Compressive Covariance Sensing-Based Power Spectrum Estimation of Real-Valued Signals Subject to Sub-Nyquist Sampling

In this work, an estimate of the power spectrum of a real-valued wide-sense stationary autoregressive signal is computed from sub-Nyquist or compressed measurements in additive white Gaussian noise. The problem is formulated using the concepts of compressive covariance sensing and Blackman-Tukey nonparametric spectrum estimation. Only the second-order statistics of the original signal, rather than the signal itself, need to be recovered from the compressed signal. This is achieved by solving the resulting overdetermined system of equations by application of least squares, thereby circumventing the need for applying the complicated ℓ 1 -minimization otherwise required for the reconstruction of the original signal. Moreover, the signal need not be spectrally sparse. A study of the performance of the power spectral estimator is conducted taking into account the properties of the different bases of the covariance subspace needed for compressive covariance sensing, as well as different linear sparse rulers by which compression is achieved. A method is proposed to benefit from the possible computational efficiency resulting from the use of the Fourier basis of the covariance subspace without considerably affecting the spectrum estimation performance.

Time-frequency super-resolution with superlets

Due to the Heisenberg–Gabor uncertainty principle, finite oscillation transients are difficult to localize simultaneously in both time and frequency. Classical estimators, like the short-time Fourier transform or the continuous-wavelet transform optimize either temporal or frequency resolution, or find a suboptimal tradeoff. Here, we introduce a spectral estimator enabling time-frequency super-resolution, called superlet, that uses sets of wavelets with increasingly constrained bandwidth. These are combined geometrically in order to maintain the good temporal resolution of single wavelets and gain frequency resolution in upper bands. The normalization of wavelets in the set facilitates exploration of data with scale-free, fractal nature, containing oscillation packets that are self-similar across frequencies. Superlets perform well on synthetic data and brain signals recorded in humans and rodents, resolving high frequency bursts with excellent precision. Importantly, they can reveal fast transient oscillation events in single trials that may be hidden in the averaged time-frequency spectrum by other methods.

Stochastic Modeling and Optimal Time-Frequency Estimation of Task-Related HRV

In this paper, we propose a novel framework for the analysis of task-related heart rate variability (HRV). Respiration and HRV are measured from 92 test participants while performing a chirp-breathing task consisting of breathing at a slowly increasing frequency under metronome guidance. A non-stationary stochastic model, belonging to the class of Locally Stationary Chirp Processes, is used to model the task-related HRV data, and its parameters are estimated with a novel inference method. The corresponding optimal mean-square error (MSE) time-frequency spectrum is derived and evaluated both with the individually estimated model parameters and the common process parameters. The results from the optimal spectrum are compared to the standard spectrogram with different window lengths and the Wigner-Ville spectrum, showing that the MSE optimal spectral estimator may be preferable to the other spectral estimates because of its optimal bias and variance properties. The estimated model parameters are considered as response variables in a regression analysis involving several physiological factors describing the test participants’ state of health, finding a correlation with gender, age, stress, and fitness. The proposed novel approach consisting of measuring HRV during a chirp-breathing task, a corresponding time-varying stochastic model, inference method, and optimal spectral estimator gives a complete framework for the study of task-related HRV in relation to factors describing both mental and physical health and may highlight otherwise overlooked correlations. This approach may be applied in general for the analysis of non-stationary data and especially in the case of task-related HRV, and it may be useful to search for physiological factors that determine individual differences.

A multitaper spectral estimator for time-series with missing data

SUMMARY A multitaper estimator is proposed that accommodates time-series containing gaps without using any form of interpolation. In contrast with prior missing-data multitaper estimators that force standard Slepian sequences to be zero at gaps, the proposed missing-data Slepian sequences are defined only where data are present. The missing-data Slepian sequences are frequency independent, as are the eigenvalues that define the energy concentration within the resolution bandwidth, when the process bandwidth is $[ { - 1/2,\,\,\,1/2} )$ for unit sampling and the sampling scheme comprises integer multiples of unity. As a consequence, one need only compute the ensuing missing-data Slepian sequences for a given sampling scheme once, and then the spectrum at an arbitrary set of frequencies can be computed using them. It is also shown that the resulting missing-data multitaper estimator can incorporate all of the optimality features (i.e. adaptive-weighting, F-test and reshaping) of the standard multitaper estimator, and can be applied to bivariate or multivariate situations in similar ways. Performance of the missing-data multitaper estimator is illustrated using length of day, seafloor pressure and Nile River low stand time-series.

Superlets: time-frequency super-resolution using wavelet sets

Time-frequency analysis is ubiquitous in many fields of science. Due to the Heisenberg-Gabor uncertainty principle, a single measurement cannot estimate precisely the location of a finite oscillation in both time and frequency. Classical spectral estimators, like the short-time Fourier transform (STFT) or the continuous-wavelet transform (CWT) optimize either temporal or frequency resolution, or find a tradeoff that is suboptimal in both dimensions. Following concepts from optical super-resolution, we introduce a new spectral estimator enabling time-frequency super-resolution. Sets of wavelets with increasing bandwidth are combined geometrically in a superlet to maintain the good temporal resolution of wavelets and gain frequency resolution in the upper bands. Superlets outperform the STFT, CWT, and other super-resolution methods on synthetic data and brain signals recorded in humans and rodents, resolving time-frequency details with unprecedented precision. Importantly, superlets can reveal transient oscillation events that are hidden in the averaged time-frequency spectrum by other methods.