Nothing Special   »   [go: up one dir, main page]

skip to main content
research-article

Nested Periodic Matrices and Dictionaries: New Signal Representations for Period Estimation

Published: 01 July 2015 Publication History

Abstract

In this paper, we propose a new class of techniques to identify periodicities in data. We target the period estimation directly rather than inferring the period from the signal's spectrum. By doing so, we obtain several advantages over the traditional spectrum estimation techniques such as DFT and MUSIC. Apart from estimating the unknown period of a signal, we search for finer periodic structure within the given signal. For instance, it might be possible that the given periodic signal was actually a sum of signals with much smaller periods. For example, adding signals with periods 3, 7, and 11 can give rise to a period 231 signal. We propose methods to identify these &#x201C;hidden periods&#x201D; 3, 7, and 11. We first propose a new family of square matrices called Nested Periodic Matrices (NPMs), having several useful properties in the context of periodicity. These include the DFT, Walsh-Hadamard, and Ramanujan periodicity transform matrices as examples. Based on these matrices, we develop high dimensional dictionary representations for periodic signals. Various optimization problems can be formulated to identify the periods of signals from such representations. We propose an approach based on finding the least l<sub>2</sub> norm solution to an under-determined linear system. Alternatively, the period identification problem can also be formulated as a sparse vector recovery problem and we show that by a slight modification to the usual l<sub>1</sub> norm minimization techniques, we can incorporate a number of new and computationally simple dictionaries.

References

[1]
W. R. Atchley, J. Zhao, A. D. Fernandes, and T. Drüke, “Solving the protein sequence metric problem,” in Proc. Nat. Acad. Sci., USA, 2005, vol. 102, pp. 6395–6400.
[2]
D. D. Muresan and T. W. Parks, “Orthogonal, exactly periodic subspace decomposition,” IEEE Trans. Signal Process., vol. 51, no. 9, pp. 2270–2279, Sep. 2003.
[3]
D. L. Donoho and M. Elad, “Optimally sparse representation in general (nonorthogonal) dictionaries via L1 minimization,” in Proc. Nat. Acad. Sci., vol. 100, no. 5, pp. 2197–2202, 2003.
[4]
E. J. Candes and T. Tao, “Decoding by linear programming,” IEEE Trans. Inf. Theory, vol. 51, no. 12, pp. 4203–4215, Dec. 2005.
[5]
G. H. Hardy and E. M. Wright, An Introduction to the Theory of Numbers, Oxford, U.K.: Oxford Univ. Press, 2008.
[6]
J. A. Tropp, “Greed is good: Algorithmic results for sparse approximation,” IEEE Trans. Inf. Theory, vol. 50, pp. 2231–2242, Oct. 2004.
[7]
L. Marsella, F. Sirocco, A. Trovato, F. Seno, and S. C. E. Tosatto, “REPETITA: Detection and discrimination of the periodicity of protein solenoid repeats by discrete Fourier Transform,” in Bioinformatics, vol. 25, no. 12, pp. i289–i295, 2009.
[8]
T. S. Lugovaya, Biometric human identification based on electrocardiogram, Master's thesis, Faculty of Comput. Technol. Informatics, Electrotech. Univ. “LETI”, Saint-Petersburg, Russian Fed.: 2005.
[9]
A. L. Goldberger, L. A. N. Amaral, L. Glass, J. M. Hausdorff, P. C. Ivanov, R. G. Mark et al., “PhysioBank, PhysioToolkit, and PhysioNet: Components of a new research resource for complex physiologic signals,” in Circulation, vol. 101, no. 23, pp. e215–e220, Jun. 2000.
[10]
M. F. Duarte and R. G. Baraniuk, “Spectral compressive sensing,” in Appl. Comp. Harmon. Anal., vol. 35, no. 1, pp. 111–129, Jul. 2013.
[11]
M. A. Andrade, C. Perez-Iratxeta, and C. P. Ponting, “Protein repeats: Structures, functions, and evolution,” in J. Structur. Biol., vol. 134, pp. 117–131, 2001.
[12]
M. J. Wainwright, “Sharp thresholds for high dimensional and noisy sparsity recovery using l1 constrained quadratic programming (Lasso),” IEEE Trans. Inf. Theory, vol. 55, no. 5, pp. 2183–2202, May 2009.
[13]
M. Planat, “Ramanujan sums for signal processing of low frequency noise,” in Proc. IEEE Intl. Freq. Control Symp. PDA Exhibit., 2002, pp. 715–720.
[14]
M. Planat, M. Minarovjech, and M. Saniga, “Ramanujan sums analysis of long-periodic sequenes and $1= {\rm f}$ noise,” in EPL J., vol. 85, pp. 40005:1–5, 2009.
[15]
N. Sloane, A library of Hadamard matrices, [Online]. Available: http://neilsloane.com/hadamard/.
[16]
P. Stoica and R. Moses, Spectral Analysis of Signals, Englewood Cliffs, NJ USA: Prentice-Hall, 2005.
[17]
P. P. Vaidyanathan, Multirate Systems and Filter Banks, Englewood Cliffs, NJ USA: Prentice-Hall, 1993.
[18]
P. P. Vaidyanathan, “Ramanujan sums in the context of signal processing: Part I: Fundamentals,” IEEE Trans. Signal Process., vol. 62, no. 16, pp. 4145–4157, Aug. 2014.
[19]
P. P. Vaidyanathan, “Ramanujan sums in the context of signal processing: Part II: FIR representations and applications,” IEEE Trans. Signal Process., vol. 62, no. 16, pp. 4158–4172, Aug. 2014.
[20]
P. P. Vaidyanathan, “Ramanujan-sum expansions for finite duration (FIR) sequences,” in IEEE Int. Conf. Acoust., Speech, Signal Process., Florence, Italy, 2014.
[21]
P. P. Vaidyanathan and P. Pal, “The Farey dictionary for sparse representation of periodic signals,” in IEEE Int. Conf. Acoust., Speech, Signal Process, Florence, Italy, 2014.
[22]
R. G. Baraniuk, “Compressive sensing,” IEEE Signal Process. Mag., vol. 24, no. 4, pp. 118–124, Jul. 2007.
[23]
R. O. Schmidt, “Multiple emitter location and signal parameter estimation,” in Proc. RADC, Spectral Estimation Workshop 1979, Rome, NY USA, pp. 243–258.
[24]
S. Ramanujan, “On certain trigonometrical sums and their applications in the theory of numbers,” in Trans. Cambridge Philosoph. Soc., vol. XXII, no. 13, pp. 259–276, 1918.
[25]
S.-C. Pei and K.-S. Lu, “Intrinsic integer-periodic functions for discrete periodicity detection,” IEEE Signal Process. Lett., vol. 22, no. 8, pp. 1108–1112, Aug. 2015.
[26]
T. Aittokallio, M. Gyllenberg, O. Nevalainen, and O. Polo, “Testing for periodicity in signals: An application to detect partial upper airway obstruction during sleep,” in J. Theoretic. Med., vol. 3, pp. 231–245.
[27]
T. Ritte, Walsh Hadamard transforms: A literature survey, [Online]. Available: http://www.ciphersbyritter.com/RES/WALHAD.HTM.
[28]
W. A. Sethares and T. W. Staley, “Periodicity transforms,” IEEE Trans. Signal Process., vol. 47, pp. 2953–2964, Nov. 1999.

Cited By

View all
  • (2024)Low Rank Multi-Dictionary Selection at ScaleProceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining10.1145/3637528.3671723(2106-2117)Online publication date: 25-Aug-2024
  • (2023)An Iterative Warping and Clustering Algorithm to Estimate Multiple Wave-Shape Functions From a Nonstationary Oscillatory SignalIEEE Transactions on Signal Processing10.1109/TSP.2023.325288371(701-712)Online publication date: 1-Jan-2023
  • (2023)Periodicity-Aware Signal Denoising Using Capon-Optimized Ramanujan Filter Banks and Pruned Ramanujan DictionariesIEEE Transactions on Signal Processing10.1109/TSP.2023.324410971(494-511)Online publication date: 1-Jan-2023
  • Show More Cited By

Index Terms

  1. Nested Periodic Matrices and Dictionaries: New Signal Representations for Period Estimation
      Index terms have been assigned to the content through auto-classification.

      Recommendations

      Comments

      Please enable JavaScript to view thecomments powered by Disqus.

      Information & Contributors

      Information

      Published In

      cover image IEEE Transactions on Signal Processing
      IEEE Transactions on Signal Processing  Volume 63, Issue 14
      July15, 2015
      276 pages

      Publisher

      IEEE Press

      Publication History

      Published: 01 July 2015

      Qualifiers

      • Research-article

      Contributors

      Other Metrics

      Bibliometrics & Citations

      Bibliometrics

      Article Metrics

      • Downloads (Last 12 months)0
      • Downloads (Last 6 weeks)0
      Reflects downloads up to 19 Nov 2024

      Other Metrics

      Citations

      Cited By

      View all
      • (2024)Low Rank Multi-Dictionary Selection at ScaleProceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining10.1145/3637528.3671723(2106-2117)Online publication date: 25-Aug-2024
      • (2023)An Iterative Warping and Clustering Algorithm to Estimate Multiple Wave-Shape Functions From a Nonstationary Oscillatory SignalIEEE Transactions on Signal Processing10.1109/TSP.2023.325288371(701-712)Online publication date: 1-Jan-2023
      • (2023)Periodicity-Aware Signal Denoising Using Capon-Optimized Ramanujan Filter Banks and Pruned Ramanujan DictionariesIEEE Transactions on Signal Processing10.1109/TSP.2023.324410971(494-511)Online publication date: 1-Jan-2023
      • (2023)HIPEDAP: Energy-Efficient Hardware Accelerators for Hidden Periodicity DetectionIEEE Transactions on Computers10.1109/TC.2023.327056872:10(2781-2794)Online publication date: 3-May-2023
      • (2021)RobustPeriod: Robust Time-Frequency Mining for Multiple Periodicity DetectionProceedings of the 2021 International Conference on Management of Data10.1145/3448016.3452779(2328-2337)Online publication date: 9-Jun-2021
      • (2021)Temporal Graph Signal DecompositionProceedings of the 27th ACM SIGKDD Conference on Knowledge Discovery & Data Mining10.1145/3447548.3467379(1191-1201)Online publication date: 14-Aug-2021
      • (2021)Sparse Recovery Guarantees of Periodic Signals with Nested Periodic Dictionaries2021 IEEE Information Theory Workshop (ITW)10.1109/ITW48936.2021.9611507(1-6)Online publication date: 17-Oct-2021
      • (2021)AURORA: A Unified fRamework fOR Anomaly detection on multivariate time seriesData Mining and Knowledge Discovery10.1007/s10618-021-00771-735:5(1882-1905)Online publication date: 1-Sep-2021
      • (2020)Orthogonal and Non-Orthogonal Signal Representations Using New Transformation Matrices Having NPM StructureIEEE Transactions on Signal Processing10.1109/TSP.2020.297193668(1229-1242)Online publication date: 1-Jan-2020
      • (2019)iMUSIC: A Family of MUSIC-Like Algorithms for Integer Period EstimationIEEE Transactions on Signal Processing10.1109/TSP.2018.287903967:2(367-382)Online publication date: 15-Jan-2019
      • Show More Cited By

      View Options

      View options

      Login options

      Media

      Figures

      Other

      Tables

      Share

      Share

      Share this Publication link

      Share on social media