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Triple Correlation
The triple correlation of an ordinary function on the real line is the integral of the product of that function with two independently shifted copies of itself: : \int_^ f^(x) f(x+s_1) f(x+s_2) dx. The Fourier transform of triple correlation is the bispectrum. The triple correlation extends the concept of autocorrelation, which correlates a function with a single shifted copy of itself and thereby enhances its latent periodicities. History The theory of the triple correlation was first investigated by statisticians examining the cumulant structure of non-Gaussian random processes. It was also independently studied by physicists as a tool for spectroscopy of laser beams. Hideya Gamo in 1963 described an apparatus for measuring the triple correlation of a laser beam, and also showed how phase information can be recovered from the real part of the bispectrum—up to sign reversal and linear offset. However, Gamo's method implicitly requires the Fourier transform to never b ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bispectrum
In mathematics, in the area of statistical analysis, the bispectrum is a statistic used to search for nonlinear interactions. Definitions The Fourier transform of the second-order cumulant, i.e., the autocorrelation function, is the traditional power spectrum. The Fourier transform of ''C''3(''t''1, ''t''2) (third-order cumulant-generating function) is called the bispectrum or bispectral density. Calculation Applying the convolution theorem allows fast calculation of the bispectrum : B(f_1,f_2)=F(f_1)\cdot F(f_2)\cdot F^*(f_1+f_2), where F denotes the Fourier transform of the signal, and F^* its conjugate. Applications Bispectrum and bicoherence may be applied to the case of non-linear interactions of a continuous spectrum of propagating waves in one dimension. Bispectral measurements have been carried out for EEG signals monitoring. It was also shown that bispectra characterize differences between families of musical instruments. In seismology, signals rarely have ade ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pontryagin Duality
In mathematics, Pontryagin duality is a duality between locally compact abelian groups that allows generalizing Fourier transform to all such groups, which include the circle group (the multiplicative group of complex numbers of modulus one), the finite abelian groups (with the discrete topology), and the additive group of the integers (also with the discrete topology), the real numbers, and every finite dimensional vector space over the reals or a -adic field. The Pontryagin dual of a locally compact abelian group is the locally compact abelian topological group formed by the continuous group homomorphisms from the group to the circle group with the operation of pointwise multiplication and the topology of uniform convergence on compact sets. The Pontryagin duality theorem establishes Pontryagin duality by stating that any locally compact abelian group is naturally isomorphic with its bidual (the dual of its dual). The Fourier inversion theorem is a special case of this th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Fourier Analysis
In mathematics, Fourier analysis () is the study of the way general functions may be represented or approximated by sums of simpler trigonometric functions. Fourier analysis grew from the study of Fourier series, and is named after Joseph Fourier, who showed that representing a function as a sum of trigonometric functions greatly simplifies the study of heat transfer. The subject of Fourier analysis encompasses a vast spectrum of mathematics. In the sciences and engineering, the process of decomposing a function into oscillatory components is often called Fourier analysis, while the operation of rebuilding the function from these pieces is known as Fourier synthesis. For example, determining what component frequencies are present in a musical note would involve computing the Fourier transform of a sampled musical note. One could then re-synthesize the same sound by including the frequency components as revealed in the Fourier analysis. In mathematics, the term ''Fourier ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Integral Transforms
In mathematics, an integral transform maps a function from its original function space into another function space via integration, where some of the properties of the original function might be more easily characterized and manipulated than in the original function space. The transformed function can generally be mapped back to the original function space using the ''inverse transform''. General form An integral transform is any transform ''T'' of the following form: :(Tf)(u) = \int_^ f(t)\, K(t, u)\, dt The input of this transform is a function ''f'', and the output is another function ''Tf''. An integral transform is a particular kind of mathematical operator. There are numerous useful integral transforms. Each is specified by a choice of the function K of two variables, the kernel function, integral kernel or nucleus of the transform. Some kernels have an associated ''inverse kernel'' K^( u,t ) which (roughly speaking) yields an inverse transform: :f(t) = \int_^ (Tf)(u) ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Abelian Group
In mathematics, an abelian group, also called a commutative group, is a group in which the result of applying the group operation to two group elements does not depend on the order in which they are written. That is, the group operation is commutative. With addition as an operation, the integers and the real numbers form abelian groups, and the concept of an abelian group may be viewed as a generalization of these examples. Abelian groups are named after early 19th century mathematician Niels Henrik Abel. The concept of an abelian group underlies many fundamental algebraic structures, such as fields, rings, vector spaces, and algebras. The theory of abelian groups is generally simpler than that of their non-abelian counterparts, and finite abelian groups are very well understood and fully classified. Definition An abelian group is a set A, together with an operation \cdot that combines any two elements a and b of A to form another element of A, denoted a \cdot b. The symbo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Locally Compact
In topology and related branches of mathematics, a topological space is called locally compact if, roughly speaking, each small portion of the space looks like a small portion of a compact space. More precisely, it is a topological space in which every point has a compact neighborhood. In mathematical analysis locally compact spaces that are Hausdorff are of particular interest; they are abbreviated as LCH spaces. Formal definition Let ''X'' be a topological space. Most commonly ''X'' is called locally compact if every point ''x'' of ''X'' has a compact neighbourhood, i.e., there exists an open set ''U'' and a compact set ''K'', such that x\in U\subseteq K. There are other common definitions: They are all equivalent if ''X'' is a Hausdorff space (or preregular). But they are not equivalent in general: :1. every point of ''X'' has a compact neighbourhood. :2. every point of ''X'' has a closed compact neighbourhood. :2′. every point of ''X'' has a relatively compact neighbourhoo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Wiener's Tauberian Theorem
In mathematical analysis, Wiener's tauberian theorem is any of several related results proved by Norbert Wiener in 1932. They provide a necessary and sufficient condition under which any function in or can be approximated by linear combinations of translations of a given function.see . Informally, if the Fourier transform of a function vanishes on a certain set , the Fourier transform of any linear combination of translations of also vanishes on . Therefore, the linear combinations of translations of can not approximate a function whose Fourier transform does not vanish on . Wiener's theorems make this precise, stating that linear combinations of translations of are dense if and only if the zero set of the Fourier transform of is empty (in the case of ) or of Lebesgue measure zero (in the case of ). Gelfand reformulated Wiener's theorem in terms of commutative C*-algebras, when it states that the spectrum of the L1 group ring L1(R) of the group R of real numbers is the d ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Tannaka–Krein Duality
In mathematics, Tannaka–Krein duality theory concerns the interaction of a compact topological group and its category of linear representations. It is a natural extension of Pontryagin duality, between compact and discrete commutative topological groups, to groups that are compact but noncommutative. The theory is named after Tadao Tannaka and Mark Grigorievich Krein. In contrast to the case of commutative groups considered by Lev Pontryagin, the notion dual to a noncommutative compact group is not a group, but a category of representations Π(''G'') with some additional structure, formed by the finite-dimensional representations of ''G''. Duality theorems of Tannaka and Krein describe the converse passage from the category Π(''G'') back to the group ''G'', allowing one to recover the group from its category of representations. Moreover, they in effect completely characterize all categories that can arise from a group in this fashion. Alexander Grothendieck later showed that ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Haar Measure
In mathematical analysis, the Haar measure assigns an "invariant volume" to subsets of locally compact topological groups, consequently defining an integral for functions on those groups. This measure was introduced by Alfréd Haar in 1933, though its special case for Lie groups had been introduced by Adolf Hurwitz in 1897 under the name "invariant integral". Haar measures are used in many parts of analysis, number theory, group theory, representation theory, statistics, probability theory, and ergodic theory. Preliminaries Let (G, \cdot) be a locally compact Hausdorff topological group. The \sigma-algebra generated by all open subsets of G is called the Borel algebra. An element of the Borel algebra is called a Borel set. If g is an element of G and S is a subset of G, then we define the left and right translates of S by ''g'' as follows: * Left translate: g S = \. * Right translate: S g = \. Left and right translates map Borel sets onto Borel sets. A measure \mu on th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Autocorrelation
Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them. The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is often used in signal processing for analyzing functions or series of values, such as time domain signals. Different fields of study define autocorrelation differently, and not all of these definitions are equivalent. In some fields, the term is used interchangeably with autocovariance. Unit root processes, trend-stationary processes, autoregressive processes, and moving average processes are specific forms of processes with autocorrelation. A ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Locally Compact Group
In mathematics, a locally compact group is a topological group ''G'' for which the underlying topology is locally compact and Hausdorff. Locally compact groups are important because many examples of groups that arise throughout mathematics are locally compact and such groups have a natural measure called the Haar measure. This allows one to define integrals of Borel measurable functions on ''G'' so that standard analysis notions such as the Fourier transform and L^p spaces can be generalized. Many of the results of finite group representation theory are proved by averaging over the group. For compact groups, modifications of these proofs yields similar results by averaging with respect to the normalized Haar integral. In the general locally compact setting, such techniques need not hold. The resulting theory is a central part of harmonic analysis. The representation theory for locally compact abelian groups is described by Pontryagin duality. Examples and counterexamples *Any c ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Additive White Gaussian Noise
Additive white Gaussian noise (AWGN) is a basic noise model used in information theory to mimic the effect of many random processes that occur in nature. The modifiers denote specific characteristics: * ''Additive'' because it is added to any noise that might be intrinsic to the information system. * ''White'' refers to the idea that it has uniform power across the frequency band for the information system. It is an analogy to the color white which has uniform emissions at all frequencies in the visible spectrum. * ''Gaussian'' because it has a normal distribution in the time domain with an average time domain value of zero. Wideband noise comes from many natural noise sources, such as the thermal vibrations of atoms in conductors (referred to as thermal noise or Johnson–Nyquist noise), shot noise, black-body radiation from the earth and other warm objects, and from celestial sources such as the Sun. The central limit theorem of probability theory indicates that the summation ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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