Detecting highly oscillatory signals by chirplet path pursuit

DOI10.1016/J.ACHA.2007.04.003MaRDI QIDQ2470541zbMATH OpenOpenAlexWikidataFDO

Authors Emmanuel J. Candès, Philip R. Charlton, Hannes Helgason

Publication date 14 February 2008

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

Full work available at URL https://arxiv.org/abs/gr-qc/0604017

chirplets chirps multiscale analysis signal detection

General harmonic expansions, frames (42C15) Numerical methods in Fourier analysis (65T99) Detection theory in information and communication theory (94A13)

Abstract: This paper considers the problem of detecting nonstationary phenomena, and chirps in particular, from very noisy data. Chirps are waveforms of the very general form A(t) exp(ilambda phi(t)), where lambda is a (large) base frequency, the phase phi(t) is time-varying and the amplitude A(t) is slowly varying. Given a set of noisy measurements, we would like to test whether there is signal or whether the data is just noise. One particular application of note in conjunction with this problem is the detection of gravitational waves predicted by Einstein's Theory of General Relativity. We introduce detection strategies which are very sensitive and more flexible than existing feature detectors. The idea is to use structured algorithms which exploit information in the so-called chirplet graph to chain chirplets together adaptively as to form chirps with polygonal instantaneous frequency. We then search for the path in the graph which provides the best trade-off between complexity and goodness of fit. Underlying our methodology is the idea that while the signal may be extremely weak so that none of the individual empirical coefficients is statistically significant, one can still reliably detect by combining several coefficients into a coherent chain. This strategy is general and may be applied in many other detection problems. We complement our study with numerical experiments showing that our algorithms are so sensitive that they seem to detect signals whenever their strength makes them detectable.

Review text

The paper deals with the problem of detecting one-dimensional highly oscillatory signals, named chirps, from very noisy measurements. The proposed detection strategy exploits a family of multiscale chirplets, i.e. templates which provide good local approximations of chirps, and uses a chirplet graph to chain chirplets together adaptively as to form a signal which is physically meaningful, and whose correlation with the data is largest. This is achieved by finding the best path in the chirplet graph which maximizes a test statistic based on the weighted sum of squares of the empirical correlation coefficients, and can be accomplished by dynamic programming method; particularly using ChirpLab - the developed and publicly available Matlab software package. To demonstrate the performance of the method, extensive simulation study is provided. The numerical experiments show that the approach ensures high flexibility and adaptivity to the unknown structures of broad classes of nonstationary signals.

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