mtnufft

A fast multitaper spectrum estimation for nonuniform signals

https://github.com/jiecui/mtnufft

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Repository

A fast multitaper spectrum estimation for nonuniform signals

Basic Info
  • Host: GitHub
  • Owner: jiecui
  • License: mit
  • Language: MATLAB
  • Default Branch: master
  • Size: 574 KB
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  • Stars: 1
  • Watchers: 1
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Created almost 2 years ago · Last pushed 7 months ago
Metadata Files
Readme License Citation

README.md

Multiband-Multitaper Nonuniform Fast Fourier Transform (M2NuFFT)

A computationally efficient suboptimal power spectrum estimator for fast exploration of nonuniformly sampled time series

Introduction

This is the code for the paper pre-print (Cui 2024).

Getting Started

  1. Download and install Chronux computational toolbox. Please use this fork of Chronux as some of the original codes need to be modified for compatibility.

  2. Download and install M2NuFFT package.

Build and Test

  1. Error analysis of MTNUFFT method

mtnufft_error_analysis.m

  1. Speed analysis of MTNUFFT method

mtnufft_speed_analysis.m

  1. Analysis of example impedance signal

imp_example_analysis.m

Contribute

[Mayo Clinic] Laboratory of Bioelectronics Neurophysiology and Engineering at Mayo Clinic

References

  • J. Cui, B. H. Brinkmann, G. A. Worrell, A fast multitaper power spectrum estimation in nonuniformly sampled time series, arXiv, 5704101, 2024 [PDF] (DSP under revision).

Owner

  • Name: Richard Jie Cui
  • Login: jiecui
  • Kind: user
  • Location: USA

Citation (CITATION.cff)

# This CITATION.cff file was generated with cffinit.
# Visit https://bit.ly/cffinit to generate yours today!

cff-version: 1.2.0
title: >-
  A fast multitaper power spectrum estimation in
  nonuniformly sampled time series
message: >-
  If you use this software, please cite it using the
  metadata from this file.
type: software
authors:
  - given-names: Jie
    family-names: Cui
    email: cui.jie@mayo.edu
    affiliation: Mayo Clinic
    orcid: 'https://orcid.org/0000-0003-1000-8869'
  - given-names: Benjamin
    name-particle: H.
    family-names: Brinkmann
    email: Brinkmann.Benjamin@mayo.edu
    affiliation: Mayo Clinic
    orcid: 'https://orcid.org/0000-0002-2392-8608'
  - given-names: Gerogory
    name-particle: A.
    family-names: Worrell
    email: worrell.gregory@mayo.edu
    affiliation: Mayo Clinic
    orcid: 'https://orcid.org/0000-0003-2916-0553'
identifiers:
  - type: url
    value: 'https://arxiv.org/abs/2407.01943'
    description: arXiv
repository-code: 'https://github.com/jiecui/mtnufft'
abstract: >-
  Nonuniformly sampled signals are prevalent in real-world
  applications but pose a significant challenge when
  estimating their power spectra from a finite number of
  samples of a single realization. The optimal solution
  using Bronez Generalized Prolate Spheroidal Sequence
  (GPSS) is computationally intensive and thus impractical
  for large datasets. This paper presents a fast
  nonparametric method, MultiTaper NonUniform Fast Fourier
  Transform (MTNUFFT), capable of estimating power spectra
  with lower computational burden. The method first derives
  a set of optimal tapers via cubic spline interpolation on
  a nominal analysis band, and subsequently shifts these
  tapers to other analysis bands using NonUniform FFT
  (NUFFT). The estimated spectral power within the band is
  the average power at the outputs of the taper set. This
  algorithm eliminates the time-consuming computation for
  solving the Generalized Eigenvalue Problem (GEP), thus
  reducing the computational load from O(N4) to
  O(NlogN+Nlog(1/ϵ)), comparable with the NUFFT. The
  statistical properties of the estimator are assessed using
  Bronez GPSS theory, revealing that the bias and variance
  bound of the MTNUFFT estimator are identical to those of
  the optimal estimator. Furthermore, the degradation of
  bias bound can serve as a measure of the deviation from
  optimality. The performance of the estimator is evaluated
  using both simulation and real-world data, demonstrating
  its practical applicability. The code of the proposed fast
  algorithm is available on GitHub
  (https://github.com/jiecui/mtnufft).

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