FR4.R9.2

Numerical Stability of DFT Computation for Signals with Structured Support

Charantej Reddy Pochimireddy, Aditya Siripuram, IIT Hyderabad, India; Osgood Brad, Stanford university, India

Session:
Signal Processing 2

Track:
12: Signal Processing

Location:
Lamda

Presentation Time:
Fri, 12 Jul, 16:45 - 17:05

Session Chair:
Anand Sarwate, Rutgers
Abstract
We consider the problem of building numerically stable algorithms for computing Discrete Fourier Transform (DFT) of $N$- length signals with known frequency support of size $k$. A typical algorithm, in this case, would involve solving (possibly poorly conditioned) system of equations, causing numerical instability. When $N$ is a power of 2, and the frequency support is a random subset of $\Z_N$, we provide an algorithm that has (a possibly optimal) $O(k \log k)$ complexity to compute the DFT while solving system of equations that are $O(1)$ in size.
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