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The optimal transform for the discrete Hirschman uncertainty principle
61
Citations
7
References
2001
Year
Mathematical ProgrammingSpectral TheoryFourier TransformOrthogonal TransformEngineeringUncertainty QuantificationUncertainty PrincipleOptimal TransformDiscrete Fourier TransformRobust OptimizationProbability TheoryApproximation TheorySignal ProcessingOptimal Transport
We determine all signals giving equality for the discrete Hirschman uncertainty principle. We single out the case where the entropies of the time signal and its Fourier transform are equal. These signals (up to scalar multiples) form an orthonormal basis giving an orthogonal transform that optimally packs a finite-duration discrete-time signal. The transform may be computed via a fast algorithm due to its relationship to the discrete Fourier transform.
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