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Estimating closely spaced frequency components of a signal is a fundamental problem in statistical signal processing. In this letter, we introduce 1-D real-valued and complex-valued shifted window (Swin) transformers, referred to as…

Signal Processing · Electrical Eng. & Systems 2023-09-19 Josiah W. Smith , Murat Torlak

This paper presents a gradient-based method for on-the-fly optimization for both per-frame and per-frequency window length of the short-time Fourier transform (STFT), related to previous work in which we developed a differentiable version…

Signal Processing · Electrical Eng. & Systems 2023-08-07 Maxime Leiber , Yosra Marnissi , Axel Barrau , Mohammed El Badaoui

Continuous phase estimation is known to be superior in accuracy as compared to static estimation. The estimation process is, however, desired to be made robust to uncertainties in the underlying parameters. Here, homodyne phase estimation…

Optimization and Control · Mathematics 2015-09-14 Shibdas Roy , Obaid Ur Rehman , Ian R. Petersen , Elanor H. Huntington

This contribution is a follow-up of a recent paper by the authors on adaptive, non-linear time-frequency transforms, focusing on the STFT based transforms. The adaptivity is provided by a focus function, that depends on the analyzed…

Classical Analysis and ODEs · Mathematics 2025-06-11 Pierre Warion , Bruno Torrésani

We present an efficient, fast and robust Nonlinear Fourier Transform (NFT) algorithm to detect eigenvalues of the discrete spectrum. It outperforms other known NFT algorithms as it detects the eigenvalues from the continuous spectrum, the…

Information Theory · Computer Science 2018-12-10 Vahid Aref , Son T. Le , Henning Buelow

Encoding frequency stability constraints in the operation problem is challenging due to its complex dynamics. Recently, data-driven approaches have been proposed to learn the stability criteria offline with the trained model embedded as a…

Systems and Control · Electrical Eng. & Systems 2024-07-23 Wangkun Xu , Qian Chen , Pudong Ge , Zhongda Chu , Fei Teng

Recently, it has been demonstrated experimentally that adaptive estimation of a continuously varying optical phase provides superior accuracy in the phase estimate compared to static estimation. Here, we show that the mean-square error in…

Quantum Physics · Physics 2012-12-12 Shibdas Roy , Ian R. Petersen , Elanor H. Huntington

We propose a new residual-based a posteriori error estimator for discontinuous Galerkin discretizations of time-harmonic Maxwell's equations in first-order form. We establish that the estimator is reliable and efficient, and the dependency…

Numerical Analysis · Mathematics 2025-02-03 T. Chaumont-Frelet , P. Vega

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

Methodology · Statistics 2025-11-21 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

The study addresses the problem of precision in floating-point (FP) computations. A method for estimating the errors which affect intermediate and final results is proposed and a summary of many software simulations is discussed. The basic…

Numerical Analysis · Computer Science 2012-01-31 Glauco Masotti

Within the well-established optical response function formalism, a new strategy with the central idea of employing the forward-backward stochastic Schr\"{o}dinger equations in a segmented way to accurately obtain the two-dimensional (2D)…

Chemical Physics · Physics 2018-08-08 Yaling Ke , Yi Zhao

Computation of the spherical harmonic rotation coefficients or elements of Wigner's d-matrix is important in a number of quantum mechanics and mathematical physics applications. Particularly, this is important for the Fast Multipole Methods…

Numerical Analysis · Computer Science 2014-04-01 Nail A. Gumerov , Ramani Duraiswami

Fourier transform methods are used to analyze functions and data sets to provide frequencies, amplitudes, and phases of underlying oscillatory components. Fast Fourier transform (FFT) methods offer speed advantages over evaluation of…

Data Analysis, Statistics and Probability · Physics 2015-07-08 Elya Courtney , Michael Courtney

In this paper, we consider a method for fast numerical computation of the Fourier transform of a slowly decaying function with given accuracy in given ranges of the frequency. In these decades, some useful formulas for the Fourier transform…

Numerical Analysis · Mathematics 2015-07-28 Ken'ichiro Tanaka

Finite difference (FD) approximation is a classic approach to stochastic gradient estimation when only noisy function realizations are available. In this paper, we first provide a sample-driven method via the bootstrap technique to estimate…

Methodology · Statistics 2024-08-21 Guo Liang , Guangwu Liu , Kun Zhang

The problem of local damage diagnosis (based on the detection of impulsive and periodic signals) is discussed. Both features should be checked, as fault frequency must be linked to the true value calculated for a given machine and speed.…

Signal Processing · Electrical Eng. & Systems 2024-09-26 Daniel Kuzio , Radosław Zimroz , Agnieszka Wyłomańska

The Fast Fourier Transform (FFT) is one of the most widely used algorithms in high performance computing, with critical applications in spectral analysis for both signal processing and the numerical solution of partial differential…

Numerical Analysis · Mathematics 2025-05-01 Laslo Hunhold , John Gustafson

The recently developed frequency extraction algorithm [G.R. Werner and J.R. Cary, J. Comp. Phys. 227, 5200 (2008)] that enables a simple FDTD algorithm to be transformed into an efficient eigenmode solver is applied to a realistic…

Accelerator Physics · Physics 2015-05-19 T. M. Austin , J. R. Cary , S. Ovtchinnikov , G. R. Werner , L. Bellantoni

In this paper we establish the accuracy and robustness of a fast estimator for the bispectrum - the "FFT bispectrum estimator". The implementation of the estimator presented here offers speed and simplicity benefits over a direct sampling…

Cosmology and Nongalactic Astrophysics · Physics 2017-11-02 Catherine A Watkinson , Suman Majumdar , Jonathan R Pritchard , Rajesh Mondal

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

Methodology · Statistics 2017-04-03 Nina Munkholt Jakobsen , Michael Sørensen