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0
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0answers
18 views

Wavelet transform stability to deformations

I've come across the following claim in a paper of Mallat: "High frequency instabilities [of a signal representation] to deformations can be avoided by grouping frequencies into dyadic packets in ...
2
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0answers
24 views

Analogous filter to Kalman filter that maximized mode instead (as opposed to minimizing variance)

I may have a potential application where maximizing the mode (as opposed to typically minimizing the variance) would be useful for state estimates. The situation may arise from skewed distributions ...
1
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0answers
92 views

Relationship between Fourier series & DFT

Sources like http://www.dsprelated.com/dspbooks/mdft/Relation_DFT_Fourier_Series.html explain the equivalence between FS and DFT. However, isn't there a flaw? When I integrate over the continuous ...
4
votes
1answer
188 views

A palindromic polynomial and its derivative have the same number of zeros outside the unit circle. Reference?

I am trying to find the original reference for a lemma attributed to Cohn (as in Schur-Cohn method): Let $A(z)$ be a palindromic or skew-palindromic polynomial, and denote its derivative by ...
3
votes
1answer
416 views

Spatial and temporal covariance matrices

Suppose $(x_i(t))$ is a $n$-dimensional time-series, where $t$ is an integer between $1$ and $T$ (time is discrete) and $i$ an integer between $1$ and $n$, and I assume $n<T$. From this ...
1
vote
1answer
201 views

Bandwidth approximation for a nonlinear problem

Can anyone please help me with this problem. I must let you know from the beginning that it's not an easy one. "Two functions are given: $u, y \in L^{2}(-\infty,\infty), y(t)=\frac{u(t)}{u(t)+b}$ , ...
0
votes
1answer
104 views

Signal model classification between two possbile candidates

How to decide the most possible signal model between two model candidates besed on the received signal vector? Assume the received signal vector is $y$, the possible signal model candidates could be: ...
6
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3answers
396 views

Signal Processing reference for pure mathematician

Before giving a more detailed question below, the basic one is: can anyone recommend a good signal-processing reference which would be maximally readable by a pure mathematician (who nevertheless ...
2
votes
0answers
143 views

Worst-case error and Cramer-Rao Lower Bound - is there any mathematical relation between them?

I would like to understand the relation (if any) between the Cramer-Rao Lower Bound of estimation theory and the following simple definition of "reconstruction accuracy" which doesn't use any ...
2
votes
2answers
367 views

Understanding Discrete Cosine Transformation

I'm currently working on some software and a key component is 2D DCT. But my question is more general, as I'm trying to understand the DCT in general, let's say from engineers point of view. For ...
4
votes
1answer
221 views

Most orthogonal lattice basis

Let $n \in \mathbf{N}$ be a natural number and $v_1,\cdots,v_n$ a set of basis vectors in $\mathbb{R}^n$. How does one find the matrix $g \in \mathbf{GL}_n(\mathbb{Z})$ orthogonalizing these best ...
0
votes
1answer
212 views

Estimation of Temporal Correlation of Signal

I have a signal and i'd like to estimate its temporal correlation. My limited understanding is i should compute the PSD by estimation using a parametric model such as AR. However, i'm not quite ...
51
votes
4answers
2k views

How Does My Radio Work?

Bear with me for a moment while I invoke the real world; the main question at the end is purely mathematical. I live in an area with $n$ AM radio stations and $m$ FM radio stations. AM station ...
4
votes
2answers
283 views

Convolutive noise removal

I have the time domain signal $$ u_o(t) = u(t)e^{-t/\tau}\eta(t) + \sigma(t) $$ where $\tau$ is known, $\eta$ is non-Gaussian noise, and $\sigma$ is Gaussian noise. The distribution of $\eta(t)$ is ...
1
vote
1answer
438 views

Stochastic process with Bessel function autocorrelation. (Rayleigh (Jakes) fading for radiowave propagation)

Have the stochastic following process f(t) been studied in mathematics ? It is stationary, Gaussian, f(t) - complex independent Gaussians N(0,1). The autocorrelation is given by the zeroth-order ...
4
votes
3answers
769 views

Signal Analysis/Processing Textbook

Can anybody recommend me a decent Signal Analysis/Processing textbook. If possible one that deals a little with MATLAB. I have an little knowledge of Real Analysis and fourier transforms. Wavelets i ...
1
vote
0answers
274 views

Generalized fourier transform and convolution?

Let $a(t)$ and $b(t)$ be two equal length sequences indexed by time index $t$. We know that $a(t) * b(t)$ corresponds to $A(\omega) \odot B(\omega)$ in the frequency domain where $A(\omega)$ and ...
1
vote
1answer
136 views

Digital Filters [closed]

Can somebody help with the constructing filter by amplitude and phase spectrum? Is it possible? I try to google it, but unsuccessufully. I have some thoughts about solving it by system of linear ...
3
votes
1answer
162 views

Levelset of band limited function

In a practical application problem I encountered such a question: Given a subset of a N*N Cartesian grid, how to determine if it is a sublevel-set of a band-limited (discrete) function? Here ...
1
vote
3answers
906 views

Estimating the derivative of a noisy, non-uniformly sampled function

I have some trading data in the form of (exchange rate, volume, time) tuples. I'm trying to estimate the rate of change of the exchange rate. Of course the trade data is non-uniformly sampled. Also, ...
2
votes
1answer
106 views

Estimate on zero-crossings of band passing signals

I'm recently encountering such a problem, which I think is very intuitive but I have no background knowledge on this field: Given a signal with certain frequency distribution, e.g. we know that the ...
2
votes
2answers
1k views

Rotationally-Invariant 2D Discrete Transforms

Hello all, I'm interested in 2D discrete transforms (such as discrete wavelet transforms, Curvelets, Ridgelets, Beamlets etc.) that operate on a discrete unit disk and: Are invariant to rotations ...
2
votes
0answers
649 views

Interpolating Wavelet Coefficients

Hi! I was instructed via reddit that this place would be the best place to post this question. Fingers cross you can help... Ive been writing some code to get rid of noise "spikes" in a signal. I'm ...
2
votes
1answer
1k views

Complete formulas book for Communication System engineer

I'm looking for a formulas book. I'm currently student in Communication Systems and we have several courses involving mainly complex analysis, fourier analysis, signal processing, information theory ...
5
votes
1answer
502 views

Are there interesting problems involving arbitrarily long time series of small matrices?

Are there well-known or interesting applied problems (especially of the real-time signal processing sort) where arbitrarily long time series of small (say $d \equiv \dim \le 30$ for a nominal bound, ...
1
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2answers
2k views

Periodicity of data

I have some real data (data packets in a router). When I plot it I can see there is a clear periodicity on the dataset (24hours+-). But how can I discover the periodicity of the data without being by ...
9
votes
2answers
985 views

How would you compute that “average” ?

I created a DJ-ing application that allows you to mix your MP3s with a real turntable. So I generated an audio timecode to burn on a CD, left channel is the absolute position, right channel is a ...
4
votes
5answers
543 views

What is a rigorous statement for “linear time-invariant systems can be represented as convolutions”?

In Signal Processing books, a fundamental theorem is that linear time invariant systems can be represented as a convolution with a distribution. Could you give a mathematically rigorous statement of ...
3
votes
4answers
823 views

Decomposing a 1-d signal into arbitary basis functions

Hi all, The short-time fourier transform decomposes a signal window into a sin/cosine series. How would one approximate a signal in the same way, but using a set of arbitrary basis functions instead ...