1,359 research outputs found
Slepian functions and their use in signal estimation and spectral analysis
It is a well-known fact that mathematical functions that are timelimited (or
spacelimited) cannot be simultaneously bandlimited (in frequency). Yet the
finite precision of measurement and computation unavoidably bandlimits our
observation and modeling scientific data, and we often only have access to, or
are only interested in, a study area that is temporally or spatially bounded.
In the geosciences we may be interested in spectrally modeling a time series
defined only on a certain interval, or we may want to characterize a specific
geographical area observed using an effectively bandlimited measurement device.
It is clear that analyzing and representing scientific data of this kind will
be facilitated if a basis of functions can be found that are "spatiospectrally"
concentrated, i.e. "localized" in both domains at the same time. Here, we give
a theoretical overview of one particular approach to this "concentration"
problem, as originally proposed for time series by Slepian and coworkers, in
the 1960s. We show how this framework leads to practical algorithms and
statistically performant methods for the analysis of signals and their power
spectra in one and two dimensions, and on the surface of a sphere.Comment: Submitted to the Handbook of Geomathematics, edited by Willi Freeden,
Zuhair M. Nashed and Thomas Sonar, and to be published by Springer Verla
Sampling Sparse Signals on the Sphere: Algorithms and Applications
We propose a sampling scheme that can perfectly reconstruct a collection of
spikes on the sphere from samples of their lowpass-filtered observations.
Central to our algorithm is a generalization of the annihilating filter method,
a tool widely used in array signal processing and finite-rate-of-innovation
(FRI) sampling. The proposed algorithm can reconstruct spikes from
spatial samples. This sampling requirement improves over
previously known FRI sampling schemes on the sphere by a factor of four for
large . We showcase the versatility of the proposed algorithm by applying it
to three different problems: 1) sampling diffusion processes induced by
localized sources on the sphere, 2) shot noise removal, and 3) sound source
localization (SSL) by a spherical microphone array. In particular, we show how
SSL can be reformulated as a spherical sparse sampling problem.Comment: 14 pages, 8 figures, submitted to IEEE Transactions on Signal
Processin
Sampling from a system-theoretic viewpoint: Part II - Noncausal solutions
This paper puts to use concepts and tools introduced in Part I to address a wide spectrum of noncausal sampling and reconstruction problems. Particularly, we follow the system-theoretic paradigm by using systems as signal generators to account for available information and system norms (L2 and L∞) as performance measures. The proposed optimization-based approach recovers many known solutions, derived hitherto by different methods, as special cases under different assumptions about acquisition or reconstructing devices (e.g., polynomial and exponential cardinal splines for fixed samplers and the Sampling Theorem and its modifications in the case when both sampler and interpolator are design parameters). We also derive new results, such as versions of the Sampling Theorem for downsampling and reconstruction from noisy measurements, the continuous-time invariance of a wide class of optimal sampling-and-reconstruction circuits, etcetera
High-resolution distributed sampling of bandlimited fields with low-precision sensors
The problem of sampling a discrete-time sequence of spatially bandlimited
fields with a bounded dynamic range, in a distributed,
communication-constrained, processing environment is addressed. A central unit,
having access to the data gathered by a dense network of fixed-precision
sensors, operating under stringent inter-node communication constraints, is
required to reconstruct the field snapshots to maximum accuracy. Both
deterministic and stochastic field models are considered. For stochastic
fields, results are established in the almost-sure sense. The feasibility of
having a flexible tradeoff between the oversampling rate (sensor density) and
the analog-to-digital converter (ADC) precision, while achieving an exponential
accuracy in the number of bits per Nyquist-interval per snapshot is
demonstrated. This exposes an underlying ``conservation of bits'' principle:
the bit-budget per Nyquist-interval per snapshot (the rate) can be distributed
along the amplitude axis (sensor-precision) and space (sensor density) in an
almost arbitrary discrete-valued manner, while retaining the same (exponential)
distortion-rate characteristics. Achievable information scaling laws for field
reconstruction over a bounded region are also derived: With N one-bit sensors
per Nyquist-interval, Nyquist-intervals, and total network
bitrate (per-sensor bitrate ), the maximum pointwise distortion goes to zero as
or . This is shown to be possible
with only nearest-neighbor communication, distributed coding, and appropriate
interpolation algorithms. For a fixed, nonzero target distortion, the number of
fixed-precision sensors and the network rate needed is always finite.Comment: 17 pages, 6 figures; paper withdrawn from IEEE Transactions on Signal
Processing and re-submitted to the IEEE Transactions on Information Theor
Scalar and vector Slepian functions, spherical signal estimation and spectral analysis
It is a well-known fact that mathematical functions that are timelimited (or
spacelimited) cannot be simultaneously bandlimited (in frequency). Yet the
finite precision of measurement and computation unavoidably bandlimits our
observation and modeling scientific data, and we often only have access to, or
are only interested in, a study area that is temporally or spatially bounded.
In the geosciences we may be interested in spectrally modeling a time series
defined only on a certain interval, or we may want to characterize a specific
geographical area observed using an effectively bandlimited measurement device.
It is clear that analyzing and representing scientific data of this kind will
be facilitated if a basis of functions can be found that are "spatiospectrally"
concentrated, i.e. "localized" in both domains at the same time. Here, we give
a theoretical overview of one particular approach to this "concentration"
problem, as originally proposed for time series by Slepian and coworkers, in
the 1960s. We show how this framework leads to practical algorithms and
statistically performant methods for the analysis of signals and their power
spectra in one and two dimensions, and, particularly for applications in the
geosciences, for scalar and vectorial signals defined on the surface of a unit
sphere.Comment: Submitted to the 2nd Edition of the Handbook of Geomathematics,
edited by Willi Freeden, Zuhair M. Nashed and Thomas Sonar, and to be
published by Springer Verlag. This is a slightly modified but expanded
version of the paper arxiv:0909.5368 that appeared in the 1st Edition of the
Handbook, when it was called: Slepian functions and their use in signal
estimation and spectral analysi
A Probabilistic Interpretation of Sampling Theory of Graph Signals
We give a probabilistic interpretation of sampling theory of graph signals.
To do this, we first define a generative model for the data using a pairwise
Gaussian random field (GRF) which depends on the graph. We show that, under
certain conditions, reconstructing a graph signal from a subset of its samples
by least squares is equivalent to performing MAP inference on an approximation
of this GRF which has a low rank covariance matrix. We then show that a
sampling set of given size with the largest associated cut-off frequency, which
is optimal from a sampling theoretic point of view, minimizes the worst case
predictive covariance of the MAP estimate on the GRF. This interpretation also
gives an intuitive explanation for the superior performance of the sampling
theoretic approach to active semi-supervised classification.Comment: 5 pages, 2 figures, To appear in International Conference on
Acoustics, Speech, and Signal Processing (ICASSP) 201
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