Showing papers on "Fast Fourier transform published in 2006"

Fast Discrete Curvelet Transforms

Abstract: This paper describes two digital implementations of a new mathematical transform, namely, the second generation curvelet transform in two and three dimensions. The first digital transformation is based on unequally spaced fast Fourier transforms, while the second is based on the wrapping of specially selected Fourier samples. The two implementations essentially differ by the choice of spatial grid used to translate curvelets at each scale and angle. Both digital transformations return a table of digital curvelet coefficients indexed by a scale parameter, an orientation parameter, and a spatial location parameter. And both implementations are fast in the sense that they run in O(n^2 log n) flops for n by n Cartesian arrays; in addition, they are also invertible, with rapid inversion algorithms of about the same complexity. Our digital transformations improve upon earlier implementations—based upon the first generation of curvelets—in the sense that they are conceptually simpler, faster, and far less redundant. The software CurveLab, which implements both transforms presented in this paper, is available at http://www.curvelet.org.

PIPER: An FFT‐based protein docking program with pairwise potentials

Abstract: The Fast Fourier Transform (FFT) correlation approach to protein-protein docking can evaluate the energies of billions of docked conformations on a grid if the energy is described in the form of a correlation function. Here, this restriction is removed, and the approach is efficiently used with pairwise interaction potentials that substantially improve the docking results. The basic idea is approximating the interaction matrix by its eigenvectors corresponding to the few dominant eigenvalues, resulting in an energy expression written as the sum of a few correlation functions, and solving the problem by repeated FFT calculations. In addition to describing how the method is implemented, we present a novel class of structure-based pairwise intermolecular potentials. The DARS (Decoys As the Reference State) potentials are extracted from structures of protein-protein complexes and use large sets of docked conformations as decoys to derive atom pair distributions in the reference state. The current version of the DARS potential works well for enzyme-inhibitor complexes. With the new FFT-based program, DARS provides much better docking results than the earlier approaches, in many cases generating 50% more near-native docked conformations. Although the potential is far from optimal for antibody-antigen pairs, the results are still slightly better than those given by an earlier FFT method. The docking program PIPER is freely available for noncommercial applications.

Fast-Fourier-transform based numerical integration method for the Rayleigh-Sommerfeld diffraction formula

Abstract: The numerical calculation of the Rayleigh-Sommerfeld diffraction integral is investigated. The implementation of a fast-Fourier-transform (FFT) based direct integration (FFT-DI) method is presented, and Simpson's rule is used to improve the calculation accuracy. The sampling interval, the size of the computation window, and their influence on numerical accuracy and on computational complexity are discussed for the FFT-DI and the FFT-based angular spectrum (FFT-AS) methods. The performance of the FFT-DI method is verified by numerical simulation and compared with that of the FFT-AS method.

Detecting periodic patterns in unevenly spaced gene expression time series using Lomb--Scargle periodograms

Abstract: Motivation: Periodic patterns in time series resulting from biological experiments are of great interest. The commonly used Fast Fourier Transform (FFT) algorithm is applicable only when data are evenly spaced and when no values are missing, which is not always the case in high-throughput measurements. The choice of statistic to evaluate the significance of the periodic patterns for unevenly spaced gene expression time series has not been well substantiated. Methods: The Lomb--Scargle periodogram approach is used to search time series of gene expression to quantify the periodic behavior of every gene represented on the DNA array. The Lomb--Scargle periodogram analysis provides a direct method to treat missing values and unevenly spaced time points. We propose the combination of a Lomb--Scargle test statistic for periodicity and a multiple hypothesis testing procedure with controlled false discovery rate to detect significant periodic gene expression patterns. Results: We analyzed the Plasmodium falciparum gene expression dataset. In the Quality Control Dataset of 5080 expression patterns, we found 4112 periodic probes. In addition, we identified 243 probes with periodic expression in the Complete Dataset, which could not be examined in the original study by the FFT analysis due to an excessive number of missing values. While most periodic genes had a period of 48 h, some had a period close to 24 h. Our approach should be applicable for detection and quantification of periodic patterns in any unevenly spaced gene expression time-series data. Availability: The computations were performed in R. The R code is available from http://research.stowers-institute.org/efg/2005/LombScargle Contact: [email protected] Supplementary information: The online supplement is available at http://research.stowers-institute.org/efg/2005/LombScargle

An Efficient Implementation of NC-OFDM Transceivers for Cognitive Radios

Abstract: In this paper, we present an efficient implementation of a non-contiguous orthogonal frequency division multiplexing (NC-OFDM) transceiver for cognitive radio systems. NC-OFDM is designed to transmit information in the presence of incumbent users, deactivating subcarriers located in the vicinity of these users to avoid interference. Given that the. core, component of an NC-OFDM transceiver is the fast Fourier transform (FFT), and that several of the subcarriers are deactivated, it is possible to reduce the execution time by "pruning" the FFT. We propose an algorithm that efficiently and quickly primes the FFT for NC-OFDM transceivers. Results show that the proposed algorithm substantially outperforms other FFT pruning algorithms when a medium to large number of subcarriers have been deactivated

Fast Non-Local Algorithm for Image Denoising

Abstract: For the non-local denoising approach presented by Buades et al., remarkable denoising results are obtained at high expense of computational cost. In this paper, a new algorithm that reduces the computational cost for calculating the similarity of neighborhood windows is proposed. We first introduce an approximate measure about the similarity of neighborhood windows, then we use an efficient summed square image (SSI) scheme and fast Fourier transform (FFT) to accelerate the calculation of this measure. Our algorithm is about fifty times faster than the original non-local algorithm both theoretically and experimentally, yet produces comparable results in terms of mean-squared error (MSE) and perceptual image quality.

Exploiting residual information in the parameter choice for discrete ill-posed problems

Abstract: Most algorithms for choosing the regularization parameter in a discrete ill-posed problem are based on the norm of the residual vector. In this work we propose a different approach, where we seek to use all the information available in the residual vector. We present important relations between the residual components and the amount of information that is available in the noisy data, and we show how to use statistical tools and fast Fourier transforms to extract this information efficiently. This approach leads to a computationally inexpensive parameter-choice rule based on the normalized cumulative periodogram, which is particularly suited for large-scale problems.

Joint estimation of channel response, frequency offset, and phase noise in OFDM

Abstract: Accurate channel estimates are needed in orthogonal frequency-division multiplexing (OFDM), and easily obtained under the assumption of perfect phase and frequency synchronization. However, the practical receiver encounters nonnegligible phase noise (PHN) and carrier frequency offset (CFO), which create substantial intercarrier interference that a conventional OFDM channel estimator cannot account for. In this paper, we introduce an optimal (maximum a posteriori) joint estimator for the channel impulse response (CIR), CFO, and PHN, utilizing prior statistical knowledge of PHN that can be obtained from measurements or data sheets. In addition, in cases where a training symbol consists of two identical halves in the time domain, we propose a variant to Moose's CFO estimation algorithm that optimally removes the effect of PHN with lower complexity than with a nonrepeating training symbol. To further reduce the complexity of the proposed algorithms, simplified implementations based on the conjugate gradient method are also introduced such that the estimators studied in this paper can be realized efficiently using the fast Fourier transform with only minor performance degradation. EDICS: SPC-MULT, SPC-CEST, SPC-DETC

Focusing of General Bistatic SAR Configuration Data With 2-D Inverse Scaled FFT

Abstract: This paper presents a bistatic focusing solution for the general case, when transmitter and receiver trajectories move along nonparallel trajectories with different velocities. The approach in this paper is based on the point target reference spectrum for an arbitrary bistatic configuration, derived from our previous publications. Based on various simulations, the validity of the formula for both airborne and spaceborne configurations is demonstrated. Focusing for special bistatic azimuth time-invariant configurations, "tandem" and "translationally invariant" constellations are accomplished. All focusing algorithms have been developed in an interactive data language and verified with adequate simulation results. The bistatic algorithm was further successfully applied to real bistatic data acquired by the German Research Establishment for Applied Natural Sciences' PAMIR and AER-II synthetic aperture radar systems. Processing in the general case turns out to be additionally truly azimuth time variant. It is solved by implementing a novel two-dimensional inverse-scaled fast Fourier transform algorithm

Probabilistic arithmetic and energy efficient embedded signal processing

Abstract: Probabilistic arithmetic, where the ith output bit of addition and multiplication is correct with a probability pi , is shown to be a vehicle for realizing extremely energy-efficient, embedded computing. Specifically, probabilistic adders and multipliers, realized using elements such as gates that are in turn probabilistic, are shown to form a natural basis for primitives in the signal processing (DSP) domain. In this paper, we show that probabilistic arithmetic can be used to compute the FFT in an extremely energy-efficient manner, yielding energy savings of over 5. 6X in the context of the widely used synthetic aperture radar (SAR) application [1]. Our results are derived using novel probabilistic cmos (PC-MOS) technology, characterized and applied in the past to realize ultra-efficient architectures for probabilistic applications [2, 3, 4]. When applied to the dsp domain, the resulting error in the output of a probabilistic arithmetic primitive, such as an adder for example, manifests as degradation in the signal-to-noise ratio (SNR) ofthe sar image that is reconstructed through the FFT algorithm. In return for this degradation that is enabled by our probabilistic arithmetic primitives ?- degradation visually indistinguishable from an image reconstructed using conventional deterministic approaches -- significant energy savings and performance gains are shown to be possible per unit of SNR degradation. These savings stem from a novel method of voltage scaling, which we refer to as biased voltage scaling (or BIVOS), that is the major technical innovation on which our probabilistic designs are based.

FFT and Convolution Performance in Image Filtering on GPU

Abstract: Many contemporary visualization tools comprise some image filtering approach. Since image filtering approaches are very computationally demanding, the acceleration using graphics-hardware (GPU) is very desirable to preserve interactivity of the main visualization tool itself. In this article we take a close look on GPU implementation of two basic approaches to image filtering - Fast Fourier Transform (frequency domain) and convolution (spatial domain). We evaluate these methods in terms of the performance in real time applications and suitability for GPU implementation. Convolution yields better performance than Fast Fourier Transform (FFT) in many cases; however, this observation cannot be generalized. In this article we identify conditions under which the FFT gives better performance than the corresponding convolution and we assess the different kernel sizes and issues of application of multiple filters on one image.

High-resolution spectrum-estimation methods for signal analysis in power systems

Abstract: The spectrum-estimation methods based on the Fourier transform suffer from the major problem of resolution. The methods were developed and are mostly applied for periodic signals under the assumption that only harmonics are present and the periodicity intervals are fixed, while periodicity intervals in the presence of interharmonics are variable and very long. A novel approach to harmonic and interharmonic analysis based on the "subspace" methods is proposed. Min-norm and music harmonic retrieval methods are examples of high-resolution eigenstructure-based methods. Their resolution is theoretically independent of the signal-to-noise ratio (SNR). The Prony method as applied for parameter estimation of signal components was also tested in the paper. Both the high-resolution methods do not show the disadvantages of the traditional tools and allow exact estimation of the interharmonic frequencies. To investigate the methods, several experiments were carried out using simulated signals, current waveforms at the output of an industrial frequency converter, and current waveforms during out-of-step operation of a synchronous generator. For comparison, similar experiments were repeated using the fast Fourier transform (FFT). The comparison proved the superiority of the new methods.

Methods for performing fast discrete curvelet transforms of data

Abstract: Fast digital implementations of the second generation curvelet transform for use in data processing are disclosed. One such digital transformation is based on unequally-spaced fast Fourier transforms (USFFT) while another is based on the wrapping of specially selected Fourier samples. Both digital transformations return a table of digital curvelet coefficients indexed by a scale parameter, an orientation parameter, and a spatial location parameter. Both implementations are fast in the sense that they run in about O(n2 log n) flops for n by n Cartesian arrays or about O(N log N) flops for Cartesian arrays of size N=n3; in addition, they are also invertible, with rapid inversion algorithms of about the same complexity.

Two-dimensional and three-dimensional NUFFT migration method for landmine detection using ground-penetrating Radar

Abstract: Ground-penetrating radar (GPR) has been widely used for landmine detection due to its high signal-to-noise ratio (SNR) and superior ability to image nonmetallic landmines. Processing GPR data to obtain better target images and to assist further object detection has been an active research area. Phase-shift migration is a widely used method; however, its wavenumber space is nonuniformly sampled because of the nonlinear relationship between the uniform frequency samples and the wavenumbers. Conventional methods use linear interpolation to obtain uniform wavenumber samples and compute the fast Fourier transform (FFT). This paper develops two- and three-dimensional migration methods that process GPR data to obtain images close to the actual target geometries using a nonuniform fast Fourier transform (NUFFT) algorithm. The proposed method is first compared to the conventional migration approaches on simulated data and then applied to landmine field data sets. Results suggest that the NUFFT migration method is useful in focusing images, estimating landmine structure, and retaining relatively high signal-to-noise ratio in the migrated data. The processed data sets are then fed to the normalized energy and least-mean-square-based anomaly detectors. Receiver operating characteristic curves of data sets processed by different migration methods are compared. The NUFFT migration shows potential improvements on both classifiers with a reduced false alarm rate at most probabilities of detection.

Macroscopic behavior and field fluctuations in viscoplastic composites: Second-order estimates versus full-field simulations

Abstract: This work presents a combined numerical and theoretical study of the effective behavior and statistics of the local fields in random viscoplastic composites. The full-field numerical simulations are based on the fast Fourier transform (FFT) algorithm [Moulinec, H., Suquet, P., 1994. A fast numerical method for computing the linear and nonlinear properties of composites. C. R. Acad. Sci. Paris II 318, 1417–1423], while the theoretical estimates follow from the so-called “second-order” procedure [Ponte Castaneda, P., 2002a. Second-order homogenization estimates for nonlinear composites incorporating field fluctuations: I—Theory. J. Mech. Phys. Solids 50, 737–757]. Two-phase fiber composites with power-law phases are considered in detail, for two different heterogeneity contrasts corresponding to fiber-reinforced and fiber-weakened composites. Both the FFT simulations and the corresponding “second-order” estimates show that the strain-rate fluctuations in these systems increase significantly, becoming progressively more anisotropic, with increasing nonlinearity. In fact, the strain-rate fluctuations tend to become unbounded in the limiting case of ideally plastic composites. This phenomenon is shown to correspond to the localization of the strain field into bands running through the composite along certain preferred orientations determined by the loading conditions. The bands tend to avoid the fibers when they are stronger than the matrix, and to pass through the fibers when they are weaker than the matrix. In general, the “second-order” estimates are found to be in good agreement with the FFT simulations, even for high nonlinearities, and they improve, often in qualitative terms, on earlier nonlinear homogenization estimates. Thus, it is demonstrated that the “second-order” method can be used to extract accurate information not only for the macroscopic behavior, but also for the anisotropic distribution of the local fields in nonlinear composites.

Nonlinear optimization algorithm for retrieving the full complex pupil function

Abstract: Techniques for retrieving the phase of an optical field typically depend on assumptions about the amplitude of the field in a desired plane, usually a pupil plane. We describe an approach that makes no such assumptions and is capable of retrieving both the amplitude and phase in the desired plane. Intensity measurements in two or more planes are used by a nonlinear optimization algorithm to retrieve the phase in the measurement planes. The complex field (amplitude and phase) in the desired plane is then computed by simple propagation. We show simulation results and examine the convergence of the algorithm.

Efficient simulation of airborne SAR raw data of extended scenes

Abstract: In a previous paper, a two-dimensional Fourier domain synthetic aperture radar (SAR) raw signal simulator that exploits the efficiency of fast Fourier transform algorithms was presented. It accounts for the effects of sensor trajectory deviations and is able to generate the raw signal corresponding to extended scenes in a few seconds. However, a narrow-beam-slow-deviation assumption is made; hence, the approach can be applied only to some SAR systems and/or trajectory deviations. To overcome this limitation, in this paper, we show that the narrow-beam-slow-deviation assumption can be relaxed, at the expense of computation efficiency, if use is made of one-dimensional azimuth Fourier domain processing followed by range time-domain integration. The latter approach only requires some reasonable assumptions on the sensor motion and on the SAR system features; hence, it can be used for airborne SAR systems, and turns out to be still much more efficient than the time-domain one; hence, extended scenes can still be considered. Validity limits of the approach are also analytically evaluated, and several simulation results are finally presented to verify the effectiveness of the proposed simulation scheme

FFT program generation for shared memory: SMP and multicore

Abstract: The chip maker?s response to the approaching end of CPU frequency scaling are multicore systems, which offer the same programming paradigm as traditional shared memory platforms but have different performance characteristics. This situation considerably increases the burden on library developers and strengthens the case for automatic performance tuning frameworks like Spiral, a program generator and optimizer for linear transforms such as the discrete Fourier transform (DFT). We present a shared memory extension of Spiral. The extension within Spiral consists of a rewriting system that manipulates the structure of transform algorithms to achieve load balancing and avoids false sharing, and of a backend to generate multithreaded code. Application to the DFT produces a novel class of algorithms suitable for multicore systems as validated by experimental results: we demonstrate a parallelization speed-up already for sizes that fit into L1 cache and compare favorably to other DFT libraries across all small and midsize DFTs and considered platforms.

Advanced continuous wavelet transform algorithm for digital interferogram analysis and processing

Abstract: An advanced continuous wavelet transform algorithm for digital interferogram analysis and processing is proposed. The algorithm is an extension of the traditional wavelet transform; the mother wavelet and normalization parameter are selected based on the characteristics of optical interferograms. To reduce the processing time, a fast Fourier transform scheme is employed to implement the wavelet transform calculation. The algorithm is simple and is a robust tool for interferogram filtering and for whole-field fringe and phase information detection. The concept is verified by computer simulation and actual experimental interferogram analysis.

Method and apparatus for achieving flexible bandwidth using variable guard bands

Abstract: Techniques to flexibly support different bandwidths in a wireless communication system are described. The system supports a configurable operating bandwidth using a fixed design bandwidth and variable guard bands. Values for various parameters such as fast Fourier transform (FFT) size, cyclic prefix length, and sample rate may be selected based on the design bandwidth. The design bandwidth may be associated with K total subcarriers. Different operating bandwidths may be supported by selecting different numbers of usable subcarriers. A transmitter and a receiver may perform processing for a transmission using the same FFT size, cyclic prefix length, and sample rate regardless of the selected operating bandwidth. The system may use different operating bandwidths and/or different parameter values (e.g., FFT sizes) for different portions of a transmission, e.g., a preamble and a main body of the transmission.

SAR Sensor Trajectory Deviations: Fourier Domain Formulation and Extended Scene Simulation of Raw Signal

Abstract: Synthetic aperture radar (SAR) raw signal simulation is a useful tool for SAR system design, mission planning, processing algorithm testing, and inversion algorithm design. A two-dimensional (2-D) Fourier domain SAR raw signal simulator, exploiting the efficiency of fast Fourier transform algorithms, has been presented some years ago and is able to generate the raw signal corresponding to extended scenes. However, it cannot account for the effects of sensor trajectory deviations with respect to the nominal straight-line path. This paper explores the possibility of extending the efficient Fourier domain simulation approach to the case of sensor trajectory deviations, which is more realistic for airborne SAR systems. We first of all obtain a general and compact Fourier domain formulation of the SAR raw signal in the presence of arbitrary trajectory deviations, and show that in this general case no efficient simulation scheme can be devised. However, we demonstrate that, if a narrow beam and slow trajectory deviation assumption is made, a full 2-D Fourier domain simulation can be used. This approach can be applied only to some SAR systems and/or trajectory deviations, but it has the advantage that processing time is practically not increased with respect to the nominal trajectory case. The validity limits of the approach are analytically evaluated. Some simulation results are finally presented in order to verify the effectiveness of the proposed simulation scheme. In another paper, which is the second part of this work, it will be shown that the narrow beam-slow deviation assumption can be relaxed, at the expense of computation efficiency, if a one-dimensional azimuth Fourier domain processing followed by a range time-domain integration is used

Option pricing in a regime-switching model using the fast Fourier transform

Abstract: This paper is concerned with fast Fourier transform (FFT) approach to option valuation, where the underlying asset price is governed by a regime-switching geometric Brownian motion. An FFT method for the regime-switching model is developed first. Aiming at reducing computational complexity, a near-optimal FFT scheme is proposed when the modulating Markov chain has a large state space. To test the FFT method, a novel semi-Monte Carlo simulation algorithm is developed. This method takes advantage of the observation that the option value for a given sample path of the underlying Markov chain can be calculated using the Black-Scholes formula. Finally, numerical results are reported.

Fast Computation of Fourier Integral Operators

Abstract: We introduce a general purpose algorithm for rapidly computing certain types of oscillatory integrals which frequently arise in problems connected to wave propagation and general hyperbolic equations. The problem is to evaluate numerically a so-called Fourier integral operator (FIO) of the form $\int e^{2\pi i \Phi(x,\xi)} a(x,\xi) \hat{f}(\xi) \mathrm{d}\xi$ at points given on a Cartesian grid. Here, $\xi$ is a frequency variable, $\hat f(\xi)$ is the Fourier transform of the input $f$, $a(x,\xi)$ is an amplitude and $\Phi(x,\xi)$ is a phase function, which is typically as large as $|\xi|$; hence the integral is highly oscillatory at high frequencies. Because an FIO is a dense matrix, a naive matrix vector product with an input given on a Cartesian grid of size $N$ by $N$ would require $O(N^4)$ operations. This paper develops a new numerical algorithm which requires $O(N^{2.5} \log N)$ operations, and as low as $O(\sqrt{N})$ in storage space. It operates by localizing the integral over polar wedges with small angular aperture in the frequency plane. On each wedge, the algorithm factorizes the kernel $e^{2 \pi i \Phi(x,\xi)} a(x,\xi)$ into two components: 1) a diffeomorphism which is handled by means of a nonuniform FFT and 2) a residual factor which is handled by numerical separation of the spatial and frequency variables. The key to the complexity and accuracy estimates is that the separation rank of the residual kernel is \emph{provably independent of the problem size}. Several numerical examples demonstrate the efficiency and accuracy of the proposed methodology. We also discuss the potential of our ideas for various applications such as reflection seismology.

An efficient locally pipelined FFT processor

Abstract: The fast Fourier transform (FFT) is a very important algorithm in digital signal processing. The locally pipelined (LPPL) architecture is an efficient structure for FFT processor designing in a real-time embedded system. Two basic building blocks, to the LPPL FFT processor, the butterfly in pipeline, and address generating, are discussed in this brief. Based on the "deep" feedback to butterfly-2, a novel approach for pipelined architecture, the radix-2 single-path deep delay feedback architecture is proposed. For length-N discrete Fourier transform computation, the dominant hardware requirements are minimal for complex multipliers log/sub 4/N-1 and adders 2log/sub 4/N. As an integral need of the LPPL FFT processor design, address generating and coefficient store-load structures are also presented.