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The common methods of spectral analysis for multivariate ($n$-dimensional) time series, like discrete Frourier transform (FT) or Wavelet transform, are based on Fourier series to decompose discrete data into a set of trigonometric model…

Methodology · Statistics 2022-10-26 Martin Seilmayer , Ferran Garcia Gonzalez , Thomas Wondrak

Soft-input soft-output (SISO) detection algorithms form the basis for iterative decoding. The computational complexity of SISO detection often poses significant challenges for practical receiver implementations, in particular in the context…

Information Theory · Computer Science 2009-06-05 Christoph Studer , Helmut Bölcskei

We study the classical problem of recovering a multidimensional source signal from observations of nonlinear mixtures of this signal. We show that this recovery is possible (up to a permutation and monotone scaling of the source's original…

Machine Learning · Statistics 2023-01-18 Alexander Schell , Harald Oberhauser

The short-time Fourier transform (STFT) is a time-frequency representation widely used in applications, for example in audio signal processing. Recently it has been shown that not only the amplitude, but also the phase of this…

Functional Analysis · Mathematics 2015-11-20 Peter Balazs , Dominik Bayer , Florent Jaillet , Peter Søndergaard

This paper introduces an innovative approach for signal reconstruction using data acquired through multi-input-multi-output (MIMO) sampling. First, we show that it is possible to perfectly reconstruct a set of periodic band-limited signals…

Information Theory · Computer Science 2024-09-09 Dong Cheng , Xiaoxiao Hu , Kit Ian Kou

In this paper we investigate new results on the theory of superoscillations using time-frequency analysis tools and techniques such as the short-time Fourier transform (STFT) and the Zak transform. We start by studying how the short-time…

Functional Analysis · Mathematics 2024-07-18 Daniel Alpay , Antonino De Martino , Kamal Diki , Daniele C. Struppa

The problem of approximately computing the $k$ dominant Fourier coefficients of a vector $X$ quickly, and using few samples in time domain, is known as the Sparse Fourier Transform (sparse FFT) problem. A long line of work on the sparse FFT…

Data Structures and Algorithms · Computer Science 2017-04-12 Volkan Cevher , Michael Kapralov , Jonathan Scarlett , Amir Zandieh

In this paper, we focus on the approximation of smooth functions $f: [-\pi, \pi] \rightarrow \mathbb{C}$, up to an unresolvable global phase ambiguity, from a finite set of Short Time Fourier Transform (STFT) magnitude (i.e., spectrogram)…

Numerical Analysis · Mathematics 2021-06-07 Mark Iwen , Michael Perlmutter , Nada Sissouno , Aditya Viswanathan

Small-Signal Stability Constrained Optimal Power Flow (SSSC-OPF) can provide additional stability measures and control strategies to guarantee the system to be small-signal stable. However, due to the nonsmooth property of the spectral…

Optimization and Control · Mathematics 2016-08-15 Peijie Li , Junjian Qi , Jianhui Wang , Hua Wei , Xiaoqing Bai , Feng Qiu

Analysis of signals with oscillatory modes with crossover instantaneous frequencies is a challenging problem in time series analysis. One way to handle this problem is lifting the 2-dimensional time-frequency representation to a…

Numerical Analysis · Mathematics 2022-06-22 Ziyu Chen , Hau-Tieng Wu

This letter is on the performance of the turbo signal recovery (TSR) algorithm for partial discrete Fourier transform (DFT) matrices based compressed sensing. Based on state evolution analysis, we prove that TSR with a partial DFT sensing…

Information Theory · Computer Science 2016-11-15 Junjie Ma , Xiaojun Yuan , Li Ping

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

Space-time adaptive processing (STAP) is an effective tool for detecting a moving target in spaceborne or airborne radar systems. Statistical-based STAP methods generally need sufficient statistically independent and identically distributed…

Information Theory · Computer Science 2010-08-26 Ke Sun , Hao Zhang , Gang Li , Huadong Meng , Xiqin Wang

Carrier frequency offset estimation (CFOE) is a critical stage in modern coherent optical communication systems. Although conventional all-digital techniques perform reliably in typical fiber-optic communication links, CFOE often becomes a…

Signal Processing · Electrical Eng. & Systems 2026-03-31 I. P. Vieira , G. V. Serra , R. A. Colares , D. A. A. Mello

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

A symplectic pseudospectral time-domain (SPSTD) scheme is developed to solve Schrodinger equation. Instead of spatial finite differences in conventional finite-difference time-domain (FDTD) method, the fast Fourier transform is used to…

Computational Physics · Physics 2018-05-09 Jing Shen , Wei E. I. Sha , Xiaojing Kuang , Jinhua Hu , Zhixiang Huang , Xianliang Wu

In many mechanical, electrical, and general physical systems evolving over time or space, spectral analysis methods as Fast Fourier Transform (FFT), Short Term Fourier Transform (STFT), Power Spectrum Density (PSD) plays a very important…

Signal Processing · Electrical Eng. & Systems 2023-06-21 Andreas Tuor , Nico Canzani , Tobias Rüggeberg , Stefan Gorenflo , Gerd Simons , Bruno Bättig , Daniel Iseli

Spectral deferred corrections (SDC) is an iterative approach for constructing higher- order accurate numerical approximations of ordinary differential equations. SDC starts with an initial approximation of the solution defined at a set of…

Computational Engineering, Finance, and Science · Computer Science 2017-06-14 R. W. Grout , H. Kolla , M. L. Minion , J. B. Bell

We consider the well-studied Sparse Fourier transform problem, where one aims to quickly recover an approximately Fourier $k$-sparse vector $\widehat{x} \in \mathbb{C}^{n^d}$ from observing its time domain representation $x$. In the exact…

Data Structures and Algorithms · Computer Science 2023-01-24 Karl Bringmann , Michael Kapralov , Mikhail Makarov , Vasileios Nakos , Amir Yagudin , Amir Zandieh

A novel phase retrieval method, motivated by ptychographic imaging, is proposed for the approximate recovery of a compactly supported specimen function $f:\mathbb{R}\rightarrow\mathbb{C}$ from its continuous short time Fourier transform…

Numerical Analysis · Mathematics 2017-06-07 Sami Merhi , Aditya Viswanathan , Mark Iwen