Parametric spectral analysis: scale and shift

We introduce the paradigm of dilation and translation for use in the spectral analysis of complex-valued univariate or multivariate data. The new procedure stems from a search on how to solve ambiguity problems in this analysis, such as aliasing because of too coarsely sampled data, or collisions in projected data, which may be solved by a translation of the sampling locations. In Section 2 both dilation and translation are first presented for the classical one-dimensional exponential analysis. In the subsequent Sections 3--7 the paradigm is extended to more functions, among which the trigonometric functions cosine, sine, the hyperbolic cosine and sine functions, the Chebyshev and spread polynomials, the sinc, gamma and Gaussian function, and several multivariate versions of all of the above. Each of these function classes needs a tailored approach, making optimal use of the properties of the base function used in the considered sparse interpolation problem. With each of the extensions a structured linear matrix pencil is associated, immediately leading to a computational scheme for the spectral analysis, involving a generalized eigenvalue problem and several structured linear systems. In Section 8 we illustrate the new methods in several examples: fixed width Gaussian distribution fitting, sparse cardinal sine or sinc interpolation, and lacunary or supersparse Chebyshev polynomial interpolation

Validated exponential analysis for harmonic sounds

In audio spectral analysis, the Fourier method is popular because of its stability and its low computational complexity. It suffers however from a time-frequency resolution trade off and is not particularly suited for aperiodic signals such as exponentially decaying ones. To overcome their resolution limitation, additional techniques such as quadratic peak interpolation or peak picking, and instantaneous frequency computation from phase unwrapping are used. Parametric methods on the other hand, overcome the time frequency trade off but are more susceptible to noise and have a higher computational complexity. We propose a method to overcome these drawbacks: we set up regularized smaller sized independent problems and perform a cluster analysis on their combined output. The new approach validates the true physical terms in the exponential model, is robust in the presence of outliers in the data and is able to filter out any non-physical noise terms in the model. The method is illustrated in the removal of electrical humming in harmonic sounds

A short-time Prony method for the detection of transients

Many parametric spectral methods are based on the classical algorithm of the French engineer G. de Prony for exponential analysis. A drawback of this method is that it cannot take into consideration any discontinuities due to the starting and ending of the exponential components at different instants. We introduce a short-time Prony method that allows to extract the characteristics from such a signal and we illustrate the new method on a number of power system signals. All parameters in the signals can be extracted with high accuracy and we show how to monitor the occurrence of the transients dynamically

Sparse multidimensional exponential analysis with an application to radar imaging

We present a d-dimensional exponential analysis algorithm that offers a range of advantages compared to other methods. The technique does not suffer the curse of dimensionality and only needs O((d + 1)n) samples for the analysis of an n-sparse expression. It does not require a prior estimate of the sparsity n of the d-variate exponential sum. The method can work with sub-Nyquist sampled data and offers a validation step, which is very useful in low SNR conditions. A favourable computation cost results from the fact that d independent smaller systems are solved instead of one large system incorporating all measurements simultaneously. So the method also lends itself easily to a parallel execution. Our motivation to develop the technique comes from 2D and 3D radar imaging and is therefore illustrated on such examples

Sparse Modelling and Multi-exponential Analysis

The research fields of harmonic analysis, approximation theory and computer algebra are seemingly different domains and are studied by seemingly separated research communities. However, all of these are connected to each other in many ways. The connection between harmonic analysis and approximation theory is not accidental: several constructions among which wavelets and Fourier series, provide major insights into central problems in approximation theory. And the intimate connection between approximation theory and computer algebra exists even longer: polynomial interpolation is a long-studied and important problem in both symbolic and numeric computing, in the former to counter expression swell and in the latter to construct a simple data model. A common underlying problem statement in many applications is that of determining the number of components, and for each component the value of the frequency, damping factor, amplitude and phase in a multi-exponential model. It occurs, for instance, in magnetic resonance and infrared spectroscopy, vibration analysis, seismic data analysis, electronic odour recognition, keystroke recognition, nuclear science, music signal processing, transient detection, motor fault diagnosis, electrophysiology, drug clearance monitoring and glucose tolerance testing, to name just a few. The general technique of multi-exponential modeling is closely related to what is commonly known as the Padé-Laplace method in approximation theory, and the technique of sparse interpolation in the field of computer algebra. The problem statement is also solved using a stochastic perturbation method in harmonic analysis. The problem of multi-exponential modeling is an inverse problem and therefore may be severely ill-posed, depending on the relative location of the frequencies and phases. Besides the reliability of the estimated parameters, the sparsity of the multi-exponential representation has become important. A representation is called sparse if it is a combination of only a few elements instead of all available generating elements. In sparse interpolation, the aim is to determine all the parameters from only a small amount of data samples, and with a complexity proportional to the number of terms in the representation. Despite the close connections between these fields, there is a clear lack of communication in the scientific literature. The aim of this seminar is to bring researchers together from the three mentioned fields, with scientists from the varied application domains.Output Type: Meeting Repor

Regular sparse array direction of arrival estimation in one dimension

Traditionally regularly spaced antenna arrays follow the spatial Nyquist criterion to guarantee an unambiguous analysis. We present a novel technique that makes use of two sparse non-Nyquist regularly spaced antenna arrays, where one of the arrays is just a shifted version of the other. The method offers several advantages over the use of traditional dense Nyquist spaced arrays, while maintaining a comparable algorithmic complexity for the analysis. Among the advantages we mention: an improved resolution for the same number of receivers and reduced mutual coupling effects between the receivers, both due to the increased separation between the antennas. Because of a shared structured linear system of equations between the two arrays, as a consequence of the shift between the two, the analysis of both is automatically paired, thereby avoiding a computationally expensive matching step as is required in the use of so-called co-prime arrays. In addition, an easy validation step allows to automatically detect the precise number of incoming signals, which is usually considered a difficult issue. At the same time, the validation step improves the accuracy of the retrieved results and eliminates unreliable results in the case of noisy data. The performance of the proposed method is illustrated with respect to the influence of noise as well to the effect of mutual coupling