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Published March 15, 2016 | Submitted
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Sparse Time-Frequency decomposition for multiple signals with same frequencies


In this paper, we consider multiple signals sharing same instantaneous frequencies. This kind of data is very common in scientific and engineering problems. To take advantage of this special structure, we modify our data-driven time-frequency analysis by updating the instantaneous frequencies simultaneously. Moreover, based on the simultaneously sparsity approximation and fast Fourier transform, some efficient algorithms is developed. Since the information of multiple signals is used, this method is very robust to the perturbation of noise. And it is applicable to the general nonperiodic signals even with missing samples or outliers. Several synthetic and real signals are used to test this method. The performances of this method are very promising.

Additional Information

July 9, 2015. This work was supported by NSF FRG Grant DMS-1159138, DMS-1318377, an AFOSR MURI Grant FA9550-09-1-0613 and a DOE grant DE-FG02-06ER25727. The research of Dr. Z. Shi was supported by a NSFC Grant 11201257.

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Submitted - 1507.02037v1.pdf


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