Blu-ray, yes (although it remains to be seen whether it will survive against HD-DVD).
PSP... no. It's not an innovation, but rather a portable Playstation... nothing really new about portable gaming, especially in the incarnation that Sony have given it.
UMD... nope. UMD is Sony's reinvention and bastardisation of the original mini-disc format and by making UMD, they've not only killed any chances MD's had of being used again but have also made the disc more exposed... good work, Sony!
SXRD is an innovation, yes... but much like Blu-ray, since it hasn't really done anything for the market yet, it remains to be seen whether it's an innovation anyone really cares about.
The paper specs are all well and good, but sticking the technology in a device that you need fifteen thousand dollars for won't exactly spark anyone's attention. This is kind of like the problem with Blu-ray and the high cost of the drives Sony are currently facing in the battle against HD-DVD.
Look at SACD, Sony's innovation and competitor to DVD-A: no one cared about either.
I mean sure, SACD was nice with how it ran on every CD player and didn't require a separate unit like DVD-A, but only a few cd's chose to take advantage of the technology and most people won't buy the SACD's or DVD-A's because both are either too expensive or just don't care.
I've got one SACD, and since I don't want to go out and buy an SACD player to listen to it in 5.1, I can only listen to it in stereo.
SXRD may well just be another SACD.