Discrete Harmonic Analysis

A self-contained introduction to discrete harmonic analysis with an emphasis on the Discrete and Fast Fourier Transforms.

This textbook presents basic notions and techniques of Fourier analysis in discrete settings. Written in a concise style, it is interlaced with remarks, discussions and motivations from signal analysis. The first part is dedicated to topics related to the Fourier transform, including discrete time-frequency analysis and discrete wavelet analysis. Basic knowledge of linear algebra and calculus is the only prerequisite. The second part is built on Hilbert spaces and Fourier series and culminates in a section on pseudo-differential operators, providing a lucid introduction to this advanced topic in analysis. Some measure theory language is used, although most of this part is accessible to students familiar with an undergraduate course in real analysis. Discrete Fourier Analysis is aimed at advanced undergraduate and graduate students in mathematics and applied mathematics. Enhanced with exercises, it will be an excellent resource for the classroom as well as for self-study.

This book provides an introduction to discrete harmonic analysis (DHA) with a view towards applications to digital signal processing. In a nutshell, DHA is used to determine the time-frequency structure of a digitized signal, providing a representation of the signal as a sum of spectral components that can then be analyzed. The main methods of DHA are discrete Fourier transform and other discrete orthogonal transforms such as the Walsh and Haar transforms. Fast algorithms are used to process signals in real time, while additional options are provided by spline harmonic analysis. These topics are carefully covered in the book. With only modest prerequisites, some of which are recalled at the beginning, a profound mathematical theory is built almost from scratch. The 150 exercises included form an integral part of the text. Based decades of teaching experience, this book provides a basis for lecture courses starting at the upper undergraduate level, and will also prove a valuable resource for mathematicians and engineers interested in digital signal processing.

This timely book explores certain modern topics and connections at the interface of harmonic analysis, ergodic theory, number theory, and additive combinatorics. The main ideas were pioneered by Bourgain and Stein, motivated by questions involving averages over polynomial sequences, but the subject has grown significantly over the last 30 years, through the work of many researchers, and has steadily become one of the most dynamic areas of modern harmonic analysis. The author has succeeded admirably in choosing and presenting a large number of ideas in a mostly self-contained and exciting monograph that reflects his interesting personal perspective and expertise into these topics. —Alexandru Ionescu, Princeton University Discrete harmonic analysis is a rapidly developing field of mathematics that fuses together classical Fourier analysis, probability theory, ergodic theory, analytic number theory, and additive combinatorics in new and interesting ways. While one can find good treatments of each of these individual ingredients from other sources, to my knowledge this is the first text that treats the subject of discrete harmonic analysis holistically. The presentation is highly accessible and suitable for students with an introductory graduate knowledge of analysis, with many of the basic techniques explained first in simple contexts and with informal intuitions before being applied to more complicated problems; it will be a useful resource for practitioners in this field of all levels. —Terence Tao, University of California, Los Angeles

Conveys the remarkable beauty and applicability of the ideas that have grown from Fourier theory. It presents for an advanced undergraduate and beginning graduate student audience the basics of harmonic analysis, from Fourier's study of the heat equation, and the decomposition of functions into sums of cosines and sines (frequency analysis), to dyadic harmonic analysis, and the decomposition of functions into a Haar basis (time localization).

Goals of the Book Overthelast thirty yearsthere has been arevolutionindiagnostic radiology as a result oftheemergenceofcomputerized tomography (CT), which is the process of obtaining the density distribution within the human body from multiple x-ray projections. Since an enormous variety of possible density values may occur in the body, a large number of projections are necessary to ensure the accurate reconstruction oftheir distribution. There are other situations in which we desire to reconstruct an object from its projections, but in which we know that the object to be recon structed has only a small number of possible values. For example, a large fraction of objects scanned in industrial CT (for the purpose of nonde structive testing or reverse engineering) are made of a single material and so the ideal reconstruction should contain only two values: zero for air and the value associated with the material composing the object. Similar as sumptions may even be made for some specific medical applications; for example, in angiography ofthe heart chambers the value is either zero (in dicating the absence of dye) or the value associated with the dye in the chamber. Another example arises in the electron microscopy of biological macromolecules, where we may assume that the object to be reconstructed is composed of ice, protein, and RNA. One can also apply electron mi croscopy to determine the presenceor absence ofatoms in crystallinestruc tures, which is again a two-valued situation.

A thorough guide to the classical and contemporary mathematical methods of modern signal and image processing Discrete Fourier Analysis and Wavelets presents a thorough introduction to the mathematical foundations of signal and image processing. Key concepts and applications are addressed in a thought-provoking manner and are implemented using vector, matrix, and linear algebra methods. With a balanced focus on mathematical theory and computational techniques, this self-contained book equips readers with the essential knowledge needed to transition smoothly from mathematical models to practical digital data applications. The book first establishes a complete vector space and matrix framework for analyzing signals and images. Classical methods such as the discrete Fourier transform, the discrete cosine transform, and their application to JPEG compression are outlined followed by coverage of the Fourier series and the general theory of inner product spaces and orthogonal bases. The book then addresses convolution, filtering, and windowing techniques for signals and images. Finally, modern approaches are introduced, including wavelets and the theory of filter banks as a means of understanding the multiscale localized analysis underlying the JPEG 2000 compression standard. Throughout the book, examples using image compression demonstrate how mathematical theory translates into application. Additional applications such as progressive transmission of images, image denoising, spectrographic analysis, and edge detection are discussed. Each chapter provides a series of exercises as well as a MATLAB project that allows readers to apply mathematical concepts to solving real problems. Additional MATLAB routines are available via the book's related Web site. With its insightful treatment of the underlying mathematics in image compression and signal processing, Discrete Fourier Analysis and Wavelets is an ideal book for mathematics, engineering, and computer science courses at the upper-undergraduate and beginning graduate levels. It is also a valuable resource for mathematicians, engineers, and other practitioners who would like to learn more about the relevance of mathematics in digital data processing.