Fourier Lucas-Kanade Algorithm

In this paper we propose a framework for both gradient descent image and object alignment in the Fourier domain. Our method centers upon the classical Lucas & Kanade (LK) algorithm where we represent the source and template/model in the complex 2D Fourier domain rather than in the spatial 2D domain. We refer to our approach as the Fourier LK (FLK) algorithm. The FLK formulation is advantageous when one pre-processes the source image and template/model with a bank of filters (e.g. oriented edges, Gabor, etc.) as: (i) it can handle substantial illumination variations, (ii) the inefficient pre-processing filter bank step can be subsumed within the FLK algorithm as a sparse diagonal weighting matrix, (iii) unlike traditional LK the computational cost is invariant to the number of filters and as a result far more efficient, and (iv) this approach can be extended to the inverse compositional form of the LK algorithm where nearly all steps (including Fourier transform and filter bank pre-processing) can be pre-computed leading to an extremely efficient and robust approach to gradient descent image matching. Further, these computational savings translate to non-rigid object alignment tasks that are considered extensions of the LK algorithm such as those found in Active Appearance Models (AAMs).

On the efficacy of Fourier series approximations for pricing European options

This paper investigates several competing procedures for computing the prices of vanilla European options, such as puts, calls and binaries, in which the underlying model has a characteristic function that is known in semi-closed form. The algorithms investigated here are the half-range Fourier cosine series, the half-range Fourier sine series and the full-range Fourier series. Their performance is assessed in simulation experiments in which an analytical solution is available and also for a simple affine model of stochastic volatility in which there is no closed-form solution. The results suggest that the half-range sine series approximation is the least effective of the three proposed algorithms. It is rather more difficult to distinguish between the performance of the halfrange cosine series and the full-range Fourier series. However there are two clear differences. First, when the interval over which the density is approximated is relatively large, the full-range Fourier series is at least as good as the half-range Fourier cosine series, and outperforms the latter in pricing out-of-the-money call options, in particular with maturities of three months or less. Second, the computational time required by the half-range Fourier cosine series is uniformly longer than that required by the full-range Fourier series for an interval of fixed length. Taken together,these two conclusions make a case for pricing options using a full-range range Fourier series as opposed to a half-range Fourier cosine series if a large number of options are to be priced in as short a time as possible.

Spectral analysis of pair-correlation bandwidth: Application to cell biology images

Images from cell biology experiments often indicate the presence of cell clustering, which can provide insight into the mechanisms driving the collective cell behaviour. Pair-correlation functions provide quantitative information about the presence, or absence, of clustering in a spatial distribution of cells. This is because the pair-correlation function describes the ratio of the abundance of pairs of cells, separated by a particular distance, relative to a randomly distributed reference population. Pair-correlation functions are often presented as a kernel density estimate where the frequency of pairs of objects are grouped using a particular bandwidth (or bin width), Δ>0. The choice of bandwidth has a dramatic impact: choosing Δ too large produces a pair-correlation function that contains insufficient information, whereas choosing Δ too small produces a pair-correlation signal dominated by fluctuations. Presently, there is little guidance available regarding how to make an objective choice of Δ. We present a new technique to choose Δ by analysing the power spectrum of the discrete Fourier transform of the pair-correlation function. Using synthetic simulation data, we confirm that our approach allows us to objectively choose Δ such that the appropriately binned pair-correlation function captures known features in uniform and clustered synthetic images. We also apply our technique to images from two different cell biology assays. The first assay corresponds to an approximately uniform distribution of cells, while the second assay involves a time series of images of a cell population which forms aggregates over time. The appropriately binned pair-correlation function allows us to make quantitative inferences about the average aggregate size, as well as quantifying how the average aggregate size changes with time.

On the Transform Method of Solution of an External Crack Problem

The breakdown of the usual method of Fourier transforms in the problem of an external line crack in a thin infinite elastic plate is discovered and the correct solution of this problem is derived using the concept of a generalised Fourier transform of a type discussed first by Golecki [1] in connection with Flamant's problem.

Segal-Bargmann transform and Paley-Wiener theorems on M(2)

We study the Segal-Bargmann transform on M(2). The range of this transform is characterized as a weighted Bergman space. In a similar fashion Poisson integrals are investigated. Using a Gutzmer's type formula we characterize the range as a class of functions extending holomorphically to an appropriate domain in the complexification of M(2). We also prove a Paley-Wiener theorem for the inverse Fourier transform.

Component wave delineation of ECG by filtering in the Fourier domain

A complete solution to the fundamental problem of delineation of an ECG signal into its component waves by filtering the discrete Fourier transform of the signal is presented. The set of samples in a component wave is transformed into a complex sequence with a distinct frequency band. The filter characteristics are determined from the time signal itself. Multiplication of the transformed signal with a complex sinusoidal function allows the use of a bank of low-pass filters for the delineation of all component waves. Data from about 300 beats have been analysed and the results are highly satisfactory both qualitatively and quantitatively.

Wavelet transform analysis of truncated fringe patterns in 3-D surface profilometry

Wavelet transform analysis of projected fringe pattern for phase recovery in 3-D shape measurement of objects is investigated. The present communication specifically outlines and evaluates the errors that creep in to the reconstructed profiles when fringe images do not satisfy periodicity. Three specific cases that give raise to non-periodicity of fringe image are simulated and leakage effects caused by each one of them are analyzed with continuous complex Morlet wavelet transform. Same images are analyzed with FFT method to make a comparison of the reconstructed profiles with both methods. Simulation results revealed a significant advantage of wavelet transform profilometry (WTP), that the distortions that arise due to leakage are confined to the locations of discontinuity and do not spread out over the entire projection as in the case of Fourier transform profilometry (FTP).

A transform approach to linear network coding for acyclic networks with delay

The algebraic formulation for linear network coding in acyclic networks with each link having an integer delay is well known. Based on this formulation, for a given set of connections over an arbitrary acyclic network with integer delay assumed for the links, the output symbols at the sink nodes at any given time instant is a Fq-linear combination of the input symbols across different generations, where Fq denotes the field over which the network operates. We use finite-field discrete Fourier transform (DFT) to convert the output symbols at the sink nodes at any given time instant into a Fq-linear combination of the input symbols generated during the same generation. We call this as transforming the acyclic network with delay into n-instantaneous networks (n is sufficiently large). We show that under certain conditions, there exists a network code satisfying sink demands in the usual (non-transform) approach if and only if there exists a network code satisfying sink demands in the transform approach. Furthermore, assuming time invariant local encoding kernels, we show that the transform method can be employed to achieve half the rate corresponding to the individual source-destination mincut (which are assumed to be equal to 1) for some classes of three-source three-destination multiple unicast network with delays using alignment strategies when the zero-interference condition is not satisfied.

Fractional Hilbert transform extensions and associated analytic signal construction

The analytic signal (AS) was proposed by Gabor as a complex signal corresponding to a given real signal. The AS has a one-sided spectrum and gives rise to meaningful spectral averages. The Hilbert transform (HT) is a key component in Gabor's AS construction. We generalize the construction methodology by employing the fractional Hilbert transform (FrHT), without going through the standard fractional Fourier transform (FrFT) route. We discuss some properties of the fractional Hilbert operator and show how decomposition of the operator in terms of the identity and the standard Hilbert operators enables the construction of a family of analytic signals. We show that these analytic signals also satisfy Bedrosian-type properties and that their time-frequency localization properties are unaltered. We also propose a generalized-phase AS (GPAS) using a generalized-phase Hilbert transform (GPHT). We show that the GPHT shares many properties of the FrHT, in particular, selective highlighting of singularities, and a connection with Lie groups. We also investigate the duality between analyticity and causality concepts to arrive at a representation of causal signals in terms of the FrHT and GPHT. On the application front, we develop a secure multi-key single-sideband (SSB) modulation scheme and analyze its performance in noise and sensitivity to security key perturbations. (C) 2013 Elsevier B.V. All rights reserved.

L-p-Integrability, Dimensions of Supports of Fourier Transforms and Applications

It is proved that there does not exist any non zero function in with if its Fourier transform is supported by a set of finite packing -measure where . It is shown that the assertion fails for . The result is applied to prove L-p Wiener Tauberian theorems for R-n and M(2).

Processing of EEG Signals for Study of Coupling in Brain Regions for Eyes Open and Eyes Closed Conditions

This paper deals with processing the EEG signals obtained from 16 spatially arranged electrodes to measure coupling or synchrony between the frontal, parietal, occipital and temporal lobes of the cerebrum under the eyes open and eyes closed conditions. This synchrony was measured using magnitude squared coherence, Short Time Fourier Transform and wavelet based coherences. We found a pattern in the time-frequency coherence as we moved from the nasion to the inion of the subject's head. The coherence pattern obtained from the wavelet approach was found to be far more capable of picking up peaks in coherence with respect to frequency when compared to the regular Fourier based coherence. We detected high synchrony between frontal polar electrodes that is missing in coherence plots between other electrode pairs. The study has potential applications in healthcare.

用Fourier变换莫尔法测量流体自由表面微幅波的振幅

采用一种非接触的光学方法——傅立叶变换莫尔法（Fourier transform method），结合数字图像处理技术，对微幅振荡的水表面波的振幅进行测量。它是对全场中每一个像素点进行测量，比接触测量法具有更高的灵敏度。它为微幅水表面波振幅的测量提供了一种手段。通过将计算机生成的周期性光栅图像经投影机直接投影到被测物体的参考平面，经CCD摄像头、图像板捕捉存储形成数字化的光栅图像，利用傅立叶变换莫尔法处理光栅图像，从而获得包含有水表面波的振幅的相位信息，再经适当的几何变换获得振幅信息。我们在生趣振荡装置上进行了不同激励频率和不同振幅的表面波的振幅测量。

The power of quantum Fourier sampling

How powerful are Quantum Computers? Despite the prevailing belief that Quantum Computers are more powerful than their classical counterparts, this remains a conjecture backed by little formal evidence. Shor's famous factoring algorithm [Shor97] gives an example of a problem that can be solved efficiently on a quantum computer with no known efficient classical algorithm. Factoring, however, is unlikely to be NP-Hard, meaning that few unexpected formal consequences would arise, should such a classical algorithm be discovered. Could it then be the case that any quantum algorithm can be simulated efficiently classically? Likewise, could it be the case that Quantum Computers can quickly solve problems much harder than factoring? If so, where does this power come from, and what classical computational resources do we need to solve the hardest problems for which there exist efficient quantum algorithms?

We make progress toward understanding these questions through studying the relationship between classical nondeterminism and quantum computing. In particular, is there a problem that can be solved efficiently on a Quantum Computer that cannot be efficiently solved using nondeterminism? In this thesis we address this problem from the perspective of sampling problems. Namely, we give evidence that approximately sampling the Quantum Fourier Transform of an efficiently computable function, while easy quantumly, is hard for any classical machine in the Polynomial Time Hierarchy. In particular, we prove the existence of a class of distributions that can be sampled efficiently by a Quantum Computer, that likely cannot be approximately sampled in randomized polynomial time with an oracle for the Polynomial Time Hierarchy.

Our work complements and generalizes the evidence given in Aaronson and Arkhipov's work [AA2013] where a different distribution with the same computational properties was given. Our result is more general than theirs, but requires a more powerful quantum sampler.

基于多台阶反射光栅的飞秒脉冲压缩装置

反射式光栅对是一种具有负色散性质的器件,可用于飞秒激光脉冲的压缩和展宽,具有无材料色散的优点。给出了一种基于多台阶反射光栅的脉冲压缩装置。该装置为倍密度光栅结构,由两个周期分别为40μm和20μm的四台阶反射式光栅组成。实验得到的衍射效率可以达到70%以上,输入脉冲经过两个光栅的衍射后会按原路返回,从而达到色散补偿的效果。利用此压缩装置,脉冲宽度为66.8 fs的输入脉冲压缩至接近傅里叶变换极限脉冲,即46.6 fs,由此证明只要多台阶光栅效率足够高,此装置就有可能成为不同于棱镜对进行飞秒脉冲腔内和腔外压缩的另一种途径。

Extended fractional Fourier transforms

The concept of an extended fractional Fourier transform (FRT) is suggested. Previous PBT's and complex FRT's are only its subclasses. Then, through this concept and its method, we explain the physical meaning of any optical Fresnel diffraction through a lens: It is just an extended FRT; a lens-cascaded system can equivalently be simplified to a simple analyzer of the FRT; the two-independent-parameter FRT of an object illuminated with a plane wave can be readily implemented by a lens of arbitrary focal length; when cascading, the Function of each lens unit and the relationship between the adjacent ones are clear and simple; and more parameters and fewer restrictions on cascading make the optical design easy. (C) 1997 Optical Society of America.