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Random sampling and superoscillations: "Beating" Nyquists rate Rui Vilela Mendes CMAF and IPFN, IST http://label2.ist.utl.pt/vilela/ RVM () random sampling, superoscillations 1 / 39

Random sampling and superoscillations: Beating Nyquist™s rate

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Page 1: Random sampling and superoscillations: Beating Nyquist™s rate

Random sampling and superoscillations:"Beating" Nyquist�s rate

Rui Vilela MendesCMAF and IPFN, IST

http://label2.ist.utl.pt/vilela/

RVM () random sampling, superoscillations 1 / 39

Page 2: Random sampling and superoscillations: Beating Nyquist™s rate

Contents

The Whittaker-Nyquist-Shannon sampling theorem

Problems and generalizations

Asymptotic reconstruction for quasi-periodic functions

Fourier versus fractional Fourier. Chirps

Asymptotic reconstruction in chirp space

?Questions?

Tomograms and random sampling

References

Superoscillations. Example and applications

The energy expense of superoscillations

?Questions?

References

RVM () random sampling, superoscillations 2 / 39

Page 3: Random sampling and superoscillations: Beating Nyquist™s rate

The Shannon sampling theorem

TheoremIf a function x(t) contains no frequencies higher than B hertz, it iscompletely determined by giving its values at a series of points spaced1/(2B) seconds apart. (! sampling for in�nite time)

Proof:

f (t) =12π

Z 2πB

�2πBF (ω) e iωtdω

F (ω) may be writen as a Fourier series

F (ω) =n=∞

∑n=�∞

xn2Be i

n2B ω

By substitution and integration in ω

f (t) =12π

Z 2πB

�2πB

n=∞

∑n=�∞

xn2Be i

n2W ωe iωtdω =

n=∞

∑n=�∞

xnsinπ (2Bt � n)

π (2Bt � n)

xn being xn = f� n2B

�RVM () random sampling, superoscillations 3 / 39

Page 4: Random sampling and superoscillations: Beating Nyquist™s rate

The Shannon sampling theorem: graphical illustration

RVM () random sampling, superoscillations 4 / 39

Page 5: Random sampling and superoscillations: Beating Nyquist™s rate

Shannon sampling: local reconstruction

RVM () random sampling, superoscillations 5 / 39

Page 6: Random sampling and superoscillations: Beating Nyquist™s rate

Shannon sampling: alternatives to the sinc

RVM () random sampling, superoscillations 6 / 39

Page 7: Random sampling and superoscillations: Beating Nyquist™s rate

Shannon sampling: irregular sampling

RVM () random sampling, superoscillations 7 / 39

Page 8: Random sampling and superoscillations: Beating Nyquist™s rate

Irregular sampling: The Voronoi-Allebach algorithm

RVM () random sampling, superoscillations 8 / 39

Page 9: Random sampling and superoscillations: Beating Nyquist™s rate

Irregular sampling: The Voronoi-Allebach algorithm

Convergence, but band-limited by the largest gapRVM () random sampling, superoscillations 9 / 39

Page 10: Random sampling and superoscillations: Beating Nyquist™s rate

The Papoulis generalization

Sampling of N �ltered copies of the signal at 1/N rate.RVM () random sampling, superoscillations 10 / 39

Page 11: Random sampling and superoscillations: Beating Nyquist™s rate

The Papoulis generalization

Let fHp (ω) ; p = 1, � � � ,Ng be the set of �lters. The outputs aregp (t) = f (t) � hp (t) p = 1, � � � , n

When the signals are sampled at the 1/N the Nyquist rate: TN = N/2B

sp (t) =∞

∑n=�∞

gp (nTN ) δ (t � nTN )

Then

f (t) =N

∑p=1

∑n=�∞

gp (nTN ) kp (t � nTN )

kp (t) =Z B

�BKp (ω, t) e i2πωtdω

with the Kp (ω, t) being the solutions of set of equations (0 � m � N)

2BN

N

∑p=1

Kp (ω, t)Hp

�ω� 2mB

N

�= e�i2πmtN/T

RVM () random sampling, superoscillations 11 / 39

Page 12: Random sampling and superoscillations: Beating Nyquist™s rate

The Papoulis generalization

Because: The original signal has band B and when �ltered each gp (t)should still have band larger than B

N . When sampled at TN = NTintervals its Fourier transform Sp (ω) is periodic of period 2B/N.Therefore it is an aliased replication of Gp (ω). In the interval�B � 2B

N ,B�there are N portions of replicated spectrum

Sp (ω) =2BN

N�1∑n=0

Hp

�ω� 2n

NB�F�

ω� 2nNB�

in matrix form���������S1 (ω)S2 (ω)...

SN (ω)

���������=������������

H1 (ω) � � � H1�

ω� 2(N�1)BN

�H2 (ω) � � � H2

�ω� 2(N�1)B

N

�...

......

HN (ω) � � � HN�

ω� 2(N�1)BN

������������

����������F (ω)

F�ω� 2B

N

�...

F�

ω� 2(N�1)BN

�����������

Solution for F if the matrix H is not singular (independence of the �lters)RVM () random sampling, superoscillations 12 / 39

Page 13: Random sampling and superoscillations: Beating Nyquist™s rate

Problems with Shannon sampling: Irregular sampling andsubNyquist rates

Regular versus irregular samplingSampling at irregular intervals for band-limited functions poses specialproblems. Controlled by the largest gap.

However irregular sampling of an appropriate type, instead of being anuisance, may be of help for the asymptotically exact reconstructionof signals.

Question: Can we reconstruct signal at an average sampling rateslower than Nyquist�s rate? And at irregular intervals?

Answer: Yes, but in a di¤erent functional space.

RVM () random sampling, superoscillations 13 / 39

Page 14: Random sampling and superoscillations: Beating Nyquist™s rate

Problems with Shannon sampling: Irregular sampling andsubNyquist rates

Regular versus irregular samplingSampling at irregular intervals for band-limited functions poses specialproblems. Controlled by the largest gap.

However irregular sampling of an appropriate type, instead of being anuisance, may be of help for the asymptotically exact reconstructionof signals.

Question: Can we reconstruct signal at an average sampling rateslower than Nyquist�s rate? And at irregular intervals?

Answer: Yes, but in a di¤erent functional space.

RVM () random sampling, superoscillations 13 / 39

Page 15: Random sampling and superoscillations: Beating Nyquist™s rate

Problems with Shannon sampling: Irregular sampling andsubNyquist rates

Regular versus irregular samplingSampling at irregular intervals for band-limited functions poses specialproblems. Controlled by the largest gap.

However irregular sampling of an appropriate type, instead of being anuisance, may be of help for the asymptotically exact reconstructionof signals.

Question: Can we reconstruct signal at an average sampling rateslower than Nyquist�s rate? And at irregular intervals?

Answer: Yes, but in a di¤erent functional space.

RVM () random sampling, superoscillations 13 / 39

Page 16: Random sampling and superoscillations: Beating Nyquist™s rate

Problems with Shannon sampling: Irregular sampling andsubNyquist rates

Regular versus irregular samplingSampling at irregular intervals for band-limited functions poses specialproblems. Controlled by the largest gap.

However irregular sampling of an appropriate type, instead of being anuisance, may be of help for the asymptotically exact reconstructionof signals.

Question: Can we reconstruct signal at an average sampling rateslower than Nyquist�s rate? And at irregular intervals?

Answer: Yes, but in a di¤erent functional space.

RVM () random sampling, superoscillations 13 / 39

Page 17: Random sampling and superoscillations: Beating Nyquist™s rate

Exact asymptotic reconstruction of almost-periodicfunctions

Almost-periodic functionsFunctions that can be approximated by trigonometric polynomials:For any ε > 0 , exists a �nite number set (ω1,B1, α1) � � � (ωn,Bn, αn)such that

g (x) =n

∑j=1Bje i (ωj x+αj ); sup

x2R

jf (x)� g (x)j � ε

Theorem(Collet) Let xn = nλ+ Xn with Xn being a sequence of i.i.d. randomvariables uniformly distributed in [0,λ]. Then, almost every con�guration{xn} of the point process has the property that if F is any complex almostperiodic function satisfying F (xn) = 0 8n 2 Z, then F � 0.

RVM () random sampling, superoscillations 14 / 39

Page 18: Random sampling and superoscillations: Beating Nyquist™s rate

Exact asymptotic reconstruction of almost-periodicfunctions

Almost-periodic functionsFunctions that can be approximated by trigonometric polynomials:For any ε > 0 , exists a �nite number set (ω1,B1, α1) � � � (ωn,Bn, αn)such that

g (x) =n

∑j=1Bje i (ωj x+αj ); sup

x2R

jf (x)� g (x)j � ε

Theorem(Collet) Let xn = nλ+ Xn with Xn being a sequence of i.i.d. randomvariables uniformly distributed in [0,λ]. Then, almost every con�guration{xn} of the point process has the property that if F is any complex almostperiodic function satisfying F (xn) = 0 8n 2 Z, then F � 0.

RVM () random sampling, superoscillations 14 / 39

Page 19: Random sampling and superoscillations: Beating Nyquist™s rate

Exact asymptotic reconstruction of almost-periodicfunctions

Consider F (x) = f (x)� g (x) where g (x) is an almost-periodicfunction coinciding with the unknown function at the sampled points.If f (x) is also almost-periodic it equals g (x). Approximation bytrigonometric polynomials and Collet�s theorem provides a basis forasymptotically exact reconstruction algorithms at any (random) rate.

RVM () random sampling, superoscillations 15 / 39

Page 20: Random sampling and superoscillations: Beating Nyquist™s rate

Fourier and fractional Fourier transform

Approximation by trigonometric polynomials is adequate for signalswith stable frequency components, not so for signals with complextime-frequency structure.

Obtain inspiration from the fractional Fourier transformThe Fourier operator F1 and its inverse

(F1f ) (ω) = F (ω) =1

(2π)1/2

Z ∞

�∞e�iωt f (t) dt

f (t) =1

(2π)1/2

Z ∞

�∞e iωtF (ω) dω

In the (t,ω) plane, F1 is a rotation of the signal by α1 =π2 .

The fractional Fourier transform is a rotation in the (t,ω) plane, by anon-integer multiple of π

2 , αb = b π2 ,

(Fb f ) (ζ) =e�

i2 (sgn(sin αb )

π2 �αb)

(2π jsin αb j)1/2

Z ∞

�∞e��i tζ

sin αb+ i2 cot αb(t2+ζ2)

�f (t) dt

RVM () random sampling, superoscillations 16 / 39

Page 21: Random sampling and superoscillations: Beating Nyquist™s rate

Fourier and fractional Fourier transform

Approximation by trigonometric polynomials is adequate for signalswith stable frequency components, not so for signals with complextime-frequency structure.Obtain inspiration from the fractional Fourier transform

The Fourier operator F1 and its inverse

(F1f ) (ω) = F (ω) =1

(2π)1/2

Z ∞

�∞e�iωt f (t) dt

f (t) =1

(2π)1/2

Z ∞

�∞e iωtF (ω) dω

In the (t,ω) plane, F1 is a rotation of the signal by α1 =π2 .

The fractional Fourier transform is a rotation in the (t,ω) plane, by anon-integer multiple of π

2 , αb = b π2 ,

(Fb f ) (ζ) =e�

i2 (sgn(sin αb )

π2 �αb)

(2π jsin αb j)1/2

Z ∞

�∞e��i tζ

sin αb+ i2 cot αb(t2+ζ2)

�f (t) dt

RVM () random sampling, superoscillations 16 / 39

Page 22: Random sampling and superoscillations: Beating Nyquist™s rate

Fourier and fractional Fourier transform

Approximation by trigonometric polynomials is adequate for signalswith stable frequency components, not so for signals with complextime-frequency structure.Obtain inspiration from the fractional Fourier transformThe Fourier operator F1 and its inverse

(F1f ) (ω) = F (ω) =1

(2π)1/2

Z ∞

�∞e�iωt f (t) dt

f (t) =1

(2π)1/2

Z ∞

�∞e iωtF (ω) dω

In the (t,ω) plane, F1 is a rotation of the signal by α1 =π2 .

The fractional Fourier transform is a rotation in the (t,ω) plane, by anon-integer multiple of π

2 , αb = b π2 ,

(Fb f ) (ζ) =e�

i2 (sgn(sin αb )

π2 �αb)

(2π jsin αb j)1/2

Z ∞

�∞e��i tζ

sin αb+ i2 cot αb(t2+ζ2)

�f (t) dt

RVM () random sampling, superoscillations 16 / 39

Page 23: Random sampling and superoscillations: Beating Nyquist™s rate

Fourier and fractional Fourier transform

Approximation by trigonometric polynomials is adequate for signalswith stable frequency components, not so for signals with complextime-frequency structure.Obtain inspiration from the fractional Fourier transformThe Fourier operator F1 and its inverse

(F1f ) (ω) = F (ω) =1

(2π)1/2

Z ∞

�∞e�iωt f (t) dt

f (t) =1

(2π)1/2

Z ∞

�∞e iωtF (ω) dω

In the (t,ω) plane, F1 is a rotation of the signal by α1 =π2 .

The fractional Fourier transform is a rotation in the (t,ω) plane, by anon-integer multiple of π

2 , αb = b π2 ,

(Fb f ) (ζ) =e�

i2 (sgn(sin αb )

π2 �αb)

(2π jsin αb j)1/2

Z ∞

�∞e��i tζ

sin αb+ i2 cot αb(t2+ζ2)

�f (t) dt

RVM () random sampling, superoscillations 16 / 39

Page 24: Random sampling and superoscillations: Beating Nyquist™s rate

Chirps

The inverse of Fb is F�b .

The Fourier transform decomposes f into harmonics (�e�iωt

).

The kernel of the fractional Fourier transform is a linear chirpe�i (ω�ct)t with ω = ζ

sin αband c = 1

2 cot αb .

This suggests that a more general basis to expand a signal, witharbitrary features in the ω� t plane, is a basis of linear chirps.Choice of a basis is always a critical issue in the reconstruction ofsampled signals.

RVM () random sampling, superoscillations 17 / 39

Page 25: Random sampling and superoscillations: Beating Nyquist™s rate

Chirps

The inverse of Fb is F�b .The Fourier transform decomposes f into harmonics (

�e�iωt

).

The kernel of the fractional Fourier transform is a linear chirpe�i (ω�ct)t with ω = ζ

sin αband c = 1

2 cot αb .

This suggests that a more general basis to expand a signal, witharbitrary features in the ω� t plane, is a basis of linear chirps.Choice of a basis is always a critical issue in the reconstruction ofsampled signals.

RVM () random sampling, superoscillations 17 / 39

Page 26: Random sampling and superoscillations: Beating Nyquist™s rate

Chirps

The inverse of Fb is F�b .The Fourier transform decomposes f into harmonics (

�e�iωt

).

The kernel of the fractional Fourier transform is a linear chirpe�i (ω�ct)t with ω = ζ

sin αband c = 1

2 cot αb .

This suggests that a more general basis to expand a signal, witharbitrary features in the ω� t plane, is a basis of linear chirps.Choice of a basis is always a critical issue in the reconstruction ofsampled signals.

RVM () random sampling, superoscillations 17 / 39

Page 27: Random sampling and superoscillations: Beating Nyquist™s rate

Chirps

The inverse of Fb is F�b .The Fourier transform decomposes f into harmonics (

�e�iωt

).

The kernel of the fractional Fourier transform is a linear chirpe�i (ω�ct)t with ω = ζ

sin αband c = 1

2 cot αb .

This suggests that a more general basis to expand a signal, witharbitrary features in the ω� t plane, is a basis of linear chirps.Choice of a basis is always a critical issue in the reconstruction ofsampled signals.

RVM () random sampling, superoscillations 17 / 39

Page 28: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

A uniform approximation result for random sampling in chirpspaceDe�ne the space LC of linear chirp functions as the space offunctions f such that 8ε > 0 9 a �nite number of real number sets(ω1, c1, α1,B1) , ..., (ωk , ck , αk ,Bk ) such that

g (x) =k

∑j=1Bje ifωj+cj (x�αj )gx

andsupx2R

jf (x)� g (x)j � ε

(the space of almost periodic functions corresponds to the cj = 0case).

The space LC of linear chirp functions is strictly larger than the spaceof almost periodic functions. (It su¢ ces to consider e ix

2)

RVM () random sampling, superoscillations 18 / 39

Page 29: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

A uniform approximation result for random sampling in chirpspaceDe�ne the space LC of linear chirp functions as the space offunctions f such that 8ε > 0 9 a �nite number of real number sets(ω1, c1, α1,B1) , ..., (ωk , ck , αk ,Bk ) such that

g (x) =k

∑j=1Bje ifωj+cj (x�αj )gx

andsupx2R

jf (x)� g (x)j � ε

(the space of almost periodic functions corresponds to the cj = 0case).

The space LC of linear chirp functions is strictly larger than the spaceof almost periodic functions. (It su¢ ces to consider e ix

2)

RVM () random sampling, superoscillations 18 / 39

Page 30: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

Theorem(E. Carlen, RVM) Let xn = nλ+ Xn with Xn being a sequence of i.i.d.random variables uniformly distributed in [0,λ]. Then, almost everycon�guration {xn} of the point process has the property that if f is afunction in the linear chirp space LC satisfyingf (xn) = 0 8n 2 Z, then f � 0.

For the proof one needs the following :

LemmaFor almost every con�guration fxng of the random process, one has

limL!∞

12L+ 1 ∑

�L�n�Le i(ωxn+cx 2n ) = 0

for real ω and c with ω 6= 0.

RVM () random sampling, superoscillations 19 / 39

Page 31: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

Proof of the theorem:Let f (xn) = 0, 8n 2 Z and g (x) be its ε�approximation by linearchirp polynomials. Then����� limL!∞

12L+ 1 ∑

�L�n�Le�ifωxn+cx 2ngg (xn)

�����=

����� limL!∞

12L+ 1 ∑

�L�n�Le�ifωxn+cx 2ng (g (xn)� f (xn))

����� � ε

for all ω and c . Inserting now g (x) = ∑kj=1 Bje

ifωj+cj (x�αj )gx in theleft-hand side of the above equation one obtains����� limL!∞

12L+ 1 ∑

�L�n�L

k

∑j=1Bje

if(ωj�cjαj�ω)xn+(cj�c )x 2ng����� � ε

Choosing ω = ωj � cjαj , c = cj and using the lemma, one concludesthat for almost every con�guration fxng,

RVM () random sampling, superoscillations 20 / 39

Page 32: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

jBj j � ε

for all j in the linear chirp approximation.

Because this result holds for all ε and the linear chirp basis functionsare kernels to the fractional Fourier transform, one concludes that thefunction f has zero fractional Fourier spectrum. Therefore it is thezero function.As in the case of functions in the almost periodic space, the aboveresult may be used to estimate functions in the linear chirp space byrandom sampling. If from a time series h (xn), one obtains, by theappropriate algorithm, a linear chirp approximation g (x) coincidingwith the sampled function on a typical sequence fxng, that is

f (xn) = g (xn)� h (xn) = 0

then, in the above de�ned space, one knows that g (x) = h (x) for allx .

RVM () random sampling, superoscillations 21 / 39

Page 33: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

jBj j � ε

for all j in the linear chirp approximation.Because this result holds for all ε and the linear chirp basis functionsare kernels to the fractional Fourier transform, one concludes that thefunction f has zero fractional Fourier spectrum. Therefore it is thezero function.

As in the case of functions in the almost periodic space, the aboveresult may be used to estimate functions in the linear chirp space byrandom sampling. If from a time series h (xn), one obtains, by theappropriate algorithm, a linear chirp approximation g (x) coincidingwith the sampled function on a typical sequence fxng, that is

f (xn) = g (xn)� h (xn) = 0

then, in the above de�ned space, one knows that g (x) = h (x) for allx .

RVM () random sampling, superoscillations 21 / 39

Page 34: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

jBj j � ε

for all j in the linear chirp approximation.Because this result holds for all ε and the linear chirp basis functionsare kernels to the fractional Fourier transform, one concludes that thefunction f has zero fractional Fourier spectrum. Therefore it is thezero function.As in the case of functions in the almost periodic space, the aboveresult may be used to estimate functions in the linear chirp space byrandom sampling. If from a time series h (xn), one obtains, by theappropriate algorithm, a linear chirp approximation g (x) coincidingwith the sampled function on a typical sequence fxng, that is

f (xn) = g (xn)� h (xn) = 0

then, in the above de�ned space, one knows that g (x) = h (x) for allx .

RVM () random sampling, superoscillations 21 / 39

Page 35: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

Reconstruction by random sampling may be carried out by thefollowing algorithm:

1) Compute

F (f , c) =1N

N

∑n=1

s (tn) exp��i�2πftn + ct2n

�for the random sampled signal s (t).Find the dominant maximum of jF (f , c)j in the (f , c) plane. Let(f1, c1) be the location of this maximum and

A1 = F (f1, c1)

2) Subtract A1 exp�i�2πf1t + ct2

�from the signal

s1 (tn) = s (tn)� A1 exp�i�2πf1t + c1t2

�3) Repeat step 1) for s1 (t) looking for another dominant maximumaway from (f1, c1). Let (f2, c2) be the location of this maximum andA2 = F (f2, c2).

RVM () random sampling, superoscillations 22 / 39

Page 36: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

Reconstruction by random sampling may be carried out by thefollowing algorithm:1) Compute

F (f , c) =1N

N

∑n=1

s (tn) exp��i�2πftn + ct2n

�for the random sampled signal s (t).Find the dominant maximum of jF (f , c)j in the (f , c) plane. Let(f1, c1) be the location of this maximum and

A1 = F (f1, c1)

2) Subtract A1 exp�i�2πf1t + ct2

�from the signal

s1 (tn) = s (tn)� A1 exp�i�2πf1t + c1t2

�3) Repeat step 1) for s1 (t) looking for another dominant maximumaway from (f1, c1). Let (f2, c2) be the location of this maximum andA2 = F (f2, c2).

RVM () random sampling, superoscillations 22 / 39

Page 37: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

Reconstruction by random sampling may be carried out by thefollowing algorithm:1) Compute

F (f , c) =1N

N

∑n=1

s (tn) exp��i�2πftn + ct2n

�for the random sampled signal s (t).Find the dominant maximum of jF (f , c)j in the (f , c) plane. Let(f1, c1) be the location of this maximum and

A1 = F (f1, c1)

2) Subtract A1 exp�i�2πf1t + ct2

�from the signal

s1 (tn) = s (tn)� A1 exp�i�2πf1t + c1t2

3) Repeat step 1) for s1 (t) looking for another dominant maximumaway from (f1, c1). Let (f2, c2) be the location of this maximum andA2 = F (f2, c2).

RVM () random sampling, superoscillations 22 / 39

Page 38: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

Reconstruction by random sampling may be carried out by thefollowing algorithm:1) Compute

F (f , c) =1N

N

∑n=1

s (tn) exp��i�2πftn + ct2n

�for the random sampled signal s (t).Find the dominant maximum of jF (f , c)j in the (f , c) plane. Let(f1, c1) be the location of this maximum and

A1 = F (f1, c1)

2) Subtract A1 exp�i�2πf1t + ct2

�from the signal

s1 (tn) = s (tn)� A1 exp�i�2πf1t + c1t2

�3) Repeat step 1) for s1 (t) looking for another dominant maximumaway from (f1, c1). Let (f2, c2) be the location of this maximum andA2 = F (f2, c2).

RVM () random sampling, superoscillations 22 / 39

Page 39: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

4) Compute

s2 (tn) = s1 (tn)� A2 exp�i�2πf2t + c2t2

Repeat the process until no new maxima appear. Then repeat thewhole process starting from 1) until a stable estimate of s (t) isobtained.This, of course, is the kind of procedure that one naively expects tolead to an estimate of the signal in chirp space. What our resultimproves upon is not on this or similar algorithms but on theguarantee of the asymptotic convergence of the random samplingapproximation.The power of random sampling may be illustrated by a simpleexample. Let

s (t) =3

∑i=1Ai exp

�i�2πfi t + ci t2

�be a 3-chirp signal.

RVM () random sampling, superoscillations 23 / 39

Page 40: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

4) Compute

s2 (tn) = s1 (tn)� A2 exp�i�2πf2t + c2t2

�Repeat the process until no new maxima appear. Then repeat thewhole process starting from 1) until a stable estimate of s (t) isobtained.

This, of course, is the kind of procedure that one naively expects tolead to an estimate of the signal in chirp space. What our resultimproves upon is not on this or similar algorithms but on theguarantee of the asymptotic convergence of the random samplingapproximation.The power of random sampling may be illustrated by a simpleexample. Let

s (t) =3

∑i=1Ai exp

�i�2πfi t + ci t2

�be a 3-chirp signal.

RVM () random sampling, superoscillations 23 / 39

Page 41: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

4) Compute

s2 (tn) = s1 (tn)� A2 exp�i�2πf2t + c2t2

�Repeat the process until no new maxima appear. Then repeat thewhole process starting from 1) until a stable estimate of s (t) isobtained.This, of course, is the kind of procedure that one naively expects tolead to an estimate of the signal in chirp space. What our resultimproves upon is not on this or similar algorithms but on theguarantee of the asymptotic convergence of the random samplingapproximation.

The power of random sampling may be illustrated by a simpleexample. Let

s (t) =3

∑i=1Ai exp

�i�2πfi t + ci t2

�be a 3-chirp signal.

RVM () random sampling, superoscillations 23 / 39

Page 42: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

4) Compute

s2 (tn) = s1 (tn)� A2 exp�i�2πf2t + c2t2

�Repeat the process until no new maxima appear. Then repeat thewhole process starting from 1) until a stable estimate of s (t) isobtained.This, of course, is the kind of procedure that one naively expects tolead to an estimate of the signal in chirp space. What our resultimproves upon is not on this or similar algorithms but on theguarantee of the asymptotic convergence of the random samplingapproximation.The power of random sampling may be illustrated by a simpleexample. Let

s (t) =3

∑i=1Ai exp

�i�2πfi t + ci t2

�be a 3-chirp signal.

RVM () random sampling, superoscillations 23 / 39

Page 43: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

When the function jF (f , c)j is computed either by random or regularsampling above Nyquist�s rate, the identi�cation of the maxima in the(f , c)�plane is quite similar.

However, for (average) sampling rates below Nyquist�s the di¤erenceis quite remarkable.

The �gure compares the behavior of jF (f , c)j for random and regularsampling at the same average rate, equal to 1

4 the Nyquist rate. Theaccurate identi�cation of the chirp parameters by random sampling isquite impressive, whereas for regular sampling the result is purenonsense. What one sees in the regular sampling case are thebeatings between the signal frequencies and the sampling frequency.Notice that to make the regular sampling as unbiased as possible theinitial time of the sequence has been randomized.

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Page 44: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

When the function jF (f , c)j is computed either by random or regularsampling above Nyquist�s rate, the identi�cation of the maxima in the(f , c)�plane is quite similar.However, for (average) sampling rates below Nyquist�s the di¤erenceis quite remarkable.

The �gure compares the behavior of jF (f , c)j for random and regularsampling at the same average rate, equal to 1

4 the Nyquist rate. Theaccurate identi�cation of the chirp parameters by random sampling isquite impressive, whereas for regular sampling the result is purenonsense. What one sees in the regular sampling case are thebeatings between the signal frequencies and the sampling frequency.Notice that to make the regular sampling as unbiased as possible theinitial time of the sequence has been randomized.

RVM () random sampling, superoscillations 24 / 39

Page 45: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

When the function jF (f , c)j is computed either by random or regularsampling above Nyquist�s rate, the identi�cation of the maxima in the(f , c)�plane is quite similar.However, for (average) sampling rates below Nyquist�s the di¤erenceis quite remarkable.

The �gure compares the behavior of jF (f , c)j for random and regularsampling at the same average rate, equal to 1

4 the Nyquist rate. Theaccurate identi�cation of the chirp parameters by random sampling isquite impressive, whereas for regular sampling the result is purenonsense. What one sees in the regular sampling case are thebeatings between the signal frequencies and the sampling frequency.Notice that to make the regular sampling as unbiased as possible theinitial time of the sequence has been randomized.

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Page 46: Random sampling and superoscillations: Beating Nyquist™s rate

Asymptotic reconstruction in chirp space

510

1520

25

­0.02­0.01

00.01

0.020

0.5

1

fc

|F(f,

c)|

510

1520

25

­0.02­0.01

00.01

0.020

0.5

1

1.5

fc

|F(f,

c)|

RVM () random sampling, superoscillations 25 / 39

Page 47: Random sampling and superoscillations: Beating Nyquist™s rate

Questions

Quasi-periodic, linear chirp space, nonlinear chirpsCollet�s counter-exampleWhere is the boundary in function space for reconstruction by randomsampling?

Reconstruction with nonuniform probability distributions

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Page 48: Random sampling and superoscillations: Beating Nyquist™s rate

Questions

Quasi-periodic, linear chirp space, nonlinear chirpsCollet�s counter-exampleWhere is the boundary in function space for reconstruction by randomsampling?

Reconstruction with nonuniform probability distributions

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Page 49: Random sampling and superoscillations: Beating Nyquist™s rate

Tomograms and random sampling

Tomographic reconstruction of the superposition of two nonlinear chirps inthe interval [0,T ]

Y (t) = y1 (t) + y2 (t) = A1e iΦ1(t) + A2e iΦ2(t)

Φ1 (t) = a1t2 + c1t32 + b1t

Φ2 (t) = a2t2 + c2t3 + b2t

Phase derivative of the chirps

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Page 50: Random sampling and superoscillations: Beating Nyquist™s rate

Tomograms and random sampling

Two reconstructions are analysed:1) Regular samplingT=200s, 20000 points f = 314rd/s fSh = 150T=200s, 2000 points f = 31.4rd/s2) Random samplingT=200s, 20000 points f = 314rd/s fSh = 150T=200s, 2000 points f = 31.4rd/s

Tomograms cut at θ = 0.442π for sampling with 20000 points(regular or random) and random sampling at 200 points

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Page 51: Random sampling and superoscillations: Beating Nyquist™s rate

Tomograms and random sampling

Two reconstructions are analysed:1) Regular samplingT=200s, 20000 points f = 314rd/s fSh = 150T=200s, 2000 points f = 31.4rd/s2) Random samplingT=200s, 20000 points f = 314rd/s fSh = 150T=200s, 2000 points f = 31.4rd/sTomograms cut at θ = 0.442π for sampling with 20000 points(regular or random) and random sampling at 200 points

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Page 52: Random sampling and superoscillations: Beating Nyquist™s rate

Tomograms and random sampling

Phase derivative reconstruction after separation with randomsampling

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Page 53: Random sampling and superoscillations: Beating Nyquist™s rate

References

R. J. Marks; Introduction to Shannon Sampling and InterpolationTheory, Springer 1991.

M. Unser; Sampling-50 years after Shannon, Proc. IEEE 88 (2000)569-587.

A �rst guided tour on the irregular sampling problem,http://www.math.ucdavis.edu/~strohmer/research/sampling/irsampl.html

P. Collet; Sampling almost periodic functions with random probes of�nite density ; Proc. Roy. Soc. London A452 (1996) 2263-2277.

E. Carlen, R. Vilela Mendes; Signal reconstruction by randomsampling in chirp space, Nonlinear Dynamics 56 (2009) 223-229.

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Page 54: Random sampling and superoscillations: Beating Nyquist™s rate

Superoscillations

Question: Can we send Beethoven �fth symphony using a 5KHz bandand receiving in real time a 25KHz signal?

Let B = 25KHz and T ' the duration of Beethoven�s �fth. UsingNyquist-Shannon�s theorem, the symphony is converted into asequence of 2BT real numbers.Theorem (Kempf): Each Hilbert space of bandlimited signalscontains signals such that the Fourier transform of F (ω), i.e. thesignal f (t), passes through any �nite number of arbitrarilyprespeci�ed values.Proof (sketch): In the Hilbert space of B�band limited functions,consider the operator T

Tφ (t) = tφ (t)

and its self-adjoint extensions T (α). Each self-adjoint extension haslinearly independent eigenvectors ftn (α)g such that

φ (tn) = (tn (α) , φ)

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Page 55: Random sampling and superoscillations: Beating Nyquist™s rate

Superoscillations

Question: Can we send Beethoven �fth symphony using a 5KHz bandand receiving in real time a 25KHz signal?Let B = 25KHz and T ' the duration of Beethoven�s �fth. UsingNyquist-Shannon�s theorem, the symphony is converted into asequence of 2BT real numbers.

Theorem (Kempf): Each Hilbert space of bandlimited signalscontains signals such that the Fourier transform of F (ω), i.e. thesignal f (t), passes through any �nite number of arbitrarilyprespeci�ed values.Proof (sketch): In the Hilbert space of B�band limited functions,consider the operator T

Tφ (t) = tφ (t)

and its self-adjoint extensions T (α). Each self-adjoint extension haslinearly independent eigenvectors ftn (α)g such that

φ (tn) = (tn (α) , φ)

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Page 56: Random sampling and superoscillations: Beating Nyquist™s rate

Superoscillations

Question: Can we send Beethoven �fth symphony using a 5KHz bandand receiving in real time a 25KHz signal?Let B = 25KHz and T ' the duration of Beethoven�s �fth. UsingNyquist-Shannon�s theorem, the symphony is converted into asequence of 2BT real numbers.Theorem (Kempf): Each Hilbert space of bandlimited signalscontains signals such that the Fourier transform of F (ω), i.e. thesignal f (t), passes through any �nite number of arbitrarilyprespeci�ed values.

Proof (sketch): In the Hilbert space of B�band limited functions,consider the operator T

Tφ (t) = tφ (t)

and its self-adjoint extensions T (α). Each self-adjoint extension haslinearly independent eigenvectors ftn (α)g such that

φ (tn) = (tn (α) , φ)

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Page 57: Random sampling and superoscillations: Beating Nyquist™s rate

Superoscillations

Question: Can we send Beethoven �fth symphony using a 5KHz bandand receiving in real time a 25KHz signal?Let B = 25KHz and T ' the duration of Beethoven�s �fth. UsingNyquist-Shannon�s theorem, the symphony is converted into asequence of 2BT real numbers.Theorem (Kempf): Each Hilbert space of bandlimited signalscontains signals such that the Fourier transform of F (ω), i.e. thesignal f (t), passes through any �nite number of arbitrarilyprespeci�ed values.Proof (sketch): In the Hilbert space of B�band limited functions,consider the operator T

Tφ (t) = tφ (t)

and its self-adjoint extensions T (α). Each self-adjoint extension haslinearly independent eigenvectors ftn (α)g such that

φ (tn) = (tn (α) , φ)

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Page 58: Random sampling and superoscillations: Beating Nyquist™s rate

Superoscillations

Given a function that at a set ftig of points must have prespeci�edvalues φi , that is

(ti , φ) = φi

its coe¢ cients (tn (α) , φ) in the ftn (α)g basis are obtained byn=∞

∑n=�∞

(ti (α) , tn (α)) (t�n (α) , φ) = φi

Linear independence of the ftn (α)g basis yields the existence of asolution.

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Page 59: Random sampling and superoscillations: Beating Nyquist™s rate

Superoscillations

Given a function that at a set ftig of points must have prespeci�edvalues φi , that is

(ti , φ) = φi

its coe¢ cients (tn (α) , φ) in the ftn (α)g basis are obtained byn=∞

∑n=�∞

(ti (α) , tn (α)) (t�n (α) , φ) = φi

Linear independence of the ftn (α)g basis yields the existence of asolution.

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Page 60: Random sampling and superoscillations: Beating Nyquist™s rate

Superoscillations: An example

Let the bandwidth be 1/2 Hz. Then any signal has the cardinal seriesform

f (t) =N

∑n=1

ansin ((t � n)π)

(t � n)π

Now I want to encode in this signal, information about a signal with ahigher band, that is, information concerning values at points lessspaced in time. Let τ < 1

f (t) =N

∑r=1

xrsin ((t � τr)π)

(t � τr)π

The signal should satisfy f (nτ) = an, the prescribed values. Then

an =N

∑r=1

xrsin ((n� r) τπ)

(n� r) τπ

All one has to do is to solve this system of equations to obtain the xr�s

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Page 61: Random sampling and superoscillations: Beating Nyquist™s rate

Superoscillations: An example

Let the bandwidth be 1/2 Hz. Then any signal has the cardinal seriesform

f (t) =N

∑n=1

ansin ((t � n)π)

(t � n)π

Now I want to encode in this signal, information about a signal with ahigher band, that is, information concerning values at points lessspaced in time. Let τ < 1

f (t) =N

∑r=1

xrsin ((t � τr)π)

(t � τr)π

The signal should satisfy f (nτ) = an, the prescribed values. Then

an =N

∑r=1

xrsin ((n� r) τπ)

(n� r) τπ

All one has to do is to solve this system of equations to obtain the xr�s

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Page 62: Random sampling and superoscillations: Beating Nyquist™s rate

Superoscillations: An example

xr =N

∑n=1

S�1rn an

S�1rn being the inverse of the matrix Snr =sin((n�r )τπ)(n�r )τπ

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Page 63: Random sampling and superoscillations: Beating Nyquist™s rate

Superoscillations

Superoscillations are possible because they are a local phenomenon.The global behavior of a signal is not a¤ected by the occurrence ofsuperoscillations which occur over �nite intervals. A bandlimitedsignal can oscillate at a rate higher than the Nyquist rate only on�nite intervals, but not on in�nite intervals.

Instead of a reduced bandwidth, another possibility is to usesuperoscillating signals of the same bandwidth. The use ofsuperoscillating signals will allow to compress messages into anarbitrarily short time interval.

The price to be paid is that, for �xed message size, the energyexpense grows polynomially with the compression and that, for �xedcompression, the energy expense grows exponentially with themessage size.

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Page 64: Random sampling and superoscillations: Beating Nyquist™s rate

Applications of superoscillations

Superresolution imaging (ex. radar): A superoscillatory waveformcontains, across a �nite time interval, faster variations than itshighest constituent frequency component. Radar imaging using asuperoscillatory pulse allows one to detect an object with a rangeresolution improved beyond the fundamental bandwidth limitation. Inparticular it reduces distance uncertainty.

Construction of the superoscillation

~V (ω) =

N�1∑n=0

anδ (ω�ω0 � n∆ω)

V (t) =12π

Z ∞

�∞

~V (ω) e iωtdω =

e iω0t

N�1∑n=0

anzn, z = e i∆ωt

V�z = e i∆ωt

�=aN�1e iω0t

N�1∏n=1

(z � zn)

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Page 65: Random sampling and superoscillations: Beating Nyquist™s rate

Applications of superoscillations

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Questions

What happens when random sampling and superoscillations are usedtogether?

Will random sampling reconstruct an arbitrary superoscillation?

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Page 67: Random sampling and superoscillations: Beating Nyquist™s rate

References

A. Kempf; Black holes, bandwidths and Beethoven, J. Math. Phys.41, 2360 (2000)

P. Ferreira and A. Kempf; The energy expense of superoscillations,Proceedings of EUSIPCO-2002, XI European Signal ProcessingConference, Toulouse, France, Sep. 2002

P. Ferreira; Superoscillations: Faster Than the Nyquist Rate, IEEETransactions on Signal Processing 54 (2006) 3732.

A. M. H. Wong and G. V. Eleftheriades; Superoscillatory RadarImaging: Improving Radar Range Resolution Beyond FundamentalBandwidth Limitations, IEEE Microwave and Wireless ComponentsLetters 22 (2012) 147.

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