Computing a k-sparse n-length Discrete Fourier Transform using at most 4k samples and O(k log k) complexity
Abstract
Given an -length input signal , it is well known that its Discrete Fourier Transform (DFT), , can be computed in complexity using a Fast Fourier Transform (FFT). If the spectrum is exactly -sparse (where ), can we do better? We show that asymptotically in and , when is sub-linear in (precisely, where ), and the support of the non-zero DFT coefficients is uniformly random, we can exploit this sparsity in two fundamental ways (i) {\bf {sample complexity}}: we need only deterministically chosen samples of the input signal (where when ); and (ii) {\bf {computational complexity}}: we can reliably compute the DFT using operations, where the constants in the big Oh are small and are related to the constants involved in computing a small number of DFTs of length approximately equal to the sparsity parameter . Our algorithm succeeds with high probability, with the probability of failure vanishing to zero asymptotically in the number of samples acquired, .
Keywords
Cite
@article{arxiv.1305.0870,
title = {Computing a k-sparse n-length Discrete Fourier Transform using at most 4k samples and O(k log k) complexity},
author = {Sameer Pawar and Kannan Ramchandran},
journal= {arXiv preprint arXiv:1305.0870},
year = {2015}
}
Comments
36 pages, 15 figures. To be presented at ISIT-2013, Istanbul Turkey