Iterative execution of discrete and inverse discrete Fourier transforms with applications for signal denoising via sparsification

Fuente: arXiv
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Autore principale: Frost, H. Robert
Natura: Preprint
Pubblicazione: 2022
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author Frost, H. Robert
author_facet Frost, H. Robert
contents We describe a family of iterative algorithms that involve the repeated execution of discrete and inverse discrete Fourier transforms. One interesting member of this family is motivated by the discrete Fourier transform uncertainty principle and involves the application of a sparsification operation to both the real domain and frequency domain data with convergence obtained when real domain sparsity hits a stable pattern. This sparsification variant has practical utility for signal denoising, in particular the recovery of a periodic spike signal in the presence of Gaussian noise. General convergence properties and denoising performance relative to existing methods are demonstrated using simulation studies. An R package implementing this technique and related resources can be found at https://hrfrost.host.dartmouth.edu/IterativeFT.
format Preprint
id arxiv_https___arxiv_org_abs_2211_09284
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Iterative execution of discrete and inverse discrete Fourier transforms with applications for signal denoising via sparsification
Frost, H. Robert
Signal Processing
Numerical Analysis
Methodology
We describe a family of iterative algorithms that involve the repeated execution of discrete and inverse discrete Fourier transforms. One interesting member of this family is motivated by the discrete Fourier transform uncertainty principle and involves the application of a sparsification operation to both the real domain and frequency domain data with convergence obtained when real domain sparsity hits a stable pattern. This sparsification variant has practical utility for signal denoising, in particular the recovery of a periodic spike signal in the presence of Gaussian noise. General convergence properties and denoising performance relative to existing methods are demonstrated using simulation studies. An R package implementing this technique and related resources can be found at https://hrfrost.host.dartmouth.edu/IterativeFT.
title Iterative execution of discrete and inverse discrete Fourier transforms with applications for signal denoising via sparsification
topic Signal Processing
Numerical Analysis
Methodology
url https://arxiv.org/abs/2211.09284