191 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
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
Spatiospectral concentration of vector fields on a sphere
We construct spherical vector bases that are bandlimited and spatially
concentrated, or, alternatively, spacelimited and spectrally concentrated,
suitable for the analysis and representation of real-valued vector fields on
the surface of the unit sphere, as arises in the natural and biomedical
sciences, and engineering. Building on the original approach of Slepian,
Landau, and Pollak we concentrate the energy of our function bases into
arbitrarily shaped regions of interest on the sphere, and within certain
bandlimits in the vector spherical-harmonic domain. As with the concentration
problem for scalar functions on the sphere, which has been treated in detail
elsewhere, a Slepian vector basis can be constructed by solving a
finite-dimensional algebraic eigenvalue problem. The eigenvalue problem
decouples into separate problems for the radial and tangential components. For
regions with advanced symmetry such as polar caps, the spectral concentration
kernel matrix is very easily calculated and block-diagonal, lending itself to
efficient diagonalization. The number of spatiospectrally well-concentrated
vector fields is well estimated by a Shannon number that only depends on the
area of the target region and the maximal spherical-harmonic degree or
bandwidth. The spherical Slepian vector basis is doubly orthogonal, both over
the entire sphere and over the geographic target region. Like its scalar
counterparts it should be a powerful tool in the inversion, approximation and
extension of bandlimited fields on the sphere: vector fields such as gravity
and magnetism in the earth and planetary sciences, or electromagnetic fields in
optics, antenna theory and medical imaging.Comment: Submitted to Applied and Computational Harmonic Analysi
Compressive Sensing of Analog Signals Using Discrete Prolate Spheroidal Sequences
Compressive sensing (CS) has recently emerged as a framework for efficiently
capturing signals that are sparse or compressible in an appropriate basis.
While often motivated as an alternative to Nyquist-rate sampling, there remains
a gap between the discrete, finite-dimensional CS framework and the problem of
acquiring a continuous-time signal. In this paper, we attempt to bridge this
gap by exploiting the Discrete Prolate Spheroidal Sequences (DPSS's), a
collection of functions that trace back to the seminal work by Slepian, Landau,
and Pollack on the effects of time-limiting and bandlimiting operations. DPSS's
form a highly efficient basis for sampled bandlimited functions; by modulating
and merging DPSS bases, we obtain a dictionary that offers high-quality sparse
approximations for most sampled multiband signals. This multiband modulated
DPSS dictionary can be readily incorporated into the CS framework. We provide
theoretical guarantees and practical insight into the use of this dictionary
for recovery of sampled multiband signals from compressive measurements
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