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Dimension reduction techniques for multivariate time series decompose the observed series into a few useful independent/orthogonal univariate components. We develop a spectral domain method for multivariate second-order stationary time…

Methodology · Statistics 2020-10-12 Raanju R. Sundararajan

The Carson and Fry (1937) introduced the concept of variable frequency as a generalization of the constant frequency. The instantaneous frequency (IF) is the time derivative of the instantaneous phase and it is well-defined only when this…

Information Theory · Computer Science 2017-12-06 Pushpendra Singh

In this article, we introduce the mean independent component analysis for multivariate time series to reduce the parameter space. In particular, we seek for a contemporaneous linear transformation that detects univariate mean independent…

Methodology · Statistics 2025-04-18 Chung Eun Lee , Zeda Li

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

Time-frequency (TF) analysis is a powerful tool for exploring ultrafast dynamics in atoms and molecules. While some TF methods have demonstrated their usefulness and potential in several of quantum systems, a systematic comparison among…

Data Analysis, Statistics and Probability · Physics 2021-06-21 Yae-lin Sheu , Hau-tieng Wu , Liang-Yan Hsu

The Fourier spectrum at a fractional period is often examined when extracting features from biological sequences and time series. It reflects the inner information structure of the sequences. A fractional period is not uncommon in time…

Spectral Theory · Mathematics 2017-11-03 Jiasong Wang , Changchuan Yin

In this paper, the instantaneous frequency estimation of nonstationary signals is considered. The instantaneous frequency is estimated from the timefrequency representation where certain percent of the coefficients is missing. The…

Signal Processing · Electrical Eng. & Systems 2019-02-08 Bozidar Androvic , Marko Kovac , Andjela Kandic

The origin of the "theoretical limit of time-frequency resolution of Fourier analysis" is from its numerical implementation, especially from an assumption of "Periodic Boundary Condition (PBC)," which was introduced a century ago. We…

Physics and Society · Physics 2026-05-15 Fumihiko Ishiyama

Atom interferometers offer excellent sensitivity to gravitational and inertial signals but have limited dynamic range. We introduce a scheme that improves on this trade-off by a factor of 50 using composite fringes, obtained from sets of…

Atomic Physics · Physics 2020-07-08 Chen Avinadav , Dimitry Yankelev , Ofer Firstenberg , Nir Davidson

Existing algorithms for fitting the parameters of a sinusoid to noisy discrete time observations are not always successful due to initial value sensitivity and other issues. This paper demonstrates the techniques of FIR filtering, Fast…

General Mathematics · Mathematics 2012-08-27 Francis J. O'Brien, , Nathan Johnnie

This paper develops a unifying framework for signal reconstruction from interferometric measurements that is broadly applicable to various applications of interferometry. In this framework, the problem of signal reconstruction in…

Information Theory · Computer Science 2017-07-03 Davood Mardani , George K. Atia , Ayman F. Abouraddy

Imaging by aperture synthesis from interferometric data is a well-known, but is a strong ill-posed inverse problem. Strong and faint radio sources can be imaged unambiguously using time and frequency integration to gather more Fourier…

Instrumentation and Methods for Astrophysics · Physics 2015-12-22 M. Jiang , J. N. Girard , J. -L. Starck , S. Corbel , C. Tasse

We radically simplify coherently averaged dual-comb spectroscopy by introducing a real-time self-correction system: a radio frequency system-on-chip computes each incoming dual-comb interferogram's phase, frequency, and arrival time;…

Inverse Compton Scattering (ICS) has gained much attention recently because of its promise for the development of table-top-size X-ray light sources. Precise and fast simulation is an indispensable tool for predicting the radiation property…

Computational Physics · Physics 2022-11-08 Yi-Kai Kan , Franz X. Kärtner , Sabine Le Borne , Daniel Ruprecht , Jens-Peter M. Zemke

Traditional phase-shifting interferometry technique cannot be used to measure time-varying phase distributions. But single shot techniques could resolve the problem. Many efforts have been made on the phase retrieval methods from a single…

Instrumentation and Detectors · Physics 2020-03-31 Lifa Hu , Wen Shena , Wenchao Ma , Dongting Hu , Xinyu Liu

This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…

Signal Processing · Electrical Eng. & Systems 2022-03-31 Quentin Legros , Dominique Fourer , Sylvain Meignen , Marcelo A. Colominas

An integrate-and-fire time-encoding-machine (IF-TEM) is an energy-efficient asynchronous sampler. Utilizing the IF-TEM sampler for bandlimited signals, we introduce designs for time encoding and decoding with analog compression prior to the…

Information Theory · Computer Science 2022-11-02 Saar Tarnopolsky , Hila Naaman , Yonina C. Eldar , Alejandro Cohen

Frequency-domain analysis has emerged as a powerful paradigm for time series analysis, offering unique advantages over traditional time-domain approaches while introducing new theoretical and practical challenges. This survey provides a…

Computational Engineering, Finance, and Science · Computer Science 2025-10-21 Qianru Zhang , Yuting Sun , Honggang Wen , Peng Yang , Xinzhu Li , Ming Li , Kwok-Yan Lam , Siu-Ming Yiu , Hongzhi Yin

In this paper, we establish a connection between the recently developed data-driven time-frequency analysis \cite{HS11,HS13-1} and the classical second order differential equations. The main idea of the data-driven time-frequency analysis…

Information Theory · Computer Science 2013-12-03 T. Y. Hou , Z. Shi , P. Tavallali

Signal processing and Information theory are two disparate fields used for characterizing signals for various scientific and engineering applications. Spectral/Fourier analysis, a technique employed in signal processing, helps estimation of…

Information Theory · Computer Science 2023-09-22 Aditi Kathpalia , Nithin Nagaraj