure that we have L watermark- able cells by the relationship given in the previous section. In this dissertation, we choose 2L + 1 points, 8(7).) = {31, 32, ..., 82 L +1}, which give L2 watermark- able cells. This will provide a degree of freedom in choosing the locations to insert the L watermark bits in the next step. A key K 3 containing the locations of the selected pixels is stored. 2. Compute the autocorrelation function r+(m,n) for s(n) and choose the wa- termarkable locations according to a randomly generated key Kr. The key, Kr, should choose L distinct locations among-the L2 non-zero points in the autocorrelation function with the exception of the row at m = 0. 3. Since every coefficient in 7+(m,n) is a product of two points of the original 85 Original Image Image [Autocorrelation ll Kr ode“ Kn [ Waterrnerked image Encoder .___.. Watennerk 1 Generation 1 Watermark. w Figure 5.1. The block diagram for the embedding algorithm for the autocorrelation method. signal s(n), we can write: 1"+(M) = 37+j—13j—1'+11 (5.5) where 7' = 1,2, ...,L +1 and j = 1,2, ...,2L +1. 4. Fix min(s,-+j_1, sj_,'+1) and modify max(s,-+j_1,sj_i+1). We keep the pixel with minimum value unmodified since any small change in a small valued pixel 86 will cause a perceptible distortion in the watermarked image. Also, modify- ing large values will provide more robustness against attacks. The embedding process can be written as, max(§,'+j_1,.§j_i+1) -'= max(s,-+j_1, Sj—i+1)(1 '1' (Hall), (5'6) where a) is the weighting coefficient of the 1th bit for l = 1, 2, 3, ..., L. The value of max(s,-+j_1, sj_,+1) before modification is stored in a key, K p. 5. Modify all locations in r+(n,m) that contain max(s,+j_1, sj_,-+1) with the new value of max(.§,-+j_1, 3j—i+1)- 6. Repeat steps (3 — 5) for every watermark bit. 7. Obtain the watermarked signal 8(71) by taking the square root of 7+(0, n). The weighting coefficient at is derived such that the max(§,-+j_1, éj—Hl) remains greater than min(s,-+j_1, sj_,~+1). This ensures that the watermark extraction is possible. The weighting coefficients are derived as follows: max(si+j—lr Sj—z'+1)(1 + Orwr) 2 min(31'+j—1:3j—z'+1)- (5-7) min 3- -_ ,s-_' 011012 (2+3 1 ] 2+1) _1. (5.8) max(37'+j—113j—i+1) If 11), = 1 then, min 8- -_ ,s-_- 012 ( 1+3 1 ] 2+1) _1. (5.9) maxf$i+j—1,8j—z'+1) If to, = —1 then, min(s- -_ ,s-_- 01131— 2+] 1 J 1+1) (5.10) maX(84+j—1rSj—i+1)' In order to satisfy both equations (5.9) and (5.10), we choose at = c(1 — min(si+j_1,sj_i+1) > 0; where 0 S c S 1 is a constant. Usin this relationshi , max(sz'+j—1a3j—z'+1)) g P 87 the weighting coefficient for each watermark bit is adapted based on the particular pixel value, and the strength of the watermark can be adjusted by choosing c. As a numerical example to illustrate the embedding process, let 3(71) = {100, 128,110, 99, 95}, w = {1,—1,1} and c = 0.2. The autocorrelation function for 3(n) is, [10000 16384 12100 9801 9025 r+(m.n)= 0 110001267210450 0 . (5.11) 0 0 9500 0 O ] Let K,» contain the locations for 5133,3234,33s5. For I = 1, wl = 1. Since 53 = 110 > 31 = 100, we embed 101 into 33. The results for embedding the first bit are, Kr = 3133, 041 = 0.018, 823 = 33(1+ 071101) =112, KP, = 110, s(n) = {100, 128, 112, 99, 95}. (5.12) 88 For the second bit, I = 2, 1112 = -1, Kr = 3234, 042 = 0.045, 8A2 = 82(1+ 02102) = 122.2, 3(n) = {100,122.2,112,99,95}. (5.13) For the final bit, we get, 1103 = 1, Kr = S385, 073 = 0.030, 8A3 = S3(1+ 03103) = 115.4, Km 2 112, 5(n) = {100, 122.2, 115.4, 99, 95}. (5.14) 5.3 Watermark Extraction In order to study the performance of the detector, probability of error will be derived. In this dissertation, we assume that we have access to the keys K 3, Kp and Kr at the receiver. The semi-blind extraction algorithm can be implemented by performing the same steps in the embedding algorithm in the reverse order. The extraction algorithm, as shown in Figure 5.2, can be summarized as follows: 89 1. Extract the watermarked pixels, 8(71), using the key K 3. 2. Compute the autocorrelation function r+ (m, n) for §(n). 3. Using K r, determine the modified locations in the autocorrelation function. 4. Find max(.§,-+j_1, éj-Hl) for r+(z',j) where 2' and j are determined from Kr and then use the last stored value for max(s,-+j_1, sj_,-+1) in Kp to find the sign of 0'le and determine the value of 10) according to, max g. ._ ,§._. (2+3 1 ] 2+1) _1). (5.15) 10 = sgn(a w ) = sgn l l l (max(si+j—laSj—z'+1) which can be written as, max(§i+j—la§j—i+1) _1 > 0 (516) maX(55+j—1,8j—4+1) 5. Replace max(.§,-+j_1, éj—i-i-l) With max(s,-+j_1, Sj—i+l)' 6. Repeat steps (3-5) for the next watermark bit. The embedded watermark se- quence is extracted in the reverse order, 761 for l = L, L - 1, ..., 1. As a numerical illustration of the extraction algorithm, we continue with the example given in the previous section. As we mentioned earlier, the watermark is extracted in the reverse order. Therefore, in the first run we extract the first bit of the watermark sequence, 90 AWGN JPEG Watermark inverse- mm € 25 3‘ Rotation Filtering Figure 5.2. The block diagram for the watermark extraction algorithm for the auto- correlation method. Kr = 8335, 3(71) = {100,122.2, 115.4, 99, 95}, . 115.4 1123 —sgn (—112 — 1) — 1, 323 = K173 = 112, s(n) = {10012221129095}. (5.17) 91 The output for the second run is, Kr = 3254, 801) = {100, 122.2, 112,99, 95}, 122.2 ‘ = — 1 = .—1 1112 sgn( 128 ) , 8,2 =3 K192 : 128, 3(n) = {100,128,112,99,95}. (5.18) Finally for the first watermark bit, Kr = 8133, s(n) = {100,128,112, 99,95}, 112 7 = _ _ 1 = 1 ul sgn (110 ) , 5(n) = {100, 128, 110, 99,95}. (5.19) The above example shows that we can extract the watermark and get the original signal without any error assuming that there is no corruption in the received image. The following section analyzes the effect of the attacks the image may undergo through on the recovery of the watermark. 5.4 Analysis of the Algorithm under Attacks In the Wigner-based methods, the extraction algorithm for the binary watermark case allows us to extract the whole watermark sequence at once. Therefore, we are 92 able to model any attack on the watermarked image as additive noise. However, in the autocorrelation method, the watermark is extracted bit by bit in reverse order.- This method of extraction, allows us to model the attack as additive noise on each watermark bit and thus we can find the probability of error in extracting every wa- termark bit. As mentioned in [95], we can model the attacks on the watermarked image as additive white gaussian noise 71),, which is uncorrelated with the pixel value. For each pixel in the watermarked sequence 8],, the pixel value after an attack can be written as, 5k = 5k + nk. (5.20) Therefore, the detection rule in equation (5.16) is modified as: 51:1 17.) > w, + 0. (5.21) almax(3-i+j—173j—i+1) < _1_ (max(§z'+j—1a§j—z’+1) __1 0‘1 max(sz'+j—113j—i+1) ' The probability of error P6,, assuming equal a prior probabilities for {-1,1}, for where w) = the 1th watermark bit can be derived as, [anr > almax(32'+j—113j—i+l))+ PW < —armaX(Si+j—1-3j—z'+1))] (5.22) Fe er—I l = The variance of noise is estimated using the robust median estimator in the discrete wavelet domain given by [96]: Median( Y, ) (in, = 0.6745 ~ ,le E subband HHl. (5.23) 93 The mean fin, of n, can be estimated by subtracting the mean of the original image from the mean of the received image. By plugging in the expression for a) from Section 5.2, we get max(s,-+j—1,Sj—i+l) ‘ min(si+j-1’Sj—2+1) — (inf) (5 24) P61 : Q (C 6741 where Q(y) = fi 2004130 g» dt. From equation (5.24) it is seen that as 0 increases, the watermark strength in- creases and P6, decreases as expected. It is also observed that as the difference between max(s,-+j_1,sj_,-+1) and min(s,-+j_1,sj_,-+1) increases, the probability of error will decrease. This suggests that if we embed the watermark into elements of the autocorrelation matrix that correspond to the correlation of pixels that have a large absolute difference, the algorithm will be more robust against attacks. More— over, equation (5.24) gives the error for every watermark bit, so for a watermark of length L we can find the bit error rate (BER). It should be noted that the model in equation (5.20) is not always realistic. For example, in some cases the attack ”k is actually correlated to the signal and cannot be modeled as additive white Gaussian noise. Thus, equation (5.24) will not be valid for all attacks. 5.5 Simulation Results and Comparison In this section, we demonstrate the performance of the proposed method through various simulations with different attacks. We also, compare the proposed method with spread spectrum method [63] and the DWT method [68]. The reason to choose these two methods is because of the similarity between the proposed method and the methods in [63, 68]. In [63], the watermark is embedded in the DCT domain and is spread out through the whole image, similarly, the proposed method embeds the wa— 94 termark in the autocorrelation domain and the watermark is also spread out through the whole image. On the other hand, the method in [68] embeds the watermark in the DWT domain repeatedly in different scales. The proposed method, is similar in the way it embeds every watermark bit repeatedly in all locations of 7+(n,m) that contain max(s,-+j_1, sj_,-+1). We also show the performance of the proposed method in embedding and extracting logos when the watermarked image undergoes distortion. The watermark embedding algorithm in the autocorrelation domain has been ap- plied to a large number of images [91] using c = 0.2 and L = 256. Table 5.1 shows the average bit error rates (BERs) under different attacks. Since the performance of the algorithm does not vary much with the choice of the image (as can be seen in Table 5.1), in the rest of this section we focus on the performance of the algorithm for the Lena image. Table 5.1. Average bit error rate in detecting the watermark under different attacks using 100 different images. c 0.2 AWGN (PSNR=48.13db) 0.0075:i:0.0051 AWGN (PSNR=36.0db) 0.0421:l:0.0063 AWGN(PSNR=14.15db) 0.1572i0.0098 JPEG (CR=1.7) 00215400076 JPEG (CR=7.7) 00842400153 JPEG (CR=20) 01421400213 MF (3 x 3) 01041400211 MF (5 x 5) 01105400134 MF (7 x 7) 01254400242 The autocorrelation method, unlike the Wigner-based methods, allows us to ex- tract one bit of the watermark at a time. Therefore, we will report the results in 95 terms of the average bit error rates (BERs). The watermarked Lena image is similar to the original one with no visible differ- ences with PSNR=44.5dB. Figure 5.3 shows the watermarked image using c = 0.2. The algorithm has been tested under different attacks and for different embedding parameters. We ran the algorithm 100 times by generating different watermark se- quences. The average bit error rates with their standard deviations are reported. Table 5.2 shows the effect of the choice of c on the robustness of the proposed algo- rithm under additive white gaussian noise ’AWGN’, JPEG compression, and median filtering ’MF’. The algorithm maintains a low (BER) even for low J PEG compression ratio. Table 5.2. Bit error rate in detecting the watermark under different attacks for different values of c. c 0.05 0.1 0.2 AWGN(PSNR=48.1dB) 00340.01 0.024001 00140.01 AWGN(PSNR=36.1dB) 0.094001 0.054002 0.044001 AWGN(PSNR=28.1dB) 0.114001 0.094002 00540.01 AWGN(PSNR=142dB) 01440.03 01340.03 01540.02 AWGN(PSNR=8.1dB) 01740.03 0.154003 0.154003 JPEG(CR=1.7%) 0.044001 00340.01 0.024001 JPEG(CR=7.7%) 01240.02 01040.02 0.084002 JPEG(CR=20%) 01640.02 01440.03 01440.02 JPEG(CR=37%) 01840.02 0.164001 0.16:l:0.03 MF(3x3) 0.114001 01040.03 0.104002 MF(5x5) 0.124002 0.124002 01140.01 MF(7><7) 01340.02 01240.01 01240.01 96 Watermarked Image PSNR=44.5dB Figure 5.3. The watermarked image with PSNR=44.5dB using c = 0.2. 5.5.1 Comparison between Autocorelation, Wavelet, and Spread Spec- trum Methods The proposed algorithm is also compared with a well-known watermarking algorithm based on the Discrete Wavelet Transform (DWT) introduced by Kundur and Hatzi- nakos [68]. In their work, the authors propose a DWT based watermarking algorithm based on quantizing certain DWT coefficients at each level. For comparison, we em- bed the same watermark sequences. As another comparison, we compare the proposed method with the well-known spread spectrum watermarking [63]. In this method, the 97 watermark is embedded into the highest magnitude DCT coefficients of the image. The watermark is extracted by comparing the DCT coefficients of the watermarked image and the original image. In [68, 63], the authors try to detect the watermark, so in this comparison, we use a correlation based detector to detect the watermark, (19(9). 227(9)) 77, (5.25) where, w, and, 113, are the original and the extracted watermarks, respectively. In all three methods, the extracted watermark is correlated with the true wa- termark and the correlation value is reported for different attacks. For the sake of this comparison, a binary watermark of length 256 is embedded in all methods. The results indicate that our method outperforms the DWT method and has better, but close, performance with the spread spectrum method for the tested attacks as shown in Figure 5.4 through Figure 5.6. The DCT method embeds the watermark in the largest magnitude DCT coefficients of the host image, which requires the use of small weighting coefficients to provide an invisible watermark. Thus, the strength of the watermark will be low and any distortion in the image will affect the detection of the watermark. On the other hand, the DWT method is based on quantizing certain DWT coefficients at each level. This quantization introduces some error in the ex- traction process. Embedding the watermark in the pixels with the largest values in the autocorrelation domain, explain the close performance of the proposed method with the DCT method. 98 Figure 5.4. Comparison between SS, DWT, and Autocorrelation methods under AWGN. AWGN comparison: Autocorrelation method I ’1’ I ’ ’ 0.9" 0.87 5 07* '1} ' +88 11: 8 o o ' -->-'AC S :5 0.5- ’1 g 04 ’ . 1 I 0 I 0.3” I ,0 0.2% I 0.1 l l l l l l l l 10 15 20 25 30 35 40 45 PSNR (dB) 99 50 Comparison under Median Filtering: Autocorrelation method Correlation Coefficient N co 4x on '0) K1 5: A I Filter Size Figure 5.5. Comparison between SS, DWT, and Autocorrelation methods under Median Filtering. 100 Comparison under JPEG: Autocorrelation method 1 I I I I I I I 5:: N P O) 9 (’1 Correlation Coefficient .0 A .0 (A) I SD M _o _L l l l l 10 15 20 25 30 35 Compression ratio 1 l O 01 Figure 5.6. Comparison between SS, DWT, and Autocorrelation methods under JPEG compression. 101 5.5.2 Results for the Binary Logo Case We have also embedded a logo image as the watermark inside the image. The logos, serve as a quick check for signaling and locating tampering. The decision on whether an image is altered or not, can be made automatically by comparing the extracted pattern with the original one, if available, or by human testing based on visualizing the extracted pattern. The latter case uses a reasonable assumption that the human can distinguish a ’meaningful’ pattern from a random one. Figure 5.7 shows the extracted logo under different attacks. It is clear that we are able to extract the watermark even when the image goes through different distortions. Moreover, to test the performance of the proposed method when the watermarked image goes under multiple attacks, we applied the AWGN (PSNR=28.13dB), JPEG (CR=5), rotation (3°), and filtering (3 x 3) attacks in sequence to the watermarked image. Although the image went through multiple attacks, the extracted logo is still recognizable as shown in Figure 5.8 and has a correlation value of 0.8 with the original logo. 102 .uF I 95:3. -.'- - ~ ‘. ama- .' ' '.-a..I'a<..:-;--s=~4- == ':,'H:. I> I]. .‘fi'fir'f‘é":fl-"fl: - H'- w—- _ -_ ' .- 'h 4. _,-. Q |. .- .475: Figure 5.7. The extracted logo under different attacks a- AWGN (PSNR=22.11dB), b- JPEG (CR=7.7), c- Rotation (7 degrees), and d- Median filtering (5 x 5). 103 The extracted logo under multiple attacks Figure 5.8. The extracted logo after subsequent attacks of 1- AWGN (PSNR=28.13dB), 2- JPEG (CR=5), 3- Rotation (3 degrees), and 4- Median filtering (3 x 3). 104 5.6 Discussion In this chapter, we proposed a watermarking algorithm in the autocorrelation domain. This method, unlike the Wigner-based methods, can embed only multi-bit watermark. The embedding algorithm embeds one bit of the watermark at a time. Therefore, at the receiver, we extract the individual watermark bits. This way of embedding and extraction allows us to model the attack as additive noise on each pixel value of the image, 3k = 5}, + 71),. (5.26) Therefore, we derived the probability of error in detecting every watermark bit, (5.27) , maX(84+j—1,3j—z'+1) - min(si+j—lrSj-i+1)_ 1171,) P61 = Q (C 5‘77.) where Q(y) = -—1—— +fooex (— (t2)) dt 7% 2 7 ' y The probability of error in extracting the watermark in equation (5.27) can be used to improve the performance of the proposed algorithm. If P3, is greater than a predefined threshold, an error occurred in extracting the lth watermark bit and therefore, the bit should be reversed, w, = 112) where 117, is the complement of 7.0,. However, improving the performance this way depends on the accuracy of the noise model, since not all attacks can be modeled 105 as additive noise. For example, AWGN can be modeled as an additive noise, while JPEG compression is not well approximated by additive noise. This is illustrated in Figure 5.9. AWGN 0.4Kn ., r r r r 1 fl » _ —E1—Simulation results ~O~ Analytical results . I 0.1 Probability of error 0 N K-LJ l l l 0 l 1 4 l L 5 10 15 20 25 30 35 40 45 0 PSNR(dB) JPEG Compression g 01- ~ «5 0.08 - - g 006- - g . o , O 8 0'04 b 0 d: 0.02 - . _ 0 1 2 3 4 5 Compression Ratio Figure 5.9. Comparison in computing the probability of error from the simulations and the analytical results in equation (5.27). 106 5.7 Summary In this chapter, we presented a new robust watermarking algorithm based on the local autocorrelation function. The autocorrelation function is modified such that the watermarked function is still a valid autocorrelation function. A semi-blind detection algorithm is derived and its performance is quantified by deriving the probability of error. The proposed autocorrelation based watermarking algorithm is shown to be robust and provides high capacity. The number of bits that can be embedded for an M x M image is M, which is around 33421488 bits for an image of size 512 x 512. This does not mean that we can embed this large number of bits without degrading the visual appearance of the watermarked image, but it enables us to embed a large number of bits that can be suitable for any application and at the same time keep a high PSN R for the watermarked image. In addition to the ability to embed large amount of data, the algorithm is shown to have reasonable computational complexity and high watermark security. The compu- tational complexity of the proposed embedding algorithm is of order 0(M2). Thus, the autocorrelation method can be used in real-time applications. In terms of security, the semi-blind extraction algorithm makes it more secure compared to Wigner-based methods, because some keys and side information, not the original image, are needed for watermark extraction. This side information can be reduced or eliminated which in turn will increase the security of the algorithm. For example, instead of generating Kr randomly, we can choose the first successive L non-zero points in the autocorre— lation function 7+(m, 77.). Moreover, we can choose a row from the image and use it for watermark embedding, to get rid of the K p key. The comparison with the well-known spread spectrum and DWT-based methods shows the superior performance of the proposed method. The proposed method uses semi-blind detection algorithm to detect the watermark, while the SS and DWT 107 methods need the original image for watermark detection. The semi-blind detection algorithm makes the proposed algorithm suitable for a wide class of applications. 108 CHAPTER 6 A COMPARATIVE STUDY OF THE THREE PROPOSED TIME-FREQUEN CY WATERMARKIN G METHODS In this chapter, we provide a quantitative comparison of the three time-frequency based image watermarking algorithms proposed in this dissertation. Moreover, we introduce techniques to improve the performance of the proposed methods. In Section 6.1, a comparison between the three proposed methods will be carried out based on computational complexity, watermarking capacity, detection / extraction type, and robustness. In Section 6.2, techniques to improve the performance of the proposed methods are introduced. 6.1 Comparison between the Three Time-Frequency Domain Water- marking Methods In Chapters 3 through 5, we have introduced three different methods. For each method, we gave a complete mathematical analysis at the encoder and the decoder. Moreover, comparisons with competitive well-known methods in other transform do- mains have been carried out. In this section, we compare the three proposed methods in terms of computational complexity, capacity, and robustness. Before we proceed with this comparison, we like to emphasize that the Wigner-based methods have the ability to embed Gaussian and binary watermark sequences, unlike the autocorre- lation method which embeds a binary watermark. Although the simulation results provided for the Wigner-based methods are for the binary watermark case, similar simulations can be carried out for the Gaussian watermark case. The binary wa- termarks are preferable over the Gaussian ones in many applications including data hiding and ownership declaration. Thus, we focused on embedding binary watermarks throughout this dissertation. For the rest of this chapter, we assume the watermark 109 is a binary sequence of length M, and the image is of size M x M unless otherwise stated. We also like to emphasize that in some applications, it is desirable to embed more than one watermark, where each watermark has a different purpose. For example, the first watermark may reveal the name of the image owner and the second watermark reveals the date of creating that image. A good watermarking algorithm should be able to detect both watermarks, even when the watermarked image goes under dif- ferent attacks. As an example on using the proposed algorithms to embed multiple watermarks, we embedded two binary watermarks each of length 512 bits inside the lena image using the autocorrelation method. Figure 6.1 shows the correlation func- tion under AWGN (PSNR=22.1dB). The maximum correlation occurs at sequence 100 and sequence 150, which correspond to the first and the second watermarks, respectively. 110 AWGN (PSNR=22.1dB) I I I l I I l I I 0.8 - 7 IO 0) I Correlation Coefficient O A F) N O -0.2 1 1 r 1 1 4L ML 20 40 60 80 100 120 140 160 180 200 Figure 6.1. The normalized correlation detector response for the autocorrelation method with two embedded watermarks under AWGN with PSNR=22.1dB. 111 6.1.1 Computational Complexity We have shown that the Wigner-based methods reduces the embedding algorithms to a non-linear functions in the time domain. However, these non-linear functions are dependent on the weighting matrix which is dependent on the Wigner distrib- ution of the chosen pixels, P(y). Thus, the most computationally complex part in the Wigner-based methods is finding the weighting matrix. To compute the weight- ing matrix, we need to perform 0(M2) multiplications to find the autocorrelation function for the input pixels. Moreover, we need M 2log(M 2) multiplications to find the Fourier transform of the resultant autocorrelation function in order to compute the Wigner distribution for P(y). Thus, we need M 2 + M 2log(M 2) computations to find the weighting matrix for the Wigner-based methods, i.e. 0(M2log(M2)). On the other hand, the autocorrelation method embeds the watermark in the autocorre- lation domain, which has a computational complexity of 0(M2). The computation of the Wigner distribution makes the Wigner-based methods more computationally complex compared to the autocorrelation method. This computational complexity limits the use of the Wigner-based methods to limited applications. 6.1.2 Capacity In terms of the capacity, the simplified embedding functions for the Time-Wigner and the Wigner-Wigner methods are, Pry): P2ry)+ 24100.4.) wry). (6.1) toy and 1E’04): P2(y)+ 2419056941) *wzty). (62) “’31 112 respectively. From the simplified functions, the maximum number of bits that can be embedded inside P(y) are M, if the length of P(y) is M. Therefore, for an image of size M x M, we have the capacity to embed up to M 2 bits, since we can choose P(y) to be the whole image, i.e. of length M 2. The autocorrelation method, on the other hand, has a capacity of embedding 441443.118 bits. Although the number of watermarkable cells is high in all of the three methods, not all of the watermarkable cells are used for watermarking. The constraint of having a high PSN R value limits the number of embedded bits. Figure 6.2 shows the PSNR values for different watermark lengths using the three proposed method. The Wigner-Wigner method provides higher PSNR values, since embedding one bit of the watermark sequence in the autocorrelation method will result in changing many pixels form the original sequence, P(y). Moreover, the Time-Wigner method requires the same watermark to be embedded into every column of the Wigner distribution of P(y), which lowers the PSN R value. 6.1.3 Non-Blind and Blind Detection As discussed in Chapters 3 and 4, both Wigner-based methods require the original image or at least the original chosen pixels, P(y), for watermark detection / extraction. On the other hand, the autocorrelation method does not need the original data for watermark extraction. The semi-blind detection algorithm for the autocorrelation method makes it more useful for a wide range of practical applications. 6.1.4 Robustness In terms of robustness, the proposed methods are shown to be robust against different types of image processing attacks and perform better than some of the most well- known watermarking methods. In this subsection, we compare the performance of the proposed time-frequency methods with each other under attacks. In order to provide a fair comparison, we do not use the reference watermark technique in the Wigner- 113 PSNR versus number of bits -A-Tw '-fl- AC - ~o~ww ’0', 20",, q A "'0' ...... m 4..., o “'11....0 g A 0 MW, % \A‘ n- 60. " ~~~‘.--- A . I. . ------‘--_--* 50_ I. . II \ 40’ '\ - 1‘. 30- . . .""."';°'"1"-'.-'-n-1n-..... 200 400 600 800 1000 1200 1400 1600 1800 2000 Numberofbits Figure 6.2. Comparison between Time-Wigner (TW), Wigner-Wigner (WW), and autocorrelation (AC) methods in terms of PSN R versus number of watermark bits Wigner method. A binary watermark sequence of length 256 is embedded inside the Lena image. The performance measure used is the correlation coefficient between the extracted and the original watermark. Figure 6.3 shows a sample result under AWGN attack. The figure shows that the proposed Time-Wigner method outperforms the other two methods. This is expected, since the watermark in the autocorrelation method is embedded in a recursive way. This way of embedding will cause any error in detecting the watermark bit to affect the detection of the neighboring bits. 114 Moreover, the embedded watermark in the Wigner-Wigner method is {0, 1}, while it is {—1, 1} in the Time-Wigner method. Thus, distortions on the watermarked image in the Wigner-Wigner case will affect the extraction of the watermark more than in the Time-Wigner case. Comparison under AWGN 7 r r T I....1rrr] '-,_'£..|’1|Fifiw ““,r|‘A “" l 09- ”1,1 >“" ’ - ANN] ’ I‘ I 1 I 0.8” ’1" I - ‘3 \’\ ’ l-V'AC H \ ’ ’ c . ‘ . ,9 0J“- .~',.IV’ I - ,3 {3‘ I "lh"TVV : I 80. , . g I’ ...ww .2 0.5- I - .9 I 0 I 504- , - O I I (13- , . I I (12- I - I I 0.1? 1 1 1 1 1 1 1 1 10 15 20 25 30 35 40 45 PSNR Figure 6.3. Comparison between Time-Wigner (TW), Wigner-Wigner (WW), and autocorrelation (AC) methods under AWGN attack As a summary for this section, Table 6.1 summarizes the main comparisons, be- tween the Wigner-based and the autocorrelation methods. It is important to mention 115 that due the high computational complexity of the proposed algorithms, their usage may be limited to certain applications like copyright protection and data hiding. Table 6.1. A comparison between the Wigner-based methods and the autocorrelation method. Wigner-Based Autocorrelation _ 2 Capacity M 2 MAL- Multi-bit Yes Yes Blind N on-blind Semi-blind Computationally complex O(leog(M)) O( M 2) 6.2 Techniques for Performance Improvement In this section, we discuss some techniques that can be used to improve the perfor- mance of the proposed methods. This includes the use of the the pseudo-random watermark generator and the reference watermark discussed in Chapter 4. 6.2.1 Pseudo-random Watermark Generator In order to provide more secure and robust watermarks, the watermark can be gen- erated using a pseudo-random generator. This idea has been used in [97] and has been applied to other multi-bit watermarking algorithms. The original watermark sequence w of length N is spread out to generate another sequence W of length M according to, N W = sgn a Z 11),- ~15]- . (6.3,) i=1 where 15,- is a pseudo—random sequence of length M and a is a gain factor that determines the watermark magnitude. The set P of N reference marks is constructed such that the pseudo-random 116 sequences are orthogonal to each other. P: {p1,P2,...,PN}, (6.4) 13,: [P,-1,Pj2,...,P,-M], (6.5) where P], 6 {-1,1}. The initial state of the random sequence generator should be known by the em- bedder and the detector in order to produce the same P. After W is created, it is embedded instead of w and at the receiver we recover W of length M. In order to re- construct the original watermark sequence, a binary decision is made on the decision variable D k 1 M a Dk = M Z W.- - P1... (6.6) i=1 10k = sgn(Dk). (6.7) Generating the watermark this way will increase the security of the embedding algorithm, since the created watermark, W, rather than the original watermark is embedded in the host data. Moreover, it will increase the robustness of the water- marking algorithm, since the initial state of the random sequence generator is known at the receiver which carries some side information about the original watermark. In order to illustrate the effect of using the pseudo-random watermark generator, we apply this generator to the autocorrelation method and compare the output with the output obtained by embedding the watermark directly. The watermark is a binary sequence of length 256 and c = 0.2. Table 6.2 shows that using the pseudo-random watermark generator reduces the bit error rate to zero. This improved efficiency, however, comes at the expense of using the extra seed key, which is transmitted to the receiver. The results in Table 6.2 agree with the results for the method proposed 117 in [97]. In [97], the authors embed a multi-bit watermark inside an image using a deterministic embedding scheme that ensures total embedding efficiency, i.e. zero bit error rate. Table 6.2. Bit error rate in detecting the watermark with and with out using pseudo-random watermark generator Generator No Yes AWGN (PSNR=48.1db) 0.01 0.00 AWGN (PSNR=28.1db) 0.05 0.00 JPEG (CR=1.7) 0.02 0.00 JPEG(CR=7.7) 0.08 0.00 MF (3 x 3) 0.10 0.00 MF (5 x 5) 0.11 0.00 6.2.2 Reference Watermark In order to increase the robustness of the proposed watermarking algorithms, we may use a reference watermark. The reference watermark, which is assumed to be known at the receiver, and the desired watermark are embedded in an orthogonal way, which means that they are not embedded in 'the same pixels. The bit error rate for the reference watermark is expected to be equal to the bit error rate for the desired watermark. The following equation is used to determine if an error occurred in the 1th bit of the reference watermark, BE(z’) = 411.0) ea 427(4), (6.8) where wr and '11“)? are the original and extracted reference watermarks respectively and GB is the exclusive X—OR operator. If BE (2) equals 1 then an error occurred at the 2th otherwise the extracted bit is correct. 118 If more than one reference watermark is used, a majority rule can be used to deter- mine if an error has occurred at the 7th bit. For the case of R reference watermarks, this can be written as, R Majority(z') = Z w,,,(r) 49 41,),(4) , (6.9) k where if Majority(z') = 1, the 1th bit of the extracted desired watermark is shifted. Deciding the use of reference watermark is dependent on the targeted PN SR value and the number of watermark bits. For example, if the number of watermark bits is large and the targeted PSN R is high, using reference watermark is not recommended. On the other hand, if the goal is to provide more accurate detection/ extraction, the use of reference watermark is desirable. Therefore, the use of the reference water- mark in the Wigner-Wigner method is justified, because the square operation in the simplified function, P(y)= P2(y)+ 24190114017) “92(9). (610) wy makes the watermark less robust and harder to extract. Therefore, we can use the reference watermark to add more robustness to the Wigner-Wigner method. To compare the results between using and not using the reference watermark, we test the Wigner-Wigner method under the two cases for different attacks. Figure 6.4 shows the simulation results for the AWGN attack. The results, as expected, show the superior performance of using the reference watermark. 119 Comparison between uisng and not using the reference watermark under AWGN 1 r r r 1 r r _ _ 1.. - 31"“; a 4|" ' - - —I5'"""'""" 0.9 ' , fl ’ "\ .. I ,‘ '->-' No reference .CD CD I \ I )I - + - Reference . p N _-_ IT \ l Correlation Coefficient $3 $3 .0 A 01 O) I I s s x J l 5: (A) 1 1 ’. 01$! 1 1 1 1 1 1 1 10 15 20 25 30 35 4o 45 PSNR (dB) Figure 6.4. Comparison between using and not using the reference watermark for the Wigner—Wigner method under AWGN. 120 CHAPTER 7 CONCLUSIONS AND FUTURE WORK 7.1 Summary of the Dissertation In this dissertation, three new watermarking algorithms based on the time—frequency representation of the image has been introduced. It has been shown that for positive and real signals, the signal can be retrieved from its Wigner distribution without any error. This realization inspired the implementation of two time-frequency watermark embedding methods; one uses the time-frequency distribution of the image, the Time- Wigner method, and the other uses the time-frequency information for both the image and the watermark, the Wigner-Wigner method. For both methods, under special conditions as described in this dissertation, the embedding algorithm in the joint domain can be simplified to a non-linear embedding function in the time domain as long as the modified distribution is still a valid Wigner distribution. This result reduces the computational complexity of embedding and detecting the watermark. A non-blind correlation based detector is derived using the non-linear embedding function and the probability of error is found in the case of Gaussian and binary watermark sequences. The proposed algorithms are shown to be transparent and robust under attacks through experiments. The third method introduces a robust watermarking algorithm based on the 10- cal autocorrelation function. The autocorrelation function is modified such that the watermarked function is still a valid autocorrelation function. A semi-blind detection algorithm is derived and its performance is quantified by deriving the probability of error. The proposed algorithm is shown to be transparent and robust under at- tacks. The proposed algorithm performs better than conventional transform domain algorithms as illustrated through our comparison with a DWT based method and a 121 spread spectrum method. All of the proposed methods have the ability to embed multi-bit watermarks. Each of the proposed methods has a different advantage. The Time-Wigner method is the best in terms of the perceptibility and PSNR values. The Wigner-Wigner method should be used when the robustness is the main concern as it has superior performance with the use of the reference watermark. The autocorrelation method has the highest capacity and is semi-blind. Therefore, it should be used when the data to be hidden is large. These variations make the proposed methods applicable to a wide range of watermarking applications. 7 .2 Future Work The proposed Wigner-based methods assume the watermarked distribution to be a valid Wigner distribution. However, this is not always true and an error is intro- duced in the inversion process. Therefore, we used the error between the Wigner of the watermarked pixels and the watermarked distribution as a key and send it as a side information to the receiver. This error key added robustness to the proposed algorithms. Watermarking the Wigner distribution in a way that keeps it as a valid Wigner distribution, would be a possible extension of this work and will save us from sending the extra error key. Moreover, in the Wigner-based methods, due to the computational complexity and the difficulty of implementing the Wigner distribution for the image, which is a two dimensional signal, we randomly choose a subset of pixels from the image and do the watermarking on the Wigner distribution of this subset, which is a one dimensional vector. However, finding the Wigner distribution of the whole image or some blocks from the image, may reveal new characteristics and information about the image which can improve the watermarking in this domain. The proposed watermarking methods have been applied to gray-scale images. Future research may modify the methods to make them suitable for other types of 122 media, i.e. video and audio. For example, the fact that a video is a sequence of images, suggests that the algorithms should be applicable for this media type. However, in audio signals, where there are some negative and positive values, the implementation is not that trivial. The proposed algorithms use the fact that positive real-valued signals can be synthesized from their Wigner distributions without any error. This fact does not apply in the audio case and other methods for finding the inverse of the Wigner distribution for signals which are not necessarily positive or real-valued, should be used. In [84], the authors established an algorithm for synthesizing the signal from its Wigner distribution by finding the discrete-time signal whose Wigner distribution best matches a specified time-frequency distribution in the sense of the least mean squared error. One may apply the proposed Wigner-based methods on the audio signals and use the algorithm developed in [84] to find the inverse of the watermarked distribution. 123 APPENDICES 124 In this appendix, we give the derivation for the detection statistics for the two algorithms, i.e. 21 and 22 in (3.14) and (4.11) for the Time-Wigner method, and in (3.17) and (4.14) for the Wigner-Wigner method. We assume that w and 1f) are independent Gaussian random variables with zero means and variances of a? and 03, respectively. A.2 Detector derivation for the Time-Wigner method Let, z1= ZApty)w2(y) (AI) .9 The mean of 21 is, 42, = 42 24144). (A2) 9 The variance of 21 is, 03, = E [22] — 4.2., (A 3) where, =14 “24.014412102421442 <4 ) y 1 :13 241201444 +E Z)Ap(4 Apr4)w 2(4)w2 (4) 9 gm =30 4: AP(y)+a4 224,44) ()(44P) (.44) y #9 where we have used the fact that E [w4(y)] = Bai4 for a normal random variable with 125 zero mean [98]. Noting that, 2 1431:0111 (241913))“, , =U§ZA2.(4) )+UIZZAP()A ), y y #9 the variance of 21 is given by, 031— — 2014ZAP( Similarly for, 24 = Z Ap<4)wr4)414). 5’ It is apparent that 22 has zero mean, #22 = 07 and the variance of 22 is, 032 — E [23‘] , = E Z Z AP(4)44(4414414414414), y 17 = E 24241442144214) - 0102 22241901)- (A6) (A-7) (4.9) where the independence of w and 7.0 is used in simplifying the first equality to the second one. 126 A.3 Detector derivation for the the Wigner-Wigner method In this method Y1(k), Y2(k) and C(k) are the Fourier transforms of w2(m), 1122(m) and A p(y) respectively. Therefore, N-l -27rmk Y1(k) = Z w2(m)e_J—7V_, (A.10) m=0 and N 1 _ -27rmk Y2(k) = Z w2(m)e‘J’N—. (A.11) m=0 Since w(m) and 10(m) are independent random variables, w2 (m) and 1212(m) are independent too. Therefore, Y1(k) and Y2(k) are independent. For large N, Y1(k) and Y2(k) can be assumed to be Gaussians using the central limit theorem. The mean of Y1(k) is, N_1 _ ~27rmk ”Y1(k)— E Z w2(m e 3 , m=0 N_1 o21rmk = E [w2(m)] Z e_J N , m=0 = Nafauc), (A.12) N_1 -27rmk where Z 6.] N =N6(k). m=0 127 In order to find the variance of Y1(k), we need to find E [Y12(k)], .27rk(m—Th) E [Y12(k)] = E [22w2(m>w2e‘J—N— , _ .27rk(m—7”n = E [Zw4(m)+z Z w2(m)zfj2(7h)e 3‘77 , k m filaém _ .27m m—r‘n} = 3011N +011 [2 Z e—J ( ] , (A.13) m rhaém where Z Z e_j27rklm—rhl = 2:X:e_j27rk§m—fn) — N, 7% (JV—1) -27rkl = Z (N — |l|)e—’T — N, —(N-1) (JV—1) -27rkl = —2N + 2N26(k) — Z NIB—3T, -(N—1) (N’l) 2m =—2N 2N26k —2 + () 20: lcos( N ) _ 2 = —2N + 2N26(k) — 2 [35V— + 556(k)] , = —N + N26(k). wherel=m—fiz Therefore, E [Y12(k)] = [2N + N26(k:)] 0‘11, 128 (A.14) (A.15) and the variance of Y1(k) is given by, 2 _ 4 Following the same procedure the mean and the variance for Y2(k) are given by, “Y2(k) = N036“), (A.17) 0%,200 = 2N03. (A.18) For, 21 = Z agar/1209) (A.19) k The mean is, #2, = E [Z moi/12m] , k = 2 COM [143(k)], k = Z C(k) [2N + N26(k)] 0‘11 = 2N0;1 2 00¢) + Nzofcm), (A20) k k 129 and the variance can be obtained by computing E [2%] as follows, E[22]=E 220000 (151/2)1(k) , =EZC2 (k)(k)C+ZZC (le) Y2(1}), ’6 k fcaék . = :02 (k) [12N2+ +(12N3 + 11(4))5(1:)]851 + E W:[Z) 2( CU»: C(k)Y12( (kY) Y2(k) , k 12¢k j :02: ([)12N2 + (12N3 + N4)5(k)] 5213+ k C(k C(()2N + 512505)) (2N + N25(ic)()4.21) 0332 k £79k where we have used the fact that E [Y14(k)] = [12N2 + (12N3 + N4)6(k)] a? for a gaussian random variable with non-zero mean [98]. By noting that, 1121:: 02(k)k+)[41v2(+(4N3 + N4)6(k)]8 01 + 08: Z C(k)C (k)(2N + N25(k)) (2N + N25(ic)), (A22) k kyék the variance of 21 is given by, 031 = E [zfl — 1131 = 8N20§ [; C2(n) + NCz(0)] . (A23) Similarly for, 22 = Z C(k)Y1(k)Y2(k). (A24) k 130 The mean is, 44.22 = E [Z C(kwmkwmj , k = 1x12525312 [Z C(k)6(k) , k l = N20%0’%C(0). 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