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Estimating the Frequency of a Clustered Signal

Published 30 Apr 2019 in cs.DS | (1904.13043v1)

Abstract: We consider the problem of locating a signal whose frequencies are "off grid" and clustered in a narrow band. Given noisy sample access to a function g(t)g(t) with Fourier spectrum in a narrow range [f0−Δ,f0+Δ][f_0 - \Delta, f_0 + \Delta], how accurately is it possible to identify f0f_0? We present generic conditions on gg that allow for efficient, accurate estimates of the frequency. We then show bounds on these conditions for kk-Fourier-sparse signals that imply recovery of f0f_0 to within Δ+O~(k<sup>3)\Delta + \tilde{O}(k<sup>3) from samples on [−1,1][-1, 1]. This improves upon the best previous bound of O(Δ+O~(k<sup>5)</sup>)<sup>1.5O\big( \Delta + \tilde{O}(k<sup>5)</sup> \big)<sup>{1.5}. We also show that no algorithm can do better than Δ+O~(k<sup>2)\Delta + \tilde{O}(k<sup>2). In the process we provide a new O~(k<sup>3)\tilde{O}(k<sup>3) bound on the ratio between the maximum and average value of continuous kk-Fourier-sparse signals, which has independent application.

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