Modelling signals as being periodic is common in many applications. Such periodic signals can be represented by a weighted sum of sinusoids with frequencies being an integer multiple of the fundamental frequency. Due ...
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Modelling signals as being periodic is common in many applications. Such periodic signals can be represented by a weighted sum of sinusoids with frequencies being an integer multiple of the fundamental frequency. Due to its widespread use, numerous methods have been proposed to estimate the fundamental frequency, and the maximum likelihood (ML) estimator is the most accurate estimator in statistical terms. When the noise is assumed to be white and Gaussian, the ML estimator is identical to the non-linear least squares (NLS) estimator. Despite being optimal in a statistical sense, the NLS estimator has a high computational complexity. In this paper, we propose an algorithm for lowering this complexity significantly by showing that the NLS estimator can be computed efficiently by solving two Toeplitz-plus-Hankel systems of equations and by exploiting the recursive-in-order matrix structures of these systems. Specifically, the proposed algorithm reduces the time complexity to the same order as that of the popular harmonic summation method which is an approximate NLS estimator. The performance of the proposed algorithm is assessed via Monte Carlo and timing studies. These show that the proposed algorithm speeds up the evaluation of the NLS estimator by a factor of 50-100 for typical scenarios.
The study presents a fast direct algorithm for solutions of systems arising from singular boundary method (SBM) in two-dimensional (2D) steady-state heat conduction problems. As a strong-form boundary discretization c...
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The study presents a fast direct algorithm for solutions of systems arising from singular boundary method (SBM) in two-dimensional (2D) steady-state heat conduction problems. As a strong-form boundary discretization collocation technique, the SBM is mathematically simple, easy-to-implement, and free of mesh. Similar to boundary element method (BEM), the SBM generates a dense coefficient matrix, which requires O(N-3) operations and O(N-2) memory to solve the system with direct solvers. In this study, a fast direct solver based on recursive skeletonization factorization (RSF) is applied to solve the linear systems in the SBM. Due to the fact that the coefficient matrix is hierarchically block separable, we can construct a multilevel generalized LU decomposition that allows fast application of the inverse of the coefficient matrix. Combing the RSF and the SBM can dramatically reduce the operations and the memory to O(N). The accuracy and effectiveness of the RSF-SBM are tested through some 2D heat conduction problems including isotropic and anisotropic cases.
Amplitude demodulation is a classical operation used in signal processing. For a long time, its effective applications in practice have been limited to narrowband signals. In this work, we generalize amplitude demodul...
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Amplitude demodulation is a classical operation used in signal processing. For a long time, its effective applications in practice have been limited to narrowband signals. In this work, we generalize amplitude demodulation to wideband signals. We pose demodulation as a recovery problem of an oversampled corrupted signal and introduce special iterative schemes belonging to the family of alternating projection algorithms to solve it. Sensibly chosen structural assumptions on the demodulation outputs allow us to reveal the high inferential accuracy of the method over a rich set of relevant signals. This new approach surpasses current state-of-the-art demodulation techniques apt to wideband signals in computational efficiency by up to many orders of magnitude with no sacrifice in quality. Such performance opens the door for applications of the amplitude demodulation procedure in new contexts. In particular, the new method makes online and large-scale offline data processing feasible, including the calculation of modulator-carrier pairs in higher dimensions and poor sampling conditions, independent of the signal bandwidth. We illustrate the utility and specifics of applications of the new method in practice by using natural speech and synthetic signals.
Sparse grid discretization of higher dimensional partial differential equations is a means to break the curse of dimensionality. For classical sparse grids based on the one-dimensional hierarchical basis, a sophistica...
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Sparse grid discretization of higher dimensional partial differential equations is a means to break the curse of dimensionality. For classical sparse grids based on the one-dimensional hierarchical basis, a sophisticated algorithm has been devised to calculate the application of a vector to the Galerkin matrix in linear complexity, despite the fact that the matrix is not sparse. However more general sparse grid constructions have been recently introduced, e.g. based on multilevel finite elements, where the specified algorithms only have a log-linear scaling. This article extends the idea of the linear scaling algorithm to more general sparse grid spaces. This is achieved by abstracting the algorithm given in (Balder and Zenger, SIAM J. Sci. Comput. 17:631, 1996) from specific bases, thereby identifying the prerequisites for performing the algorithm. In this way one can easily adapt the algorithm to specific discretizations, leading for example to an optimal linear scaling algorithm in the case of multilevel finite element frames.
The discrete Walsh and Hadamard transforms are often used in image processing tasks such as image coding, pattern recognition, and sequency filtering. In this correspondence, a new discrete Walsh transform (DWT) algor...
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The discrete Walsh and Hadamard transforms are often used in image processing tasks such as image coding, pattern recognition, and sequency filtering. In this correspondence, a new discrete Walsh transform (DWT) algorithm is derived in which a modified form of the DWT relation is decomposed into smaller-sized transforms using vectorized quantities. A new sequency-ordered discrete Hadamard transform (DHAT) algorithm is also presented. The proposed approach results in more regular algorithms requiring no independent data swapping and fewer array-index updating and bit-reversal operations. An analysis of the computational complexity and the execution time performance are provided. The results are compared with those of the existing algorithms.
One step of the Newton method for the discretized Theodorsen equation in conformal mapping requires the solution of a certain 2 N ×2 N system. Application of the Gaussian algorithm costs O( N 3 ) arithmetic opera...
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One step of the Newton method for the discretized Theodorsen equation in conformal mapping requires the solution of a certain 2 N ×2 N system. Application of the Gaussian algorithm costs O( N 3 ) arithmetic operations (a.o.). We present an algorithm which reduces the problem to the solution of three N × N linear Toeplitz systems. These systems can be solved in O( N log 2 N ) a.o. This is also the amount of work required by the whole algorithm.
We introduce a family of fast algorithms for tomographic backprojection in the parallel-beam geometry. The algorithms reduce the computational cost of backprojecting P projections onto an N x N pixel image from the co...
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We introduce a family of fast algorithms for tomographic backprojection in the parallel-beam geometry. The algorithms reduce the computational cost of backprojecting P projections onto an N x N pixel image from the conventional O((NP)-P-2) to O(N-2 log P). The new algorithms aggregate the projections in a hierarchical structure, with images in the hierarchy formed by the rotation and addition of other images made up of fewer projections. While these algorithms are related to existing fast algorithms, this work places them within the signal processing framework, providing a systematic means to optimize and adjust the trade-off between computational cost and accuracy. Rotations are performed separably in order that higher-order interpolators may be used with low computational cost. The same ideas are applied to create a tomographic projection algorithm, which computes projections of an N x N pixel image onto P view-angles at a cost of O( N2 log P).
Numerous fields of nonlinear physics, very different in nature, produce signals and images that share the common feature of being essentially constituted of piecewise homogeneous phases. Analyzing signals and images f...
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Numerous fields of nonlinear physics, very different in nature, produce signals and images that share the common feature of being essentially constituted of piecewise homogeneous phases. Analyzing signals and images from corresponding experiments to construct relevant physical interpretations thus often requires detecting such phases and estimating accurately their characteristics (borders, feature differences, horizontal ellipsis ). However, situations of physical relevance often comes with low to very low signal-to-noise ratio precluding the standard use of classical linear filtering for analysis and denoising and thus calling for the design of advanced nonlinear signal/image filtering techniques. Additionally, when dealing with experimental physics signals/images, a second limitation is the large amount of data that need to be analyzed to yield accurate and relevant conclusions requiring the design of fast algorithms. The present work proposes a unified signal/image nonlinear filtering procedure, with fast algorithms and a data-driven automated hyperparameter tuning, based on proximal algorithms and Stein unbiased estimator principles. The interest and potential of these tools are illustrated at work on low-confinement solid friction signals and porous media multiphase flows.
In the paper an original method of construction special orthogonal transform for data compression has been proposed. This method is based on a direct modification of multiplication coefficients of the signal flow grap...
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In the paper an original method of construction special orthogonal transform for data compression has been proposed. This method is based on a direct modification of multiplication coefficients of the signal flow graph of the fast Cooley-Tukey's algorithm. The transform matrix is constructed according to the reference vector calculated from the processed data. Using this transform the compression method for multi-dimensional data has been proposed, The method has been proved effective for nuclear physics data. The results obtained using the derived transform and the classical transforms have been compared.
A two-step algorithm exploiting a reduced local grey-level histogram is proposed for efficient running-median calculation in digital monochrome images whose number of levels is considerably large, such as medical imag...
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A two-step algorithm exploiting a reduced local grey-level histogram is proposed for efficient running-median calculation in digital monochrome images whose number of levels is considerably large, such as medical images, SAR images, or 2-D data maps. The first step borrows the concept of sliding window for fast update of the local histogram, as well as the strategy of percentile upgrade for fast median retrieval, and provides a coarse estimate of the actual median which is refined in the second stage, involving only a limited portion of the histogram. Comparisons in terms of theoretical number of operations evidence a computing time O(L2) instead of O(L), where L = L1.L2 is the number of levels, and L1 is the size of the reduced histogram. Also computer tests validate the ideal relationship and suggest a practical factorization criterion of the local histogram, when dealing with natural correlated images. Experimental results substantially prove the validity of the novel algorithm as a feasible alternative, for calculation of any rank-order value, to level-sorting techniques, whenever both classic histogram-based schemes and sorting algorithms are prohibitively time-consuming, as it happens in some practical image processing applications.
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