Properties of continuous Fourier extension of the discrete cosine transform and its multidimensional generalization

A versatile method is described for the practical computation of the discrete Fourier transforms (DFT) of a continuous function $g(t)$ given by its values $g_{j}$ at the points of a uniform grid $F_{N}$ generated by conjugacy classes of elements of finite adjoint order $N$ in the fundamental region $F$ of compact semisimple Lie groups. The present implementation of the method is for the groups SU(2), when $F$ is reduced to a one-dimensional segment, and for $SU(2)\times ... \times SU(2)$ in multidimensional cases. This simplest case turns out to result in a transform known as discrete cosine transform (DCT), which is often considered to be simply a specific type of the standard DFT. Here we show that the DCT is very different from the standard DFT when the properties of the continuous extensions of these two discrete transforms from the discrete grid points $t_j; j=0,1, ... N$ to all points $t \in F$ are considered. (A) Unlike the continuous extension of the DFT, the continuous extension of (the inverse) DCT, called CEDCT, closely approximates $g(t)$ between the grid points $t_j$. (B) For increasing $N$, the derivative of CEDCT converges to the derivative of $g(t)$. And (C), for CEDCT the principle of locality is valid. Finally, we use the continuous extension of 2-dimensional DCT to illustrate its potential for interpolation, as well as for the data compression of 2D images.Comment: submitted to JMP on April 3, 2003; still waiting for the referee's Repor

Signal Flow Graph Approach to Efficient DST I-IV Algorithms

In this paper, fast and efficient discrete sine transformation (DST) algorithms are presented based on the factorization of sparse, scaled orthogonal, rotation, rotation-reflection, and butterfly matrices. These algorithms are completely recursive and solely based on DST I-IV. The presented algorithms have low arithmetic cost compared to the known fast DST algorithms. Furthermore, the language of signal flow graph representation of digital structures is used to describe these efficient and recursive DST algorithms having $(n-1)$ points signal flow graph for DST-I and $n$ points signal flow graphs for DST II-IV

Fourier Policy Gradients

We propose a new way of deriving policy gradient updates for reinforcement learning. Our technique, based on Fourier analysis, recasts integrals that arise with expected policy gradients as convolutions and turns them into multiplications. The obtained analytical solutions allow us to capture the low variance benefits of EPG in a broad range of settings. For the critic, we treat trigonometric and radial basis functions, two function families with the universal approximation property. The choice of policy can be almost arbitrary, including mixtures or hybrid continuous-discrete probability distributions. Moreover, we derive a general family of sample-based estimators for stochastic policy gradients, which unifies existing results on sample-based approximation. We believe that this technique has the potential to shape the next generation of policy gradient approaches, powered by analytical results

Algebraic Signal Processing Theory: Cooley-Tukey Type Algorithms for DCTs and DSTs

This paper presents a systematic methodology based on the algebraic theory of signal processing to classify and derive fast algorithms for linear transforms. Instead of manipulating the entries of transform matrices, our approach derives the algorithms by stepwise decomposition of the associated signal models, or polynomial algebras. This decomposition is based on two generic methods or algebraic principles that generalize the well-known Cooley-Tukey FFT and make the algorithms' derivations concise and transparent. Application to the 16 discrete cosine and sine transforms yields a large class of fast algorithms, many of which have not been found before.Comment: 31 pages, more information at http://www.ece.cmu.edu/~smar

Two-dimensional symmetric and antisymmetric generalizations of exponential and cosine functions

Properties of the four families of recently introduced special functions of two real variables, denoted here by $E^\pm$, and $\cos^\pm$, are studied. The superscripts $^+$ and $^-$ refer to the symmetric and antisymmetric functions respectively. The functions are considered in all details required for their exploitation in Fourier expansions of digital data, sampled on square grids of any density and for general position of the grid in the real plane relative to the lattice defined by the underlying group theory. Quality of continuous interpolation, resulting from the discrete expansions, is studied, exemplified and compared for some model functions.Comment: 22 pages, 10 figure