English

Estimating the Frequency of a Clustered Signal

Data Structures and Algorithms 2019-05-01 v1

Abstract

We consider the problem of locating a signal whose frequencies are "off grid" and clustered in a narrow band. Given noisy sample access to a function g(t)g(t) with Fourier spectrum in a narrow range [f0Δ,f0+Δ][f_0 - \Delta, f_0 + \Delta], how accurately is it possible to identify f0f_0? We present generic conditions on gg that allow for efficient, accurate estimates of the frequency. We then show bounds on these conditions for kk-Fourier-sparse signals that imply recovery of f0f_0 to within Δ+O~(k3)\Delta + \tilde{O}(k^3) from samples on [1,1][-1, 1]. This improves upon the best previous bound of O(Δ+O~(k5))1.5O\big( \Delta + \tilde{O}(k^5) \big)^{1.5}. We also show that no algorithm can do better than Δ+O~(k2)\Delta + \tilde{O}(k^2). In the process we provide a new O~(k3)\tilde{O}(k^3) bound on the ratio between the maximum and average value of continuous kk-Fourier-sparse signals, which has independent application.

Keywords

Cite

@article{arxiv.1904.13043,
  title  = {Estimating the Frequency of a Clustered Signal},
  author = {Xue Chen and Eric Price},
  journal= {arXiv preprint arXiv:1904.13043},
  year   = {2019}
}