mtnufft
A fast multitaper spectrum estimation for nonuniform signals
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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
Statistics
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
- Releases: 0
Metadata Files
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
Download and install Chronux computational toolbox. Please use this fork of
Chronuxas some of the original codes need to be modified for compatibility.Download and install M2NuFFT package.
Build and Test
- Error analysis of MTNUFFT method
mtnufft_error_analysis.m
- Speed analysis of MTNUFFT method
mtnufft_speed_analysis.m
- Analysis of example impedance signal
imp_example_analysis.m
Contribute
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
- Repositories: 2
- Profile: https://github.com/jiecui
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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