Compensation. June 29, Arizona State University. Edge Detection from Nonuniform Data via. Convolutional Gridding with Density.
|
|
- Blake Tyler
- 5 years ago
- Views:
Transcription
1 Arizona State University June 29, 2012
2 Overview gridding with density compensation is a common method for function reconstruction nonuniform Fourier data. It is computationally inexpensive compared with methods that use an interpolation to get ˆf at integer points. Our goal is to use a convolutional gridding method for edge detection.
3 Summary of Gridding Method for Function Reconstruction Let ˆf denote the Fourier transform of f, f compactly supported and defined on [ π, π]. We are given ˆf (ω k ), at nonuniformly distributed ω k. φ(x) = e cxm is the window function for our convolution. Let g(x) = f (x)φ(x). Then ĝ(l) = (ˆf ˆφ)(l) = ˆf (τ) ˆφ(l τ) dτ
4 Gridding Summary Continued ĝ(l) α kˆf (ω k ) ˆφ(l ω k ) k K α k are quadrature weights based on the density of ω k. The sum is now truncated to reduce computational cost: ĝ(l) α kˆf (ωk ) ˆφ(l ω k ) k s.t. l ω k <q Now g(x) can be recovered using an FFT and this approximation φ is divided out to yield an approximation for f (x).
5 f (x) again compactly supported, defined on [ π, π], with a jump discontinuity at ξ ( π, π) Denote by [f ](x) the jump function of f (x). [f ](x) [f ](ξ)i ξ (x) [f ](x) = lim f (x) lim f (x) x ξ + x ξ I ξ (x) is an approximation of the indicator function. We want a way to express [f ](ω k ). [f ](ω k ) [f ](ξ)i ξ (ω k ) = [f ](ξ)î ξ (ω k )
6 [f ](ξ) without the ξ ˆf (n) = = π π ξ π = f (x)e inx in f (x)e inx dx π f (x)e inx dx + f (ξ )e inξ in [f ](ξ)e inξ in ξ π + f (x)e inx in f (ξ+ )e inξ in So we have [f ](ξ) iω kˆf (ω k )e iω kξ. f (x)e inx dx ξ + π π f (x)e inx in ξ + + O( 1 n 2 ) π dx
7 Back to [f ](ω k ) Recall [f ](ω k ) [f ](ξ)î ξ (ω k ). Substitute what we got for [f ](ξ). [f ](ω k ) iω kˆf (ωk )e iω kξ Î ξ (ω k ) We use a Gaussian indicator function approximation: I ξ (x) = e x ξ 2ε 2 Î ξ (ω k ) εe iω kξ e 1 2 ε2 ω 2 k π 2 Plugging this in yields [f ](ω k ) iω kˆf (ω k )εe 1 2 ε2 ω 2 k π 2.
8 Window Function φ(x) φ(x) should have several properties. 1 ˆφ(ω) should minimize computational cost of the convolution step. 2 φ(x) should be nonzero in the reconstruction interval. 3 φ(x) should result in minimal aliasing by being approximately zero outside of the reconstruction interval. 4 In order to sufficiently resolve jumps in all of the domain, φ(x) should be approximately 1 in ( π, π).
9 Window Function φ(x) φ(x) x 2λ cx Figure: Several suitable window functions. φ(x) = e
10 ˆφ(ω) ˆφ(ω) ω Figure: Fourier transform of φ(x) = e 1x10 12 x 26
11 Three Jumps of Equal Magnitude, No Noise y x Figure: logarithmically-spaced vs. jittered ω k, N = 256
12 Convergence with Logarithmically-spaced ω k and Noise y Figure: Jump reconstructions with complex Gaussian noise with variance.004 x
13 [Non-]Convergence with Jittered ω k and Noise y Figure: Random jitter of up to.2 each integer point in the spectral data. x
14 Tradeoff Between Jump Resolution and Convergence in Flat Regions y x Figure: Logarithmic sampling; N = 256; indicator I with variance ε 2
15 Apply optimization techniques to our method. Use different weights α k. Experiment with additional indicator function approximations I ξ.
16 Acknowledgments Dr. Anne Gelb Dr. Guohui Song Dr. Eric Kostelich CSUMS National Science Foundation
Constructing Approximation Kernels for Non-Harmonic Fourier Data
Constructing Approximation Kernels for Non-Harmonic Fourier Data Aditya Viswanathan aditya.v@caltech.edu California Institute of Technology SIAM Annual Meeting 2013 July 10 2013 0 / 19 Joint work with
More informationNumerical Approximation Methods for Non-Uniform Fourier Data
Numerical Approximation Methods for Non-Uniform Fourier Data Aditya Viswanathan aditya@math.msu.edu 2014 Joint Mathematics Meetings January 18 2014 0 / 16 Joint work with Anne Gelb (Arizona State) Guohui
More informationFourier Reconstruction from Non-Uniform Spectral Data
School of Electrical, Computer and Energy Engineering, Arizona State University aditya.v@asu.edu With Profs. Anne Gelb, Doug Cochran and Rosemary Renaut Research supported in part by National Science Foundation
More informationDirect Methods for Reconstruction of Functions and their Edges from Non-Uniform Fourier Data
Direct Methods for Reconstruction of Functions and their Edges from Non-Uniform Fourier Data Aditya Viswanathan aditya@math.msu.edu ICERM Research Cluster Computational Challenges in Sparse and Redundant
More informationFourier reconstruction of univariate piecewise-smooth functions from non-uniform spectral data with exponential convergence rates
Fourier reconstruction of univariate piecewise-smooth functions from non-uniform spectral data with exponential convergence rates Rodrigo B. Platte a,, Alexander J. Gutierrez b, Anne Gelb a a School of
More informationRadial Basis Functions I
Radial Basis Functions I Tom Lyche Centre of Mathematics for Applications, Department of Informatics, University of Oslo November 14, 2008 Today Reformulation of natural cubic spline interpolation Scattered
More informationIMAGE RECONSTRUCTION FROM UNDERSAMPLED FOURIER DATA USING THE POLYNOMIAL ANNIHILATION TRANSFORM
IMAGE RECONSTRUCTION FROM UNDERSAMPLED FOURIER DATA USING THE POLYNOMIAL ANNIHILATION TRANSFORM Anne Gelb, Rodrigo B. Platte, Rosie Renaut Development and Analysis of Non-Classical Numerical Approximation
More informationThe Central Limit Theorem
The Central Limit Theorem (A rounding-corners overiew of the proof for a.s. convergence assuming i.i.d.r.v. with 2 moments in L 1, provided swaps of lim-ops are legitimate) If {X k } n k=1 are i.i.d.,
More informationFourier Series. (Com S 477/577 Notes) Yan-Bin Jia. Nov 29, 2016
Fourier Series (Com S 477/577 otes) Yan-Bin Jia ov 9, 016 1 Introduction Many functions in nature are periodic, that is, f(x+τ) = f(x), for some fixed τ, which is called the period of f. Though function
More informationPoisson Summation, Sampling and Nyquist s Theorem
Chapter 8 Poisson Summation, Sampling and Nyquist s Theorem See: A.6.1, A.5.2. In Chapters 4 through 7, we developed the mathematical tools needed to describe functions of continuous variables and methods
More information18.175: Lecture 15 Characteristic functions and central limit theorem
18.175: Lecture 15 Characteristic functions and central limit theorem Scott Sheffield MIT Outline Characteristic functions Outline Characteristic functions Characteristic functions Let X be a random variable.
More informationPeriodic functions: simple harmonic oscillator
Periodic functions: simple harmonic oscillator Recall the simple harmonic oscillator (e.g. mass-spring system) d 2 y dt 2 + ω2 0y = 0 Solution can be written in various ways: y(t) = Ae iω 0t y(t) = A cos
More informationTime Series Analysis. Solutions to problems in Chapter 7 IMM
Time Series Analysis Solutions to problems in Chapter 7 I Solution 7.1 Question 1. As we get by subtraction kx t = 1 + B + B +...B k 1 )ǫ t θb) = 1 + B +... + B k 1 ), and BθB) = B + B +... + B k ), 1
More informationAPPROXIMATING THE INVERSE FRAME OPERATOR FROM LOCALIZED FRAMES
APPROXIMATING THE INVERSE FRAME OPERATOR FROM LOCALIZED FRAMES GUOHUI SONG AND ANNE GELB Abstract. This investigation seeks to establish the practicality of numerical frame approximations. Specifically,
More informationFourier Transform Chapter 10 Sampling and Series
Fourier Transform Chapter 0 Sampling and Series Sampling Theorem Sampling Theorem states that, under a certain condition, it is in fact possible to recover with full accuracy the values intervening between
More informationL6: Short-time Fourier analysis and synthesis
L6: Short-time Fourier analysis and synthesis Overview Analysis: Fourier-transform view Analysis: filtering view Synthesis: filter bank summation (FBS) method Synthesis: overlap-add (OLA) method STFT magnitude
More informationUCSD SIO221c: (Gille) 1
UCSD SIO221c: (Gille) 1 Edge effects in spectra: detrending, windowing and pre-whitening One of the big challenges in computing spectra is to figure out how to deal with edge effects. Edge effects matter
More informationFFT: Fast Polynomial Multiplications
FFT: Fast Polynomial Multiplications Jie Wang University of Massachusetts Lowell Department of Computer Science J. Wang (UMass Lowell) FFT: Fast Polynomial Multiplications 1 / 20 Overview So far we have
More informationMassachusetts Institute of Technology Department of Electrical Engineering and Computer Science : Discrete-Time Signal Processing
Massachusetts Institute of Technology Department of Electrical Engineering and Computer Science 6.34: Discrete-Time Signal Processing OpenCourseWare 006 ecture 8 Periodogram Reading: Sections 0.6 and 0.7
More informationNonparametric Function Estimation with Infinite-Order Kernels
Nonparametric Function Estimation with Infinite-Order Kernels Arthur Berg Department of Statistics, University of Florida March 15, 2008 Kernel Density Estimation (IID Case) Let X 1,..., X n iid density
More informationJim Lambers ENERGY 281 Spring Quarter Lecture 5 Notes
Jim ambers ENERGY 28 Spring Quarter 27-8 ecture 5 Notes These notes are based on Rosalind Archer s PE28 lecture notes, with some revisions by Jim ambers. Fourier Series Recall that in ecture 2, when we
More informationThe random variable 1
The random variable 1 Contents 1. Definition 2. Distribution and density function 3. Specific random variables 4. Functions of one random variable 5. Mean and variance 2 The random variable A random variable
More informationApplied and Computational Harmonic Analysis
Appl. Comput. Harmon. Anal. 27 (2009) 351 366 Contents lists available at ScienceDirect Applied and Computational Harmonic Analysis www.elsevier.com/locate/acha Letter to the Editor Nonlinear inversion
More informationContinuous Fourier transform of a Gaussian Function
Continuous Fourier transform of a Gaussian Function Gaussian function: e t2 /(2σ 2 ) The CFT of a Gaussian function is also a Gaussian function (i.e., time domain is Gaussian, then the frequency domain
More informationEE16B - Spring 17 - Lecture 11B Notes 1
EE6B - Spring 7 - Lecture B Notes Murat Arcak 6 April 207 Licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License. Interpolation with Basis Functions Recall that
More informationCS-9645 Introduction to Computer Vision Techniques Winter 2018
Table of Contents Spectral Analysis...1 Special Functions... 1 Properties of Dirac-delta Functions...1 Derivatives of the Dirac-delta Function... 2 General Dirac-delta Functions...2 Harmonic Analysis...
More informationMAT 771 FUNCTIONAL ANALYSIS HOMEWORK 3. (1) Let V be the vector space of all bounded or unbounded sequences of complex numbers.
MAT 771 FUNCTIONAL ANALYSIS HOMEWORK 3 (1) Let V be the vector space of all bounded or unbounded sequences of complex numbers. (a) Define d : V V + {0} by d(x, y) = 1 ξ j η j 2 j 1 + ξ j η j. Show that
More informationA recovery-assisted DG code for the compressible Navier-Stokes equations
A recovery-assisted DG code for the compressible Navier-Stokes equations January 6 th, 217 5 th International Workshop on High-Order CFD Methods Kissimmee, Florida Philip E. Johnson & Eric Johnsen Scientific
More informationQuality Improves with More Rays
Recap Quality Improves with More Rays Area Area 1 shadow ray 16 shadow rays CS348b Lecture 8 Pat Hanrahan / Matt Pharr, Spring 2018 pixelsamples = 1 jaggies pixelsamples = 16 anti-aliased Sampling and
More informationLAB 2: DTFT, DFT, and DFT Spectral Analysis Summer 2011
University of Illinois at Urbana-Champaign Department of Electrical and Computer Engineering ECE 311: Digital Signal Processing Lab Chandra Radhakrishnan Peter Kairouz LAB 2: DTFT, DFT, and DFT Spectral
More informationSignal Processing Signal and System Classifications. Chapter 13
Chapter 3 Signal Processing 3.. Signal and System Classifications In general, electrical signals can represent either current or voltage, and may be classified into two main categories: energy signals
More informationEmily Jennings. Georgia Institute of Technology. Nebraska Conference for Undergraduate Women in Mathematics, 2012
δ 2 Transform and Fourier Series of Functions with Multiple Jumps Georgia Institute of Technology Nebraska Conference for Undergraduate Women in Mathematics, 2012 Work performed at Kansas State University
More informationFOURIER TRANSFORMS. 1. Fourier series 1.1. The trigonometric system. The sequence of functions
FOURIER TRANSFORMS. Fourier series.. The trigonometric system. The sequence of functions, cos x, sin x,..., cos nx, sin nx,... is called the trigonometric system. These functions have period π. The trigonometric
More informationFiltering and Edge Detection
Filtering and Edge Detection Local Neighborhoods Hard to tell anything from a single pixel Example: you see a reddish pixel. Is this the object s color? Illumination? Noise? The next step in order of complexity
More informationHilbert Space Methods for Reduced-Rank Gaussian Process Regression
Hilbert Space Methods for Reduced-Rank Gaussian Process Regression Arno Solin and Simo Särkkä Aalto University, Finland Workshop on Gaussian Process Approximation Copenhagen, Denmark, May 2015 Solin &
More informationImages have structure at various scales
Images have structure at various scales Frequency Frequency of a signal is how fast it changes Reflects scale of structure A combination of frequencies 0.1 X + 0.3 X + 0.5 X = Fourier transform Can we
More information256 Summary. D n f(x j ) = f j+n f j n 2n x. j n=1. α m n = 2( 1) n (m!) 2 (m n)!(m + n)!. PPW = 2π k x 2 N + 1. i=0?d i,j. N/2} N + 1-dim.
56 Summary High order FD Finite-order finite differences: Points per Wavelength: Number of passes: D n f(x j ) = f j+n f j n n x df xj = m α m dx n D n f j j n= α m n = ( ) n (m!) (m n)!(m + n)!. PPW =
More informationMA3232 Summary 5. d y1 dy1. MATLAB has a number of built-in functions for solving stiff systems of ODEs. There are ode15s, ode23s, ode23t, ode23tb.
umerical solutions of higher order ODE We can convert a high order ODE into a system of first order ODEs and then apply RK method to solve it. Stiff ODEs Stiffness is a special problem that can arise in
More informationThe Fourier spectral method (Amath Bretherton)
The Fourier spectral method (Amath 585 - Bretherton) 1 Introduction The Fourier spectral method (or more precisely, pseudospectral method) is a very accurate way to solve BVPs with smooth solutions on
More informationNumerical Methods I Orthogonal Polynomials
Numerical Methods I Orthogonal Polynomials Aleksandar Donev Courant Institute, NYU 1 donev@courant.nyu.edu 1 Course G63.2010.001 / G22.2420-001, Fall 2010 Nov. 4th and 11th, 2010 A. Donev (Courant Institute)
More informationPolynomial Approximation: The Fourier System
Polynomial Approximation: The Fourier System Charles B. I. Chilaka CASA Seminar 17th October, 2007 Outline 1 Introduction and problem formulation 2 The continuous Fourier expansion 3 The discrete Fourier
More informationLinear Independence of Finite Gabor Systems
Linear Independence of Finite Gabor Systems 1 Linear Independence of Finite Gabor Systems School of Mathematics Korea Institute for Advanced Study Linear Independence of Finite Gabor Systems 2 Short trip
More informationA523 Signal Modeling, Statistical Inference and Data Mining in Astrophysics Spring 2011
A523 Signal Modeling, Statistical Inference and Data Mining in Astrophysics Spring 2011 Lecture 6 PDFs for Lecture 1-5 are on the web page Problem set 2 is on the web page Article on web page A Guided
More informationReview: Continuous Fourier Transform
Review: Continuous Fourier Transform Review: convolution x t h t = x τ h(t τ)dτ Convolution in time domain Derivation Convolution Property Interchange the order of integrals Let Convolution Property By
More informationAccurate Fourier Analysis for Circuit Simulators
Accurate Fourier Analysis for Circuit Simulators Kenneth S. Kundert Cadence Design Systems (Based on Presentation to CICC 94) Abstract A new approach to Fourier analysis within the context of circuit simulation
More informationA Tutorial on Wavelets and their Applications. Martin J. Mohlenkamp
A Tutorial on Wavelets and their Applications Martin J. Mohlenkamp University of Colorado at Boulder Department of Applied Mathematics mjm@colorado.edu This tutorial is designed for people with little
More informationA fast method for solving the Heat equation by Layer Potentials
A fast method for solving the Heat equation by Layer Potentials Johannes Tausch Abstract Boundary integral formulations of the heat equation involve time convolutions in addition to surface potentials.
More informationENGIN 211, Engineering Math. Laplace Transforms
ENGIN 211, Engineering Math Laplace Transforms 1 Why Laplace Transform? Laplace transform converts a function in the time domain to its frequency domain. It is a powerful, systematic method in solving
More informationFourier Sampling. Fourier Sampling. Bioengineering 280A Principles of Biomedical Imaging. Fall Quarter 2005 Linear Systems Lecture 3.
Bioengineering 280A Principles of Biomedical Imaging Fall Quarter 2005 Linear Sstems Lecture 3 Fourier Sampling F Instead of sampling the signal, we sample its Fourier Transform Sample??? F -1 Fourier
More informationFourier Transform & Sobolev Spaces
Fourier Transform & Sobolev Spaces Michael Reiter, Arthur Schuster Summer Term 2008 Abstract We introduce the concept of weak derivative that allows us to define new interesting Hilbert spaces the Sobolev
More informationMath 56 Homework 5 Michael Downs
1. (a) Since f(x) = cos(6x) = ei6x 2 + e i6x 2, due to the orthogonality of each e inx, n Z, the only nonzero (complex) fourier coefficients are ˆf 6 and ˆf 6 and they re both 1 2 (which is also seen from
More informationA Brief Analysis of Central Limit Theorem. SIAM Chapter Florida State University
1 / 36 A Brief Analysis of Central Limit Theorem Omid Khanmohamadi (okhanmoh@math.fsu.edu) Diego Hernán Díaz Martínez (ddiazmar@math.fsu.edu) Tony Wills (twills@math.fsu.edu) Kouadio David Yao (kyao@math.fsu.edu)
More informationLecture 3 September 15, 2014
MIT 6.893: Algorithms and Signal Processing Fall 2014 Prof. Piotr Indyk Lecture 3 September 15, 2014 Scribe: Ludwig Schmidt 1 Introduction In this lecture, we build on the ideas from the previous two lectures
More informationMATH 590: Meshfree Methods
MATH 590: Meshfree Methods Chapter 2 Part 3: Native Space for Positive Definite Kernels Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2014 fasshauer@iit.edu MATH
More informationarxiv: v1 [eess.sp] 4 Nov 2018
Estimating the Signal Reconstruction Error from Threshold-Based Sampling Without Knowing the Original Signal arxiv:1811.01447v1 [eess.sp] 4 Nov 2018 Bernhard A. Moser SCCH, Austria Email: bernhard.moser@scch.at
More informationMoving interface problems. for elliptic systems. John Strain Mathematics Department UC Berkeley June 2010
Moving interface problems for elliptic systems John Strain Mathematics Department UC Berkeley June 2010 1 ALGORITHMS Implicit semi-lagrangian contouring moves interfaces with arbitrary topology subject
More informationFOURIER SERIES, HAAR WAVELETS AND FAST FOURIER TRANSFORM
FOURIER SERIES, HAAR WAVELETS AD FAST FOURIER TRASFORM VESA KAARIOJA, JESSE RAILO AD SAMULI SILTAE Abstract. This handout is for the course Applications of matrix computations at the University of Helsinki
More informationARTICLE IN PRESS Journal of Computational and Applied Mathematics ( )
Journal of Computational and Applied Mathematics ( ) Contents lists available at ScienceDirect Journal of Computational and Applied Mathematics journal homepage: www.elsevier.com/locate/cam The polynomial
More informationA Non-sparse Tutorial on Sparse FFTs
A Non-sparse Tutorial on Sparse FFTs Mark Iwen Michigan State University April 8, 214 M.A. Iwen (MSU) Fast Sparse FFTs April 8, 214 1 / 34 Problem Setup Recover f : [, 2π] C consisting of k trigonometric
More informationBiomedical Engineering Image Formation II
Biomedical Engineering Image Formation II PD Dr. Frank G. Zöllner Computer Assisted Clinical Medicine Medical Faculty Mannheim Fourier Series - A Fourier series decomposes periodic functions or periodic
More informationGradient Descent and Implementation Solving the Euler-Lagrange Equations in Practice
1 Lecture Notes, HCI, 4.1.211 Chapter 2 Gradient Descent and Implementation Solving the Euler-Lagrange Equations in Practice Bastian Goldlücke Computer Vision Group Technical University of Munich 2 Bastian
More informationHARMONIC WAVELET TRANSFORM SIGNAL DECOMPOSITION AND MODIFIED GROUP DELAY FOR IMPROVED WIGNER- VILLE DISTRIBUTION
HARMONIC WAVELET TRANSFORM SIGNAL DECOMPOSITION AND MODIFIED GROUP DELAY FOR IMPROVED WIGNER- VILLE DISTRIBUTION IEEE 004. All rights reserved. This paper was published in Proceedings of International
More informationUsing Frame Theoretic Convolutional Gridding for Robust Synthetic Aperture Sonar Imaging
Using Frame Theoretic Convolutional Gridding for Robust Synthetic Aperture Sonar Imaging John McKay, Anne Gelb, Vishal Monga, Raghu G. Raj Department of Electrical Engineering, Pennsylvania State University,
More informationComputer Vision & Digital Image Processing
Computer Vision & Digital Image Processing Image Restoration and Reconstruction I Dr. D. J. Jackson Lecture 11-1 Image restoration Restoration is an objective process that attempts to recover an image
More informationExamples of the Fourier Theorem (Sect. 10.3). The Fourier Theorem: Continuous case.
s of the Fourier Theorem (Sect. 1.3. The Fourier Theorem: Continuous case. : Using the Fourier Theorem. The Fourier Theorem: Piecewise continuous case. : Using the Fourier Theorem. The Fourier Theorem:
More information2.161 Signal Processing: Continuous and Discrete Fall 2008
MIT OpenCourseWare http://ocw.mit.edu 2.6 Signal Processing: Continuous and Discrete Fall 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms. Massachusetts
More information17 The functional equation
18.785 Number theory I Fall 16 Lecture #17 11/8/16 17 The functional equation In the previous lecture we proved that the iemann zeta function ζ(s) has an Euler product and an analytic continuation to the
More informationFundamental Solutions and Green s functions. Simulation Methods in Acoustics
Fundamental Solutions and Green s functions Simulation Methods in Acoustics Definitions Fundamental solution The solution F (x, x 0 ) of the linear PDE L {F (x, x 0 )} = δ(x x 0 ) x R d Is called the fundamental
More informationFast Convolution; Strassen s Method
Fast Convolution; Strassen s Method 1 Fast Convolution reduction to subquadratic time polynomial evaluation at complex roots of unity interpolation via evaluation at complex roots of unity 2 The Master
More informationDiscrete-Time Signals and Systems. Efficient Computation of the DFT: FFT Algorithms. Analog-to-Digital Conversion. Sampling Process.
iscrete-time Signals and Systems Efficient Computation of the FT: FFT Algorithms r. eepa Kundur University of Toronto Reference: Sections 6.1, 6., 6.4, 6.5 of John G. Proakis and imitris G. Manolakis,
More informationSimple Iteration, cont d
Jim Lambers MAT 772 Fall Semester 2010-11 Lecture 2 Notes These notes correspond to Section 1.2 in the text. Simple Iteration, cont d In general, nonlinear equations cannot be solved in a finite sequence
More informationSolutions of differential equations using transforms
Solutions of differential equations using transforms Process: Take transform of equation and boundary/initial conditions in one variable. Derivatives are turned into multiplication operators. Solve (hopefully
More informationSignals and Systems. Lecture 14 DR TANIA STATHAKI READER (ASSOCIATE PROFESSOR) IN SIGNAL PROCESSING IMPERIAL COLLEGE LONDON
Signals and Systems Lecture 14 DR TAIA STATHAKI READER (ASSOCIATE PROFESSOR) I SIGAL PROCESSIG IMPERIAL COLLEGE LODO Introduction. Time sampling theorem resume. We wish to perform spectral analysis using
More informationDiscrete Fourier transform (DFT)
Discrete Fourier transform (DFT) Signal Processing 2008/9 LEA Instituto Superior Técnico Signal Processing LEA (IST) Discrete Fourier transform 1 / 34 Periodic signals Consider a periodic signal x[n] with
More informationWavelet Bi-frames with Uniform Symmetry for Curve Multiresolution Processing
Wavelet Bi-frames with Uniform Symmetry for Curve Multiresolution Processing Qingtang Jiang Abstract This paper is about the construction of univariate wavelet bi-frames with each framelet being symmetric.
More informationRecovery of high order accuracy in radial basis function approximation for discontinuous problems
Recovery of high order accuracy in radial basis function approximation for discontinuous problems Chris L. Bresten, Sigal Gottlieb 1, Daniel Higgs, Jae-Hun Jung* 2 Abstract Radial basis function(rbf) methods
More informationAutomatic Relevance Determination
Automatic Relevance Determination Elia Liitiäinen (eliitiai@cc.hut.fi) Time Series Prediction Group Adaptive Informatics Research Centre Helsinki University of Technology, Finland October 24, 2006 Introduction
More informationFinite-dimensional spaces. C n is the space of n-tuples x = (x 1,..., x n ) of complex numbers. It is a Hilbert space with the inner product
Chapter 4 Hilbert Spaces 4.1 Inner Product Spaces Inner Product Space. A complex vector space E is called an inner product space (or a pre-hilbert space, or a unitary space) if there is a mapping (, )
More informationDISCRETE-TIME SIGNAL PROCESSING
THIRD EDITION DISCRETE-TIME SIGNAL PROCESSING ALAN V. OPPENHEIM MASSACHUSETTS INSTITUTE OF TECHNOLOGY RONALD W. SCHÄFER HEWLETT-PACKARD LABORATORIES Upper Saddle River Boston Columbus San Francisco New
More informationSome basic elements of Probability Theory
Chapter I Some basic elements of Probability Theory 1 Terminology (and elementary observations Probability theory and the material covered in a basic Real Variables course have much in common. However
More informationCharacterization of Distributional Point Values of Tempered Distribution and Pointwise Fourier Inversion Formula
Characterization of Distributional Point Values of Tempered Distribution and Pointwise Fourier Inversion Formula Jasson Vindas jvindas@math.lsu.edu Louisiana State University Seminar of Analysis and Fundations
More informationλ n = L φ n = π L eınπx/l, for n Z
Chapter 32 The Fourier Transform 32. Derivation from a Fourier Series Consider the eigenvalue problem y + λy =, y( L = y(l, y ( L = y (L. The eigenvalues and eigenfunctions are ( nπ λ n = L 2 for n Z +
More informationFirst-order overdetermined systems. for elliptic problems. John Strain Mathematics Department UC Berkeley July 2012
First-order overdetermined systems for elliptic problems John Strain Mathematics Department UC Berkeley July 2012 1 OVERVIEW Convert elliptic problems to first-order overdetermined form Control error via
More informationVectors in Function Spaces
Jim Lambers MAT 66 Spring Semester 15-16 Lecture 18 Notes These notes correspond to Section 6.3 in the text. Vectors in Function Spaces We begin with some necessary terminology. A vector space V, also
More informationCh.11 The Discrete-Time Fourier Transform (DTFT)
EE2S11 Signals and Systems, part 2 Ch.11 The Discrete-Time Fourier Transform (DTFT Contents definition of the DTFT relation to the -transform, region of convergence, stability frequency plots convolution
More informationUnbiased Risk Estimation as Parameter Choice Rule for Filter-based Regularization Methods
Unbiased Risk Estimation as Parameter Choice Rule for Filter-based Regularization Methods Frank Werner 1 Statistical Inverse Problems in Biophysics Group Max Planck Institute for Biophysical Chemistry,
More informationA review: The Laplacian and the d Alembertian. j=1
Chapter One A review: The Laplacian and the d Alembertian 1.1 THE LAPLACIAN One of the main goals of this course is to understand well the solution of wave equation both in Euclidean space and on manifolds
More informationExercises. Chapter 1. of τ approx that produces the most accurate estimate for this firing pattern.
1 Exercises Chapter 1 1. Generate spike sequences with a constant firing rate r 0 using a Poisson spike generator. Then, add a refractory period to the model by allowing the firing rate r(t) to depend
More informationSASE FEL PULSE DURATION ANALYSIS FROM SPECTRAL CORRELATION FUNCTION
SASE FEL PULSE DURATION ANALYSIS FROM SPECTRAL CORRELATION FUNCTION Shanghai, 4. August. Alberto Lutman Jacek Krzywinski, Yuantao Ding, Yiping Feng, Juhao Wu, Zhirong Huang, Marc Messerschmidt X-ray pulse
More informationIn many diverse fields physical data is collected or analysed as Fourier components.
1. Fourier Methods In many diverse ields physical data is collected or analysed as Fourier components. In this section we briely discuss the mathematics o Fourier series and Fourier transorms. 1. Fourier
More informationThe Discrete Fourier Transform (DFT) Properties of the DFT DFT-Specic Properties Power spectrum estimate. Alex Sheremet.
4. April 2, 27 -order sequences Measurements produce sequences of numbers Measurement purpose: characterize a stochastic process. Example: Process: water surface elevation as a function of time Parameters:
More informationReview: Basic MC Estimator
Overview Earlier lectures Monte Carlo I: Integration Signal processing and sampling Today: Monte Carlo II Noise and variance Efficiency Stratified sampling Importance sampling Review: Basic MC Estimator
More informationNon-Uniform Fast Fourier Transformation (NUFFT) and Magnetic Resonace Imaging 2008 년 11 월 27 일. Lee, June-Yub (Ewha Womans University)
Non-Uniform Fast Fourier Transformation (NUFFT) and Magnetic Resonace Imaging 2008 년 11 월 27 일 Lee, June-Yub (Ewha Womans University) 1 NUFFT and MRI Nonuniform Fast Fourier Transformation (NUFFT) Basics
More informationBME 50500: Image and Signal Processing in Biomedicine. Lecture 5: Correlation and Power-Spectrum CCNY
1 BME 50500: Image and Signal Processing in Biomedicine Lecture 5: Correlation and Power-Spectrum Lucas C. Parra Biomedical Engineering Department CCNY http://bme.ccny.cuny.edu/faculty/parra/teaching/signal-and-image/
More informationMachine vision. Summary # 4. The mask for Laplacian is given
1 Machine vision Summary # 4 The mask for Laplacian is given L = 0 1 0 1 4 1 (6) 0 1 0 Another Laplacian mask that gives more importance to the center element is L = 1 1 1 1 8 1 (7) 1 1 1 Note that the
More informationIntroduction to Mathematical Programming
Introduction to Mathematical Programming Ming Zhong Lecture 25 November 5, 2018 Ming Zhong (JHU) AMS Fall 2018 1 / 19 Table of Contents 1 Ming Zhong (JHU) AMS Fall 2018 2 / 19 Some Preliminaries: Fourier
More informationEdge Detection Using Fourier Coefficients
Edge Detection Using Fourier Coefficients Shlomo Engelberg. INTRODUCTION. Edge detection and the detection of discontinuities are important in many fields. In image processing, for example, one often needs
More informationProblem Set 8 - Solution
Problem Set 8 - Solution Jonasz Słomka Unless otherwise specified, you may use MATLAB to assist with computations. provide a print-out of the code used and its output with your assignment. Please 1. More
More informationbe the set of complex valued 2π-periodic functions f on R such that
. Fourier series. Definition.. Given a real number P, we say a complex valued function f on R is P -periodic if f(x + P ) f(x) for all x R. We let be the set of complex valued -periodic functions f on
More information[ ], [ ] [ ] [ ] = [ ] [ ] [ ]{ [ 1] [ 2]
4. he discrete Fourier transform (DF). Application goal We study the discrete Fourier transform (DF) and its applications: spectral analysis and linear operations as convolution and correlation. We use
More information