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We consider the problem of estimating a Fourier-sparse signal from noisy samples, where the sampling is done over some interval $[0, T]$ and the frequencies can be "off-grid". Previous methods for this problem required the gap between…

Data Structures and Algorithms · Computer Science 2016-09-07 Xue Chen , Daniel M. Kane , Eric Price , Zhao Song

We revisit the classical problem of Fourier-sparse signal reconstruction -- a variant of the \emph{Set Query} problem -- which asks to efficiently reconstruct (a subset of) a $d$-dimensional Fourier-sparse signal ($\|\hat{x}(t)\|_0 \leq…

Data Structures and Algorithms · Computer Science 2023-11-21 Yeqi Gao , Zhao Song , Baocheng Sun , Omri Weinstein , Ruizhe Zhang

We extend the recent sparse Fourier transform algorithm of (Lawlor, Christlieb, and Wang, 2013) to the noisy setting, in which a signal of bandwidth N is given as a superposition of k << N frequencies and additive noise. We present two such…

Numerical Analysis · Mathematics 2013-09-03 Andrew Christlieb , David Lawlor , Yang Wang

The problem of computing the Fourier Transform of a signal whose spectrum is dominated by a small number $k$ of frequencies quickly and using a small number of samples of the signal in time domain (the Sparse FFT problem) has received…

Data Structures and Algorithms · Computer Science 2017-08-18 Michael Kapralov

We consider the problem of locating a signal whose frequencies are "off grid" and clustered in a narrow band. Given noisy sample access to a function $g(t)$ with Fourier spectrum in a narrow range $[f_0 - \Delta, f_0 + \Delta]$, how…

Data Structures and Algorithms · Computer Science 2019-05-01 Xue Chen , Eric Price

In this paper, we consider multiple signals sharing same instantaneous frequencies. This kind of data is very common in scientific and engineering problems. To take advantage of this special structure, we modify our data-driven…

Information Theory · Computer Science 2015-07-09 Thomas Y. Hou , Zuoqiang Shi

We develop an efficient and robust high-dimensional sparse Fourier algorithm for noisy samples. Earlier in the paper ``Multi-dimensional sublinear sparse Fourier algorithm" (2016), an efficient sparse Fourier algorithm with $\Theta(ds \log…

Numerical Analysis · Mathematics 2019-07-09 Bosu Choi , Andrew Christlieb , Yang Wang

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

We consider the problem of computing a $k$-sparse approximation to the Fourier transform of a length $N$ signal. Our main result is a randomized algorithm for computing such an approximation (i.e. achieving the $\ell_2/\ell_2$ sparse…

Data Structures and Algorithms · Computer Science 2016-04-05 Michael Kapralov

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 2020-11-12 Bin Li , Zhikang Jiang , Jie Chen

The state-of-the-art automotive radars employ multidimensional discrete Fourier transforms (DFT) in order to estimate various target parameters. The DFT is implemented using the fast Fourier transform (FFT), at sample and computational…

Signal Processing · Electrical Eng. & Systems 2018-01-16 Shaogang Wang , Vishal M. Patel , Athina Petropulu

We consider estimation models of the form $Y=X^*+N$, where $X^*$ is some $m$-dimensional signal we wish to recover, and $N$ is symmetrically distributed noise that may be unbounded in all but a small $\alpha$ fraction of the entries. We…

Machine Learning · Computer Science 2022-11-15 Tommaso d'Orsi , Rajai Nasser , Gleb Novikov , David Steurer

Signal extrapolation tasks arise in miscellaneous manners in the field of image and video signal processing. But, due to the widespread use of low-power and mobile devices, the computational complexity of an algorithm plays a crucial role…

Image and Video Processing · Electrical Eng. & Systems 2022-05-02 Jürgen Seiler , André Kaup

We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in…

Information Theory · Computer Science 2016-11-17 Karsten Fyhn , Marco F. Duarte , Søren Holdt Jensen

We consider the problem of recovering a $K$-sparse complex signal $x$ from $m$ intensity measurements. We propose the PhaseCode algorithm, and show that in the noiseless case, PhaseCode can recover an arbitrarily-close-to-one fraction of…

Information Theory · Computer Science 2017-04-03 Ramtin Pedarsani , Dong Yin , Kangwook Lee , Kannan Ramchandran

We consider the problem of computing the k-sparse approximation to the discrete Fourier transform of an n-dimensional signal. We show: * An O(k log n)-time randomized algorithm for the case where the input signal has at most k non-zero…

Data Structures and Algorithms · Computer Science 2012-04-09 Haitham Hassanieh , Piotr Indyk , Dina Katabi , Eric Price

In this paper a sublinear time algorithm is presented for the reconstruction of functions that can be represented by just few out of a potentially large candidate set of Fourier basis functions in high spatial dimensions, a so-called…

Numerical Analysis · Mathematics 2020-06-24 Lutz Kämmerer , Felix Krahmer , Toni Volkmer

In this paper, we derive a new reconstruction method for real non-harmonic Fourier sums, i.e., real signals which can be represented as sparse exponential sums of the form $f(t) = \sum_{j=1}^{K} \gamma_{j} \, \cos(2\pi a_{j} t + b_{j})$,…

Numerical Analysis · Mathematics 2020-11-30 Markus Petz , Gerlind Plonka , Nadiia Derevianko

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

This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a…

Machine Learning · Computer Science 2013-02-27 Yin Ding , Ivan W. Selesnick
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