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Questions tagged [signal-analysis]

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66 views

Smallest collection of linear operators satisfying isometry property

Let $\mathscr{A}=\{(A_{1,1},A_{1,2},A_{1,3}),...,(A_{S,1},A_{S,2},A_{S,3})\}$ be a collection of linear operators $A_{n,k}:\mathbb{R}^2 \rightarrow \mathbb{R}^2$. For $u$ and $v\in (\mathbb{R}^2)^3$, ...
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0answers
72 views

What is intuitive perception of $T_{\alpha_1} \circ T_{\alpha_2} \circ … \circ T_{\alpha_M} $ in graph domain?

if $G(V,E,W)$ be a weighted graph and $\vert V \vert =N $. for any vertex $i \in \lbrace 1,2,...,,N \rbrace $ define a generalized translation operator $T_i:\mathbb{R}^N \to \mathbb{R}^N $via ...
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0answers
13 views

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
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1answer
133 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 ...
1
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1answer
67 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}^...
7
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1answer
591 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
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1answer
73 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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0answers
77 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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0answers
40 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 ...
2
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1answer
96 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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0answers
185 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 $\mathrm{Im}(\psi(\cdot))$ ...
3
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0answers
44 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 ...
3
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2answers
285 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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0answers
44 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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0answers
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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0answers
432 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 {\...
2
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2answers
268 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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0answers
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 ...
0
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1answer
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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0answers
352 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 ...
2
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0answers
95 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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1answer
72 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\}...
5
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1answer
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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3answers
303 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\...
7
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1answer
534 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 : ...
2
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0answers
395 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 ...
5
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1answer
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(\...
4
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0answers
1k views

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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0answers
93 views

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 ...
3
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1answer
106 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 ...
2
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1answer
357 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?
1
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1answer
812 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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0answers
34 views

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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0answers
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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0answers
31 views

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 ...
0
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0answers
73 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
44 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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1answer
861 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 ...
5
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1answer
652 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 $A'(z)$....
4
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1answer
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,...
3
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2answers
324 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
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1answer
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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6answers
956 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 ...
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0answers
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 ...
2
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2answers
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,...
4
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1answer
304 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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0answers
183 views

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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1answer
509 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 ...
60
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4answers
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 ...
4
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2answers
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 ...