On the zeros of the spectrogram of white noise
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Publication:2300754
short-time Fourier transformGaussian analytic functionsspatial point processessignal detection and reconstruction
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)
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].
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Cited in
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- Time-frequency analysis on flat tori and Gabor frames in finite dimensions
- Estimation of binary time-frequency masks from ambient noise
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