On the zeros of the spectrogram of white noise

DOI10.1016/J.ACHA.2018.09.002zbMATH Open1460.62155arXiv1708.00082OpenAlexW2963336936MaRDI QIDQ2300754FDOQ2300754

Authors: Rémi Bardenet, Julien Flamant, Pierre Chainais 

Publication date: 28 February 2020

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Abstract: In a recent paper, Flandrin [2015] has proposed filtering based on the zeros of a spectrogram, using the short-time Fourier transform and a Gaussian window. His results are based on empirical observations on the distribution of the zeros of the spectrogram of white Gaussian noise. These zeros tend to be uniformly spread over the time-frequency plane, and not to clutter. Our contributions are threefold: we rigorously define the zeros of the spectrogram of continuous white Gaussian noise, we explicitly characterize their statistical distribution, and we investigate the computational and statistical underpinnings of the practical implementation of signal detection based on the statistics of spectrogram zeros. In particular, we stress that the zeros of spectrograms of white Gaussian noise correspond to zeros of Gaussian analytic functions, a topic of recent independent mathematical interest [Hough et al., 2009].

Full work available at URL: https://arxiv.org/abs/1708.00082

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zbMATH Keywords

short-time Fourier transformGaussian analytic functionsspatial point processessignal detection and reconstruction

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Inference from stochastic processes and spectral analysis (62M15) Detection theory in information and communication theory (94A13) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) White noise theory (60H40)

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Cited In (10)

• Higher order crossings spectral analysis of an almost periodic random sequence in noise
• Estimation of binary time-frequency masks from ambient noise
• Time-frequency analysis on flat tori and Gabor frames in finite dimensions
• Local maxima of white noise spectrograms and Gaussian entire functions
• Time-frequency transforms of white noises and Gaussian analytic functions
• Zeros of Gaussian Weyl-Heisenberg functions and hyperuniformity of charge
• Spectral densities describing off-white noises
• Maximal theta functions universal optimality of the hexagonal lattice for Madelung-like lattice energies
• Asymptotic approximation of the likelihood of stationary determinantal point processes
• Efficient computation of the zeros of the Bargmann transform under additive white noise

Uses Software

• spatstat
• OPQ

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