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Computing the Sparse Fast Fourier Transform(sFFT) of a K-sparse signal of size N has emerged as a critical topic for a long time. The sFFT algorithms decrease the runtime and sampling complexity by taking advantage of the signal inherent…

Signal Processing · Electrical Eng. & Systems 2020-12-16 Bin Li , Zhikang Jiang , Jie Chen

Reconstructing continuous signals from a small number of discrete samples is a fundamental problem across science and engineering. In practice, we are often interested in signals with 'simple' Fourier structure, such as bandlimited,…

Data Structures and Algorithms · Computer Science 2018-12-24 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

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…

Numerical Analysis · Mathematics 2012-07-27 David Lawlor , Yang Wang , Andrew Christlieb

Given an $n$-length input signal $\mbf{x}$, it is well known that its Discrete Fourier Transform (DFT), $\mbf{X}$, can be computed in $O(n \log n)$ complexity using a Fast Fourier Transform (FFT). If the spectrum $\mbf{X}$ is exactly…

Data Structures and Algorithms · Computer Science 2015-01-27 Sameer Pawar , Kannan Ramchandran

Seismic attributes calculated by conventional methods are susceptible to noise. Conventional filtering reduces the noise in the cost of losing the spectral bandwidth. The challenge of having a high-resolution and robust signal processing…

Geophysics · Physics 2020-12-02 M. Kazemnia Kakhki , W. J. Mansur , K. Aghazadeh

A dedicated algorithm for sparse spectral representation of music sound is presented. The goal is to enable the representation of a piece of music signal, as a linear superposition of as few spectral components as possible. A representation…

Sound · Computer Science 2016-11-08 Laura Rebollo-Neira , Gagan Aggarwal

We study the problem of interpolating a noisy Fourier-sparse signal in the time duration $[0, T]$ from noisy samples in the same range, where the ground truth signal can be any $k$-Fourier-sparse signal with band-limit $[-F, F]$. Our main…

Data Structures and Algorithms · Computer Science 2023-02-09 Zhao Song , Baocheng Sun , Omri Weinstein , Ruizhe Zhang

We study the problem of estimating the best B term Fourier representation for a given frequency-sparse signal (i.e., vector) $\textbf{A}$ of length $N \gg B$. More explicitly, we investigate how to deterministically identify B of the…

Discrete Mathematics · Computer Science 2007-08-10 M. A. Iwen

In this paper we propose a new fast Fourier transform to recover a real nonnegative signal ${\bf x}$ from its discrete Fourier transform. If the signal ${\mathbf x}$ appears to have a short support, i.e., vanishes outside a support interval…

Numerical Analysis · Mathematics 2020-02-19 Gerlind Plonka , Katrin Wannenwetsch

We introduce a fast algorithm for computing sparse Fourier transforms supported on smooth curves or surfaces. This problem appear naturally in several important problems in wave scattering and reflection seismology. The main observation is…

Numerical Analysis · Mathematics 2008-01-11 Lexing Ying

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

We present the first sample-optimal sublinear time algorithms for the sparse Discrete Fourier Transform over a two-dimensional sqrt{n} x sqrt{n} grid. Our algorithms are analyzed for /average case/ signals. For signals whose spectrum is…

Data Structures and Algorithms · Computer Science 2013-03-07 Badih Ghazi , Haitham Hassanieh , Piotr Indyk , Dina Katabi , Eric Price , Lixin Shi

We consider the classical 1D phase retrieval problem. In order to overcome the difficulties associated with phase retrieval from measurements of the Fourier magnitude, we treat recovery from the magnitude of the short-time Fourier transform…

Information Theory · Computer Science 2015-06-23 Yonina C. Eldar , Pavel Sidorenko , Dustin G. Mixon , Shaby Barel , Oren Cohen

The Discrete Fourier Transform (DFT) is a fundamental computational primitive, and the fastest known algorithm for computing the DFT is the FFT (Fast Fourier Transform) algorithm. One remarkable feature of FFT is the fact that its runtime…

Data Structures and Algorithms · Computer Science 2019-02-28 Michael Kapralov , Ameya Velingker , Amir Zandieh

This paper considers the problem of recovering a $k$-sparse, $N$-dimensional complex signal from Fourier magnitude measurements. It proposes a Fourier optics setup such that signal recovery up to a global phase factor is possible with very…

Information Theory · Computer Science 2014-10-28 Çağkan Yapar , Volker Pohl , Holger Boche

We propose RSFT, which is an extension of the one dimensional Sparse Fourier Transform algorithm to higher dimensions in a way that it can be applied to real, noisy data. The RSFT allows for off-grid frequencies. Furthermore, by…

Systems and Control · Computer Science 2016-10-05 Shaogang Wang , Vishal M. Patel , Athina Petropulu

In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

Machine Learning · Computer Science 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…

Numerical Analysis · Mathematics 2017-06-12 Sami Merhi , Ruochuan Zhang , Mark A. Iwen , Andrew Christlieb

Most compressed sensing algorithms do not account for the effect of saturation in noisy compressed measurements, though saturation is an important consequence of the limited dynamic range of existing sensors. The few algorithms that handle…

Machine Learning · Computer Science 2021-02-09 Shuvayan Banerjee , Radhe Srivastava , Ajit Rajwade

In this note, we analyze an iterative soft / hard thresholding algorithm with homotopy continuation for recovering a sparse signal $x^\dag$ from noisy data of a noise level $\epsilon$. Under suitable regularity and sparsity conditions, we…

Numerical Analysis · Mathematics 2017-05-24 Yuling Jiao , Bangti Jin , Xiliang Lu