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Related papers: An Uncertainty Principle for Discrete Signals

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We obtain exact results for the recently discovered finite-time thermodynamic uncertainty relation in a stochastically driven system with non-Gaussian work statistics, both in the steady state and transient regimes, by obtaining exact…

Statistical Mechanics · Physics 2018-03-13 Sreekanth K Manikandan , Supriya Krishnamurthy

Heisenberg's uncertainty principle is usually taken to express a limitation of operational possibilities imposed by quantum mechanics. Here we demonstrate that the full content of this principle also includes its positive role as a…

Quantum Physics · Physics 2007-10-31 P. Busch , T. Heinonen , P. Lahti

When propagating uncertainty in the data of differential equations, the probability laws describing the uncertainty are typically themselves subject to uncertainty. We present a sensitivity analysis of uncertainty propagation for…

Probability · Mathematics 2022-03-01 Oliver G. Ernst , Alois Pichler , Björn Sprungk

Many audio signal processing methods are formulated in the time-frequency (T-F) domain which is obtained by the short-time Fourier transform (STFT). The properties of the STFT are fully characterized by window function, number of frequency…

Signal Processing · Electrical Eng. & Systems 2019-02-05 Tsubasa Kusano , Yoshiki Masuyama , Kohei Yatabe , Yasuhiro Oikawa

A rigorous lower bound is obtained for the average resolution of any estimate of a shift parameter, such as an optical phase shift or a spatial translation. The bound has the asymptotic form k_I/<2|G|> where G is the generator of the shift…

Quantum Physics · Physics 2015-06-03 Michael J. W. Hall , Howard M. Wiseman

Learning physical properties of a quantum system is essential for the developments of quantum technologies. However, Heisenberg's uncertainty principle constrains the potential knowledge one can simultaneously have about a system in quantum…

Quantum Physics · Physics 2022-05-25 Yunlong Xiao , Naihuan Jing , Bing Yu , Shao-Ming Fei , Xianqing Li-Jost

We connect two recent advances in the stochastic analysis of nonequilibrium systems: the (loose) uncertainty principle for the currents, which states that statistical errors are bounded by thermodynamic dissipation; and the analysis of…

Statistical Mechanics · Physics 2016-11-04 M. Polettini , A. Lazarescu , M. Esposito

One of the formulations of Heisenberg uncertainty principle, concerning so-called measurement uncertainty, states that the measurement of one observable modifies the statistics of the other. Here, we derive such a measurement uncertainty…

The method described in the first part for frequency-selectively measuring the transfer function and the noise power spectral density of the superimposed noise at the output of a disturbed, real system with nonlinearities using windowing…

Signal Processing · Electrical Eng. & Systems 2025-11-20 Helmut Repp

Diffusion models provide a principled framework for generative modeling via stochastic differential equations and time-reversed dynamics. Extending spectral diffusion approaches to spherical data, however, raises nontrivial geometric and…

Probability · Mathematics 2026-01-29 Pierpaolo Brutti , Claudio Durastanti , Francesco Mari

We derive fundamental sampling bounds for smooth signals in continuous settings without sparsity assumptions. By introducing the Fourier ratio as a measure of spectral compressibility induced by smoothness, we obtain explicit, deterministic…

Classical Analysis and ODEs · Mathematics 2026-01-27 A. Iosevich , E. Palsson , A. Yavicoli

The short-time Fourier transform (STFT) represents a window of audio samples as a set of complex coefficients. These are advantageously viewed as magnitudes and phases and the overall distribution of phases is very often assumed to be…

Audio and Speech Processing · Electrical Eng. & Systems 2024-09-16 Stephen D. Voran

Uncertainty principles for concentration of signals into truncated subspaces are considered. The ``classic'' uncertainty principle is explored as a special case of a more general operator framework. The time-bandwidth concentration problem…

Information Theory · Computer Science 2007-07-13 Ram Somaraju , Leif W. Hanlen

In this paper, a new statistic feature of the discrete short-time amplitude spectrum is discovered by experiments for the signals of unvoiced pronunciation. For the random-varying short-time spectrum, this feature reveals the relationship…

Sound · Computer Science 2016-12-22 Xiaodong Zhuang

Phase retrieval from phaseless short-time Fourier transform (STFT) measurements is known to be inherently unstable when measurements are taken with respect to a single window. While an explicit inversion formula exists, it is useless in…

Functional Analysis · Mathematics 2025-06-19 Rima Alaifari , Yunan Yang

The free metaplectic transformation (FMT) has gained much popularity in recent times because of its various application in signal processing, paraxial optical systems, digital algorithms, optical encryption and so on. However, the FMT is…

Signal Processing · Electrical Eng. & Systems 2022-04-15 M. Younus Bhat , Aamir H. Dar

We study non-parametric frequency-domain system identification from a finite-sample perspective. We assume an open loop scenario where the excitation input is periodic and consider the Empirical Transfer Function Estimate (ETFE), where the…

Systems and Control · Electrical Eng. & Systems 2024-09-06 Anastasios Tsiamis , Mohamed Abdalmoaty , Roy S. Smith , John Lygeros

The classical uncertainty principle of harmonic analysis states that a nontrivial function and its Fourier transform cannot both be sharply localized. It plays an important role in signal processing and physics. This paper generalizes the…

Information Theory · Computer Science 2017-08-02 Kit Ian Kou , Yan Yang , Cuiming Zou

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

Statistics Theory · Mathematics 2024-03-12 Sara Mazzonetto , Paolo Pigato

Time averaging of weak values using the quantum transition path time probability distribution enables us to establish a general uncertainty principle for the weak values of two not necessarily Hermitian operators. This new principle is a…

Quantum Physics · Physics 2019-01-16 Eli Pollak , Salvador Miret-Artés