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0
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1answer
31 views

amplitude at exact frequency in wide band signal

Could anyone suggest the most computationaly efficient method for finding amplitude of exact frequency having a noisy wide band signal. To be more specific about a task. I have some physical ...
3
votes
1answer
70 views

Estimating Regions of Flow in Grayscale Video

I am looking to find an algorithm/method by which I can detect regions of flow in a video. The video is that of a grayscale heatmap where the majority of the image is not in motion. The areas that are ...
2
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0answers
82 views

Fast Forward Laplace transform

There are examples for fast numerical inversion of the Laplace transforms. For example here: http://www.mathworks.com/matlabcentral/fileexchange/32824-numerical-inversion-of-laplace-transforms-in-...
1
vote
0answers
75 views

Am I using the incorrect implementation of the fast Chebyshev transform?

I was told that the fast Chebyshev transform has superior spectral convergence, but I am unable to verify its rumored convergence. I was given plots of its spectral convergence, where the signal's ...
1
vote
0answers
19 views

Concatenating small windows of EEG signals over trial

My question is regarding the mathematical implications of concatenating very small windows from different trials, of the same size and for the same period in time after a stimuli. In other words, ...
1
vote
1answer
325 views

Creating Periodic Noise in Matlab and then adding it to a signal

I am not sure if this is the correct forum for this question but here it goes. If this is not the correct forum please direct me to the appropriate forum. I wish to add some periodic noise to a 1-D ...
2
votes
2answers
309 views

Parametric spectrum estimation using aryule: difference between Python and Matlab

I have some code illustrating my problem below. As you can see from the results- Matlab is significantly faster than python. It seems that the function which performs the levinson durbin recursion in ...
3
votes
1answer
93 views

How can we compute statistics of the DFT of a random signal?

I would like to know how to compute the statistics of the discrete Fourier transform of a noise signal. To illustrate what I mean, I will first explain in detail a computation I have managed to do ...
2
votes
0answers
53 views

Error in treating non-uniformly spaced data as uniform

In discussing smoothing filters, Numerical Recipes p. 772 says ... irregularly sampled data, where the values $f_i$ are not uniformly spaced ... one can simply pretend that the data points are ...
5
votes
1answer
251 views

Calculate large and small frequency separation for the Sun

I want to determine the big and small frequency seperation from timeseries data for the sun. An excerpt of the data (timeseries and power series) is plotted below. The power series is calculated in ...
5
votes
1answer
118 views

Use Butterworth and Chebychev filters

I need to calculate frequency response, phase response and apply to signals the Butterworth, Chebychev1 and Chebychev2 band-pass filters. I'm developing in C++ with Qt, and I'm looking for algorithms ...
17
votes
4answers
2k views

What is the best way to find discontinuities of a black-box function?

It was suggested that this might be a better place for this question than Mathematics Stack Exchange where I asked it before. Suppose one has a black-box function which can be evaluated anywhere (...