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The Iterative Filtering method is a technique developed recently for the decomposition and analysis of non-stationary and non-linear signals. In this work we propose two alternative formulations of the original algorithm which allows to…

Numerical Analysis · Mathematics 2018-11-09 Antonio Cicone

The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…

Signal Processing · Electrical Eng. & Systems 2019-10-17 Shrinivas Chimmalgi , Peter J. Prins , Sander Wahls

In the analysis of real-world data, extracting meaningful features from signals is a crucial task. This is particularly challenging when signals contain non-stationary frequency components. The Iterative Filtering (IF) method has proven to…

Numerical Analysis · Mathematics 2026-04-01 Giuseppe Scarlato , Antonio Cicone , Marco Donatelli

Non-stationary signals are ubiquitous in real life. Many techniques have been proposed in the last decades which allow decomposing multi-component signals into simple oscillatory mono-components, like the groundbreaking Empirical Mode…

Numerical Analysis · Mathematics 2024-01-30 Giovanni Barbarino , Antonio Cicone

Digital filters for recursively computing the discrete Fourier transform (DFT) and estimating the frequency spectrum of sampled signals are examined, with an emphasis on magnitude-response and numerical stability. In this tutorial-style…

Systems and Control · Computer Science 2015-08-26 Hugh L. Kennedy

We describe a family of iterative algorithms that involve the repeated execution of discrete and inverse discrete Fourier transforms. One interesting member of this family is motivated by the discrete Fourier transform uncertainty principle…

Signal Processing · Electrical Eng. & Systems 2026-05-19 H. Robert Frost

In this work, we propose an algorithm for a filter based on the Fast Fourier Transform (FFT), which, due to its characteristics, allows for an efficient computational implementation, ease of use, and minimizes amplitude variation in the…

Numerical Analysis · Mathematics 2024-07-19 Flavio Dalossa Freire , Isabel Gebauer Soares

The fast Fourier transform, FFT, is a useful and prevalent algorithm in signal processing. It characterizes the spectral components of a signal, or is used in combination with other operations to perform more complex computations such as…

Signal Processing · Electrical Eng. & Systems 2017-11-08 Hani Nejadriahi , David HillerKuss , Jonathan K. George , Volker J. Sorger

Collaborative path planning for robot swarms in complex, unknown environments without external positioning is a challenging problem. This requires robots to find safe directions based on real-time environmental observations, and to…

Robotics · Computer Science 2025-01-03 Chenxi Li , Weining Lu , Zhihao Ma , Litong Meng , Bin Liang

We present a general theory of fractal transformations and show how it leads to a new type of method for filtering and transforming digital images. This work substantially generalizes earlier work on fractal tops. The approach involves…

Geometric Topology · Mathematics 2011-02-17 Michael F. Barnsley , Brendan Harding , Konstantin Igudesman

Iterative Filtering (IF) is an alternative technique to the Empirical Mode Decomposition (EMD) algorithm for the decomposition of non-stationary and non-linear signals. Recently in [1] IF has been proved to be convergent for any $L^2$…

Numerical Analysis · Mathematics 2015-07-28 Antonio Cicone , Haomin Zhou

A new class of iterated linearization-based nonlinear filters, dubbed dynamically iterated filters, is presented. Contrary to regular iterated filters such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter…

Signal Processing · Electrical Eng. & Systems 2023-09-15 Anton Kullberg , Isaac Skog , Gustaf Hendeby

Fast Fourier Transform (FFT) is an efficient algorithm to compute the Discrete Fourier Transform (DFT) and its inverse. In this paper, we pay special attention to the description of complex-data FFT. We analyze two common descriptions of…

Numerical Analysis · Computer Science 2011-10-28 Zhengjun Cao , Xiao Fan

Many interesting and fundamentally practical optimization problems, ranging from optics, to signal processing, to radar and acoustics, involve constraints on the Fourier transform of a function. It is well-known that the {\em fast Fourier…

Optimization and Control · Mathematics 2012-09-05 Robert J. Vanderbei

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

Iterative filtering methods were introduced around 2010 to improve definitions and measurements of structural features in signal processing. Like many applied techniques, they present considerable challenges for mathematicians to theorize…

Numerical Analysis · Mathematics 2021-03-12 Philippe Barbe , Antonio Cicone , Wing Suet Li , Haomin Zhou

The Iterative Filtering method is a technique aimed at the decomposition of non-stationary and non-linear signals into simple oscillatory components. This method, proposed a decade ago as an alternative technique to the Empirical Mode…

Numerical Analysis · Mathematics 2021-11-24 Antonio Cicone , Stefano Serra-Capizzano , Haomin Zhou

Given a time series vector, how can we efficiently compute a specified part of Fourier coefficients? Fast Fourier transform (FFT) is a widely used algorithm that computes the discrete Fourier transform in many machine learning applications.…

Machine Learning · Computer Science 2020-08-31 Yong-chan Park , Jun-Gi Jang , U Kang

Adaptive Local Iterative Filtering (ALIF) is a currently proposed novel time-frequency analysis tool. It has been empirically shown that ALIF is able to separate components and overcome the mode-mixing problem. However, so far its…

Numerical Analysis · Mathematics 2020-05-12 Antonio Cicone , Hau-Tieng Wu

This technical note is on digital filters for the high-fidelity estimation of a sinusoidal signal's frequency in the presence of additive noise. The complex noise is assumed to be white (i.e. uncorrelated) however it need not be Gaussian.…

Signal Processing · Electrical Eng. & Systems 2023-08-15 Hugh Lachlan Kennedy
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