We discuss the topic of selecting optimal orthonormal bases for representing classes of signals defined either through statistics or via some deterministic characterizations, or combinations of the two. In all cases, the best bases result from spectral analysis of a Hermitian matrix that summarizes the prior information we have on the signals we want to represent, achieving optimal progressive approximations. We also provide uniqueness proofs for the discrete cases.
Dans cette note, nous abordons le problème de la recherche de bases orthonormales optimales en vue de représenter des signaux définis de façon, soit statistique, soit déterministe, ou selon une combinaison des deux. Dans tous les cas, nous montrons que ces bases proviennent de l'analyse spectrale d'une matrice hermitienne qui regroupe l'information émanant des signaux que l'on souhaite représenter. Nous prouvons aussi l'unicité de la base dans le cas discret.
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Yonathan Aflalo 1; Haïm Brezis 2, 3; Alfred Bruckstein 1; Ron Kimmel 1; Nir Sochen 4
@article{CRMATH_2016__354_12_1155_0, author = {Yonathan Aflalo and Ha{\"\i}m Brezis and Alfred Bruckstein and Ron Kimmel and Nir Sochen}, title = {Best bases for signal spaces}, journal = {Comptes Rendus. Math\'ematique}, pages = {1155--1167}, publisher = {Elsevier}, volume = {354}, number = {12}, year = {2016}, doi = {10.1016/j.crma.2016.10.002}, language = {en}, }
TY - JOUR AU - Yonathan Aflalo AU - Haïm Brezis AU - Alfred Bruckstein AU - Ron Kimmel AU - Nir Sochen TI - Best bases for signal spaces JO - Comptes Rendus. Mathématique PY - 2016 SP - 1155 EP - 1167 VL - 354 IS - 12 PB - Elsevier DO - 10.1016/j.crma.2016.10.002 LA - en ID - CRMATH_2016__354_12_1155_0 ER -
Yonathan Aflalo; Haïm Brezis; Alfred Bruckstein; Ron Kimmel; Nir Sochen. Best bases for signal spaces. Comptes Rendus. Mathématique, Volume 354 (2016) no. 12, pp. 1155-1167. doi : 10.1016/j.crma.2016.10.002. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2016.10.002/
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[2] Functional Analysis, Sobolev Spaces and Partial Differential Equations, Springer Universitext Series, 2010
[3] The probability density function of a transformation-based hyperellipsoid sampling technique, 2014 | arXiv
[4] A trace inequality of John von Neumann, Monatsh. Math., Volume 79 (1975), pp. 303-306
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