The signal-analysis tag has no usage guidance.

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### Optimum frequency estimation over a Rayleigh fading channel

This question comes from the book "Autonomous Software-Defined Radio Receivers for Deep Space Applications"1.
The chapter 4.1.3 is "Optimum Frequency Estimation over a Rayleigh Fading Channel". The ...

**2**

votes

**1**answer

94 views

### Why do we consider some weakening frames like K-frames, frame sequences, and upper semi-frames?

I have found some applications of the Frame Theory in engineering sciences like signal processing, image processing, data compression, sampling theory, optics, filter-banks, signal detection.
As we ...

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**1**answer

64 views

### Maximum Magnitude Deviation between DFT and DTFT

This is a cross-post from signal processing forum as it was not conclusive.
Let $x[n]$ be a finite-length sequence with length $N$. The continuous DTFT $X(\omega)$ is then
$$
X(\omega) = \sum_{n = 0}^...

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votes

**1**answer

506 views

### graph signal processing

I have read this article
https://arxiv.org/abs/1307.5708
about vertix-frequency analysis on graph.
David IShuman
in this article claims that,"we generalize one of the most important signal ...

**2**

votes

**1**answer

71 views

### Are the Prolate Spheroidal Wave Functions absolutely integrable?

I would like to know if the Prolate Spheroidal Wavefunctions (PSWFs, defined below) are in $L^1(\mathbb{R})$. I know that they are square integrable, but cannot decide about absolute integrability.
...

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75 views

### Is it possible to find an atlas for the set: $\{F:FE = I, E \text{ is a frame for } \mathbb{R}^n\}$

Let $E$ be the matrix whos rows are $ \{e_i^{\top}\}_{i=1}^m$. Let $E$ also be a frame of $m$ elements for $\mathbb{R}^n$, $m \geq n$. This means there exist two constants $A, B > 0$ such that:
$$
...

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39 views

### Discrete Wavelet Transform and Gaussian decay

I have a question regarding the possibility of constructing a Discrete Wavelet Transform based on a scaling function having Gaussian decay (and no more decay than that). More specifically, I am ...

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**1**answer

70 views

### Determinant of a matrix involving the Prolate Spheroidal Wave Functions

The Prolate Spheroidal Wave Functions are eigenfunctions of the following integral equation:
$$\int_{-T}^T\varphi_n(x) \text{sinc}(t-x) dx = \lambda_n \varphi_n(t)$$
where $\text{sinc}(t) = \sin(\pi ...

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180 views

### Can the wavelet bispectrum be normalised so that its integral “gives the right answer”?

Fix a rapidly decreasing function $\psi \in \mathcal{S}(\mathbb{R})$ with the properties that $\int_\mathbb{R} \psi = 0$, $\mathrm{Re}(\psi(\cdot))$ is an even function, and $\mathrm{Im}(\psi(\cdot))$ ...

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38 views

### Convergence of integral formula for Fourier inversion (and Hilbert transform) for integrable piecewise-smooth functions

I asked the question below on Math Stack Exchange, https://math.stackexchange.com/questions/2592555/convergence-of-integral-formula-for-fourier-inversion-and-hilbert-transform-fo, but [despite it ...

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283 views

### How far can the domain of definition of multiplier operators be extended?

Given any $g \in L^\infty(\mathbb{R})$, we define the associated multiplier operator $T_g \colon L^2(\mathbb{R}) \to L^2(\mathbb{R})$ by
$$ \mathcal{F}(T_g f) \ = \ g.\mathcal{F}f $$
where $\mathcal{F}...

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41 views

### Problem with state dimensions in IMM algorithm

I'm working on tracking algorithm for radar system. I have 3 motion models with state vector: $x_1=[x,y,v_x,v_y]$, $x_2=[x,y,v_x,v_y,a_x,a_y]$, $x_3=[x,y,v_{abs},\phi,\omega]$.
The first two models ...

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87 views

### On boundedness of a certain term involving Fourier transform

Let $f$ be a function over the reals. Then I have following two questions:
Question 1:
Do there exist any $f\in L^1(\mathbb{R})$ such that the following expression is bounded for all frequency $\...

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**0**answers

389 views

### L0 norm compressed sensing vs L1 norm compressed sensing

Suppose we have an very efficient way to perform L0 norm compressed vs L1 norm compressed sensing. Specifically: L0 norm compressed sensing is:
$$\eqalign{
& \min \quad {x^T}Qx + {b^T}x + \mu {\...

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**2**answers

267 views

### On a number theoretic problem coming from multiuser coding?

Can Chinese remainder theorem be used to solve this problem in multiuser coding?
We have two transmitters sending integers $q,q'>0$ to a common receiver. The duty of the receiver is to recover ...

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**0**answers

52 views

### Cramer Rao bound for relative estimation

I have an observed vector ${\bf y}$ from which I would like to estimate a parameter vector ${\bf c}$ (denote the estimate $\hat{{\bf c}}$).
A feature of our estimation problem is that the involved ...

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**1**answer

91 views

### How can obtain energy of a signal using stockwell´s transform?

The stockwell´s transform is defined as: $$S(t,f) = \int_{-\infty}^\infty x(\tau)w(t-τ,f)e^{-2\pi if\tau}d\tau$$ Where $$w(t-τ,f)$$ is the gaussian window.
I need obtain the energy of a signal using ...

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**0**answers

321 views

### Distinguishing signals with same frequency but different phase

Fourier decomposition of a mixed signal can straightforwardly give me the frequencies of the different components and their relative amplitudes, but how can I extract the components of a mixed signal ...

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94 views

### Wiener-Ikehara Theorem and Signal Processing

I am trying to understand the Wiener-Ikehara Tauberian theorem which can be a step to understanding the prime number theorem. Let
$$ \hat{a}(s) = \int_0^\infty e^{-us}\, da(u) $$
with $a(u)$ some ...

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**1**answer

71 views

### Finite Parseval Frame

Assume that $G$ is a finite vector space over a finite field with order $|G|$. (For example, $G=Z_p^k$). Assume that $\{f_n\}_n$ is a Parseval frame for $l^2(G)$. Can we say that the sequence $\{f_n\}...

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**1**answer

137 views

### Boundary behavior of harmonic function on the square

Is there a constant $C$ such that if $u:[0,1]^2\to \mathbb{R}$ is harmonic with $u\in L^\infty(\partial [0,1]^2)$ (if you prefer you can also assume $\|u\|_\infty = 1$ on the boundary and $u$ smooth ...

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**3**answers

294 views

### Finite realization of irrational transfer functions

In the field of digital signal processing, linear time-invariant systems play a distinguished role. These are the systems for which there exists an impulse response, a function $h:\mathbb{Z}\to\...

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**1**answer

520 views

### When is a mapping the proximity operator of some convex function?

Is there a characterization of mappings $p : \mathbb R^n \rightarrow \mathbb R^n$ which are proximity operators (in the sense of Moreau) of l.s.c (extended) real-valued functions ?
That is, given $p : ...

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**0**answers

391 views

### Is there a Bayesian theory of deterministic signal? Prequel and motivation for my previous question

This is a prequel to my question:
What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? (functional integrals in probability theory)
Clearly my ...

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**1**answer

143 views

### Discrete Wavelets

I am looking for research that has been done in Discrete wavelets. Let me be specific as Google doesn't give me what I want when I say "discrete wavelets". I don't want countable basis for $ L^2(\...

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### Weighted Median Filtering

Let's begin with a little review of unweighted median filtering.
Suppose I have a list of $N$ real-valued numbers, $x=x_1,...,x_N$. Let $m_i$ be the median of $K$ consecutive values: $m_i=$ median$(...

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### In which sense Daubechies wavelets converge to the Shannon wavelet?

My question is about wavelets theory. Consider $\psi_n$ the Daubechies wavelet of order $n \geq 1$; that is, the Daubechies wavelet with $n$ vanishing moments. We also define the Shannon wavelet in ...

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**1**answer

104 views

### Why is it important to know if a frame is a Parseval frame?

I understand that a Parseval frame is one in which both upper and lower frame bounds equal 1. What's the main advantage to having this be the case? Or, more specifically, if I'm constructing a frame ...

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**1**answer

355 views

### What kind of role has Functional Analysis played in Signal Processing? [closed]

Does it serve mainly as a narration or is there any substantive consequence which might not be derived without tools of functional analysis?

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**1**answer

797 views

### Correlation between two continuous-time stochastic processes

Consider two continous-time stochastic processes $\{A(t)\}_{t \ge 0}$ and $\{B(t)\}_{t \ge 0}$ with $A(t)=t$ and $B(t)=t$. Each process starts at $t=0$ and emits "ticks" at increasing time slots. For ...

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### Linearizing a multifrequency signal

I have a component of a signal
$$\sin (k\omega_1t + \ell\omega_2t)$$
with wavenumbers $k, \ell \in \mathbb{Z}$, frequencies $\omega_1, \omega_2 \in \mathbb{R^+}$ and time $t \in \mathbb{R^+}$. (This ...

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37 views

### Multidimensional Filters

Say you want to design a LP FIR filter with low pass cutoff $fc$, transition band $fc$ to $fs$ and ripple factor $dp$ at passband and $ds$ at stop band. If one divides the frequencies by $\pi$, then $...

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### Approximate rank of the set formed by all delayed replicas of a bandlimited signals between 0 and T

Given a complex-valued signal with a certain delay $s(t-\tau)$ for which we sample $N$ instants
$$
\mathbf{s(\tau)}=\left[s(0-\tau),\ldots,s\left(\frac{N-1}{f_s}-\tau\right)\right]^T
$$
at Nyquist ...

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72 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 $\...

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### 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 ...

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**1**answer

842 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 ...

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**1**answer

647 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 $A'(z)$....

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votes

**1**answer

3k 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 time-series,...

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323 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: $u, y \in L^{2}(-\infty,\infty), y(t)=\frac{u(t)}{u(t)+b}$ ,
...

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**1**answer

109 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:
...

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**6**answers

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### 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 ...

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201 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 ...

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**2**answers

1k 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 start,...

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**1**answer

301 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 ...

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### Hammerstein integral equation with inverse of the solution

In signal processing theory I found this integral equation that I recognized to be of Hammerstein type:
$$u(t)-\int_{0}^{1}d\phi cos(\omega t+\phi)\frac{1}{u(\phi)}=0$$
Unfortunately the solution ...

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**1**answer

508 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 ...

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**4**answers

4k 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 ...

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**2**answers

303 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 ...

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1k views

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

Have the following stochastic 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
zero-order ...

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**3**answers

1k 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 ...