Adaptive sub-linear Fourier algorithms
Numerical Analysis
2012-07-27 v1 Data Structures and Algorithms
Abstract
We present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic runtime scaling, while our algorithm scales linearly with k in the average case. Underlying our algorithm are a few simple observations relating the Fourier coefficients of time-shifted samples to unshifted samples of the input function. This allows us to detect when aliasing between two or more frequencies has occurred, as well as to determine the value of unaliased frequencies. We show that empirically our algorithm is orders of magnitude faster than competing algorithms.
Cite
@article{arxiv.1207.6368,
title = {Adaptive sub-linear Fourier algorithms},
author = {David Lawlor and Yang Wang and Andrew Christlieb},
journal= {arXiv preprint arXiv:1207.6368},
year = {2012}
}
Comments
24 pages, 3 figures