Abstract
In this paper, we focus on the approximation of smooth functions \(f: [-\pi , \pi ] \rightarrow {\mathbb {C}}\), up to an unresolvable global phase ambiguity, from a finite set of Short Time Fourier Transform (STFT) magnitude (i.e., spectrogram) measurements. Two algorithms are developed for approximately inverting such measurements, each with theoretical error guarantees establishing their correctness. A detailed numerical study also demonstrates that both algorithms work well in practice and have good numerical convergence behavior.
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Notes
Given \(f: {\mathbb {R}} \rightarrow {\mathbb {C}}\), let \(f \vert _{[-\pi ,\pi ]}\) be f with its domain restricted to \([-\pi , \pi ]\). Note that the Fourier transform of a function \(f \in L^2(\mathbbm {R})\) with support in \((-\pi , \pi )\) yields, when evaluated on the integers, the Fourier series coefficients of \(f \vert _{[-\pi ,\pi ]}\) up to a \(2 \pi \) factor. Using this relationship, we aim herein to approximate such functions on \([-\pi , \pi ]\) using trigonometric polynomials. In a minor abuse of notation motivated by this strategy, we will use \({\hat{f}}\) to refer to two related objects in this section: \({\hat{f}}\) will refer to both the suitably renormalized Fourier transform of f as a function on \(\mathbbm {R}\), and, when restricted to \(\mathbbm {Z}\), to the Fourier series coefficients of \(f \vert _{[-\pi ,\pi ]}\) defined as per (9).
Numerical implementations of the methods proposed here are available at https://bitbucket.org/charms/blockpr.
[26] used a different normalization of the Fourier transform than we use here, so their Lemma 7 will have a different power of d.
Numerical implementations of the methods proposed here are available at https://bitbucket.org/charms/blockpr.
With filter order increasing with SNR; we used a 2nd-order filter at 10 dB SNR and a 12th-order filter at 60 dB SNR.
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Acknowledgements
Mark Iwen was supported in part by NSF DMS 1912706. Nada Sissouno acknowledges partial funding from an Entrepreneurial Award in the Program “Global Challenges for Women in Math Science” funded by the Faculty of Mathematics at the Technical University of Munich. Aditya Viswanathan was supported in part by NSF DMS 2012238.
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Appendices
Appendix A: The Proofs of Lemma 2.3
Proof
Let \(g{:}{=}P_{\mathcal {S}}f\) and \(h{:}{=}P_{\mathcal {R}}m\), where \(P_{\mathcal {S}}\) and \(P_{\mathcal {R}}\) are the Fourier projection operators defined as in (11). Since g and h are trigonometric polynomials and \({\mathcal {R}} + {\mathcal {S}} \subseteq {\mathcal {D}}\), we may write
\(\square \)
Appendix B: The Proofs of Propositions 3.2 and 3.4
The Proof of Proposition 3.2
We first note that
Therefore, for all \(\vert p\vert \le \kappa -1\), we have
For any \(\vert p\vert \le \kappa -1,\) let
One may check that
Therefore, making a simple change of variables in the case \(p<0,\) we have that
where \(\mathbbm {e}^{\mathbbm {i}\phi _{p,q,\ell }}\) is a unimodular complex number depending on p, q and \(\ell .\) Using the Assumptions (23) and (24), we see that
With this, we may use the reverse triangle inequality to see
\(\square \)
The Proof of Proposition 3.4
First, we note that by applying Lemma 3.3, and setting \(p=\omega , q=\ell \), we have
For \(\vert p\vert \le \kappa -1\), we have
For any \(\vert p\vert \le \kappa -1,\) let
One may check that
Therefore, making a simple change of variables in the case \(p<0,\) we have that in either case
where \(\mathbbm {e}^{\mathbbm {i}\phi _{p,q,\ell }}\) is a unimodular complex number depending on p, q and \(\ell .\) Using the Assumptions (37) and (38) we see that
With this,
Thus, the proof is complete. \(\square \)
Appendix C: The Proof of Lemma 4.5
Proof
Our proof requires the following sublemma which shows that, if \(n\in L_f\), then Algorithm 3 used in the definition of \(\alpha _n\) will only select indices \(n_\ell \) corresponding to large Fourier coefficients.
Lemma C.1
Let \(n\in L_f\), and let \(n_0,\ldots , n_\zeta \) be the sequence of indices as introduced in the definition of \(\alpha _n\). Then
for all \(0\le \ell \le \zeta \).
Proof
When \(\ell =\zeta \), the claim is immediate from the fact that \(n_\zeta =n\). For all \(0\le \ell \le \zeta -1\), the definition of \(n_\ell \) implies that there exists an interval \(I_\ell \), centered at some point a with \(\vert a\vert \le \vert n\vert \), such that the length of \(I_\ell \) is at most \(\beta \) and
Letting \(\epsilon =\sqrt{3\Vert {\textbf{N}}\Vert _\infty }\), we see that by (45) and Remark 1.5
The result now follows from noting that \(\epsilon <\frac{\vert {\widehat{f}}(n)\vert }{4}\) for all \(n\in L_f\). \(\square \)
With Lemma C.1 established, we may now prove Lemma 4.5. Let \(n\in L_f\) and let \(n_0,\ldots n_\zeta \) be the sequence describe in the definition of \(\alpha _n\). For \(0\le \ell \le \zeta -1\), let \(t_{\ell } {:}{=}{\widehat{f}}(n_{\ell +1})\overline{{\widehat{f}}(n_{\ell })^{}}\), \(a'_{\ell } {:}{=}{\widehat{f}}(n_{\ell +1})\overline{{\widehat{f}^{}}(n_{\ell })}+N_{n_{\ell +1},n_{\ell }}\), and \(N'_{\ell }{:}{=}N_{n_{\ell +1},n_{\ell }}\). Consider the triangle with sides \(a'_{\ell }\), \(t_{\ell }\), and \(N'_{\ell }\) with angles \(\theta _{\ell } =\vert \arg (a'_{\ell })-\arg (t_{\ell })\vert \) and \(\phi _{\ell } = \vert \arg (a'_{\ell })-\arg (N'_{\ell })\vert \), as illustrated in Fig. 6.
By the law of sines and Lemma C.1, we get that
for all \(0\le \ell \le \zeta \). By the definition of \(L_f\) and Lemma C.1, we have that for all \(\ell \)
Therefore, \(0\le \theta _\ell \le \frac{\pi }{2}\), and so by (C1), we have
By definition \(\tau _{n}=\sum _{\ell =0}^{\zeta -1} \arg (t_{\ell })\) and \( \alpha _{n}=\sum _{l=0}^{\zeta -1} \arg (a'_{\ell }) \). Therefore, we have
From the definition of \(n_\ell \), we have
for all \(1\le \ell \le \zeta -1\). Therefore, the path length \(\zeta \) is bounded by
Thus, we have
as desired. \(\square \)
Appendix D: Additional Experiments
In this section, we provide additional numerical simulations studying the empirical convergence behavior of Algorithms 1 and 2. We start with a study of the convergence behavior of Algorithm 1. Here, we reconstruct the same test function using different discretization sizes d (with \(\rho \) chosen to be \(\min \{ (d-5)/2, 16\lfloor \log _2(d)\rfloor \}\) and \(\kappa =\rho -1\)), where the total number of phaseless measurements used is \(Ld=(2\rho -1)d\). Figure 7 plots representative reconstructions (of the real part of the test function) for two choices of d (\(d=33\) and \(d=1025\)). We note that the (smooth) test function illustrated in the figure has several sharp and closely separated gradients, making the reconstruction process challenging. This is evident in the partial Fourier sums (\(P_Nf\)) plotted for reference alongside the reconstructions from Algorithm 1 (\(f_e\)). For small d and \(\rho \), we observe oscillatory behavior similar to that seen in the Gibbs phenomenon. Nevertheless, we see that the proposed algorithm closely tracks the performance of the partial Fourier sum, with reconstruction quality improving significantly as d (and \(\rho \)) increases.
We next evaluate the convergence behavior of AlgorithmFootnote 7 2 by reconstructing the same test function using different discretization sizes d (with \(K=d/3\), \(\delta =(K+1)/2\), \(\kappa =\delta -1\) and \(s=\kappa -1\)). Figure 8 plots representative reconstructions (of the real part of the test function) for two choices of d (\(d=57\) and \(d=921\)). As in Fig. 7, we note that the (smooth) test function has several sharp and closely separated gradients, making the reconstruction process challenging. Again, the partial Fourier sums (\(P_Nf\)) plotted alongside the reconstructions from Algorithm 2 (\(f_e\)) exhibit Gibbs-like oscillatory behavior for small d and \(\kappa \). Nevertheless, we see that the proposed algorithm closely tracks the performance of the partial Fourier sum, with reconstruction quality improving significantly as d (and \(\delta ,\kappa \)) increases.
Appendix E: Results from Previous Work
The following is a restatement of Theorem 4 of [26] updated to use the notation of this paper. Notably, in this paper we use a different normalization of the Fourier transform (our \(\mathbf {F_d}\) is equal to the \(F_d\) from [26] divided by d). We also note that the measurements \({\textbf{T}}'\) considered here differ by a factor of \(\frac{4\pi }{d^2}\) from the measurements Y considered in [26]. Lastly, we note that the summations in [26] take place over a different string of d consecutive integers. However, this makes no difference do the the periodicity of the complex exponential function.
Theorem E.1
[26, Theorem 4] Let \(\tilde{{\textbf{T}}}\) be as in (16). Then for any \(\omega \in \left[ K\right] _{c}\) and \(\ell \in \left[ L\right] _{c}\),
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Iwen, M., Perlmutter, M., Sissouno, N. et al. Phase Retrieval for \(L^2([-\pi ,\pi ])\) via the Provably Accurate and Noise Robust Numerical Inversion of Spectrogram Measurements. J Fourier Anal Appl 29, 8 (2023). https://doi.org/10.1007/s00041-022-09988-6
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DOI: https://doi.org/10.1007/s00041-022-09988-6