Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize
Numerical Harmonic Analysis Group
A Function Space defined by the Wigner Transform and is Applications
Hans G. Feichtinger, Univ. Vienna & TUM [email protected] www.nuhag.eu
Eugene Wigner Institute, Budapest . JOINT presentation with Maurice de Gosson
Hans G. Feichtinger, Univ. Vienna & TUM [email protected] Function Spacewww.nuhag.eu defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize Key aspects of my talk
1 Fourier Analysis is a classical topic 2 Time-Frequency Analysis
3 S L2 S0 d The Banach Gelfand Triple ( 0, , 0)(R ) 4 Various Typical Applications 5 The Idea of Conceptual Harmonic Analysis
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize Starting with my personal background
My education at the University of Vienna started as a teacher student in Mathematics and Physics; Soon the “imprecision” in physics combined with the BOURBAKI-style (clear and well structured) introduction into analysis (including Lebesgue integrals and functional analysis) let me go more in the direction of (pure) mathematics; In my third year of studies (1971) my then advisor H. Reiter arrived in Vienna, so I became a “Harmonic Analyst”; After my habilitation (1979) I learned about the connection between Fourier Analysis and signal processing in Heidelberg; Since that time I tried to look out for real world applications and call myself now an application oriented mathematician; One of my recent “hobbies” is to promote what I call Conceptional Harmonic Analysis.
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize A personal background story
At some point in the early 80th I tried to connect with the applied people at TU Vienna, and (fortunately) I ended up contacting Franz Hlawatsch (Communication Theory Dept., TU Vienna). During our first meeting he explained to me, that he was working on the so-called Pseudo-Wigner distribution, which is a kind of smoothed version of the Wigner distribution, with the idea of reducing the so-called interference terms in a Wigner distribution. I told him that I was studying a certain function space (I called it S d 0(R ), k · kS0 , because it was a special Segal algebra), given by:
S d X X 0(R ) = {f | f = cnMωn Txn g0, with |cn| < ∞}, (1) n≥1 n≥1
2 where g0(x) = exp(−π|x| ) is the usual Gauss function.
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize The relevance for my future work
At this point none of us had an idea how close we had been in terms of the setting of our research (which was then going on for almost 20 years)! He had two important questions 1 Do you really need all TF-shifts, D. Gabor has suggested to d use only xn, ωn ∈ Z ! 2 and: How do you compute the coefficients? In fact, according to the claim made in D. Gabor’s paper of 1946 [5] one should expect that an optimally centrated representation of any function, using integer TF-shifts of the Gauss function (achieving equality in the Heisenberg Uncertainty Relation!) should be possible. In fact, he only argued that a TF-lattice of the form aZ × bZ with ab > 1 is not comprehensive enough and ab < 1 produces linear dependencies.
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize Eugene Wigner
Eugene Paul Wigner (November 17, 1902 to January 1, 1995), was a Hungarian-American theoretical physicist, engineer, and mathematician. Nobel Prize in Physics in 1963 for his contributions to the theory of the atomic nucleus and the elementary particles and symmetry principles.
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize Dennis Gabor
Dennis Gabor (5 June 1900 to 9 February 1979) was a Hungarian-British electrical engineer and physicist, most notable for inventing holography, for which he later received the 1971 Nobel Prize in Physics.
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize S d 0(R ) via the Wigner transform
Z d n 1 d o S0(R ) = f ∈ L (R ): kMωf ∗ f k1 dω < ∞ . (2) R2d Condition (2) is equivalent to the integrability of the Wigner d d functions over phase space R × Rb . 2πiω·t d d Here Mωf (t) = e f (t), t ∈ R , ω ∈ R , is the modulation 1 d operator and ∗ is the usual convolution of L (R )-functions. Any d d non-zero function g ∈ S0(R ) defines a norm on S0(R ) via Z
kf kS0,g = kEωf ∗ gk1 dω, (3) gb d that turns S0(R ) into a Banach space. These norms are pairwise equivalent and we therefore allow ourselves to simply
write k · kS0 without specifying n g (see also [2]).
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize A schematic description: all the spaces
Tempered Distr.
L1
L2 C0 SO' S0 Schw FL1
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize Banach Gelfand Triples: the simplified setting
Testfunctions ⊂ Hilbert space ⊂ Distributions, like Q ⊂ R ⊂ C!
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize The key-players for time-frequency analysis
Time-shifts and Frequency shifts
Tx f (t) = f (t − x) d and x, ω, t ∈ R 2πiω·t Mωf (t) = e f (t) . Behavior under Fourier transform ˆ ˆ (Tx f )b= M−x f (Mωf )b= Tωf
The Short-Time Fourier Transform
Vg f (λ) = hf , MωTt gi = hf ,π (λ)gi = hf , gλi, λ = (t, ω);
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize A Typical Musical STFT
A typical waterfall melody (Beethoven piano sonata) depictured using the spectrogram, displaying the energy distribution in the TF = time-frequency plan:
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize A Banach Space of Test Functions (Fei 1979)
2 d d A function in f ∈ L (R ) is in the subspace S0(R ) if for some d non-zero g (called the “window”) in the Schwartz space S(R ) ZZ
kf kS0 := kVg f kL1 = |Vg f (x, ω)|dxdω < ∞. Rd ×Rbd S d The space 0(R ), k · kS0 is a Banach space, for any fixed, d non-zero g ∈ S0(R )), and different windows g define the same d space and equivalent norms. Since S0(R ) contains the Schwartz d space S(R ), any Schwartz function is suitable, but also compactly supported functions having an integrable Fourier transform (such as a trapezoidal or triangular function) are suitable. It is convenient to use the Gaussian as a window.
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize M1 S d Basic properties of = 0(R )
Lemma
d Let f ∈ S0(R ), then the following holds: d d d (1) π(u, η)f ∈ S0(R ) for (u, η) ∈ R × Rb , and
kπ(u, η)f kS0 = kf kS0 . ˆ S d ˆ (2) f ∈ 0(R ), and kf kS0 = kf kS0 . S d In fact, 0(R ), k · kS0 is the smallest non-trivial Banach space with this property, and therefore contained in any of the Lp-spaces (and their Fourier images).
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize Various Function Spaces
FL1
SINC L2
box S0 L2
FL1 L1
Figure: The usual Lebesgues space, the Fourier algebra, and S d the Segal algebra 0(R ) inside all these spaces
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize BANACH GELFAND TRIPLES: a new category
Definition A triple, consisting of a Banach space (B, k · kB ), which is densely embedded into some Hilbert space H, which in turn is contained in B0 is called a Banach Gelfand triple.
Definition B B0 B B0 If ( 1, H1, 1) and ( 2, H2, 2) are Gelfand triples then a linear operator T is called a [unitary] Gelfand triple isomorphism if
1 A is an isomorphism between B1 and B2.
2 A is [unitary] isomorphism between H1 and H2. ∗ 3 A extends to a weak isomorphism as well as a norm-to-norm B0 B0 continuous isomorphism between 1 and 2.
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize A schematic description: the simplified setting
In our picture this simple means that the inner “kernel” is mapped into the ”kernel”, the Hilbert space to the Hilbert space, and at the outer level two types of continuity are valid (norm and w ∗)!
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize The prototypical examples over the torus
In principle every CONB (= complete orthonormal basis) Ψ = (ψi )i∈I for a given Hilbert space H can be used to establish such a unitary isomorphism, by choosing as B the space of elements within H which have an absolutely convergent expansion, P i.e. satisfy i∈I |hx, ψi i| < ∞. For the case of the Fourier system as CONB for H = L2([0, 1]), i.e. the corresponding definition is already around since the times of N. Wiener: A(T), the space of absolutely continuous Fourier series. It is also not surprising in retrospect to see that the dual 0 space PM(T) = A(T) is space of pseudo-measures. One can extend the classical Fourier transform to this space, and in fact interpret this extended mapping, in conjunction with the classical Plancherel theorem as the first unitary Banach Gelfand triple 2 1 2 ∞ isomorphism, between (A, L , PM)(T) and (` , ` , ` )(Z).
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize The Fourier transform as BGT automorphism
d The Fourier transform F on R has the following properties: d d 1 F is an isomorphism from S0(R ) to S0(Rb ), 2 d 2 d 2 F is a unitary map between L (R ) and L (Rb ), 3 F is a weak* (and norm-to-norm) continuous bijection from S0 d S0 d 0(R ) onto 0(Rb ). Furthermore, we have that Parseval’s formula
hf , gi = hfb, gbi (4) S d S0 d is valid for (f , g) ∈ 0(R ) × 0(R ), and therefore on each level S L2 S0 d of the Gelfand triple ( 0, , 0)(R ).
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize A pictorial presentation of the BGTr morphism
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Figure: Note: there are three layers of the mapping, but four topological conditions! Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize Interpretation of key properties of the Fourier transform
Engineers and theoretical physicists tend to think of the Fourier transform as a change of basis, from the continuous, orthonormal
system of Dirac measures( δx )x∈Rd to the CONB (χs )s∈Rd . Books on quantum mechanics use such a terminology, admitting that these elements are “slightly outside the usual Hilbert space 2 d L (R )”, calling them “elements of the physical Hilbert space” (see e.g. R. Shankar’s book on Quantum Physics). Within the context of BGTs we can give such formal expressions a meaning: The Fourier transform maps pure frequencies to Dirac measures:
χcs = δs and δbx = χ−x . ∗ S0 d Given the w -totality if both of these systems within 0(R ) we can now claim: The Fourier transform is the unique S L2 S0 d BGT-automorphism for ( 0, , 0)(R ) with this property!
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize Some concrete computations (M.DeGosson: Wigner Transform)
n For φ ∈ S(R ) the short-time Fourier transform (STFT) Vφ with 0 n window φ is defined, for ψ ∈ S (R ), by Z −2πip·x0 0 0 0 Vφψ(z) = e ψ(x )φ(x − x)dx . (5) Rn The STFT is related to a well-known object from quantum mechanics, the cross-Wigner transform W (ψ, φ), defined by Z 1 n − i p·y 1 1 W (ψ, φ)(z) = e ~ ψ(x + y)φ(x − y)dy. (6) 2π~ 2 2 Rn In fact, a tedious but straightforward calculation shows that
2i q 2 n/2 p·x √ 2 W (ψ, φ)(z) = π e ~ VφX√ ψ 2π (z π ) (7) ~ 2π~ ~ ~ √ where ψ√ (x) = ψ(x 2π ) and φX(x) = φ(−x); 2π~ ~ Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize
This formula can be reversed to yield: q 2 −n/2 −iπp·x √ ∨ π~ Vφψ(z) = e W (ψ , φ √ )(z ). (8) π~ 1/ 2π~ 1/ 2π~ 2 In particular, taking ψ = φ one gets the following formula for the usual Wigner transform: q 2 n/2 2i p·x 2 W ψ(z) = e ~ V (ψ )(z ). π~ ψ1 2 π~
with ψ = ψX√ and ψ = ψ√ . 1 2π~ 2 2π~
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize
Another reference is the book of K. Gr¨ochenig[6], which contains (in the terminology used there) in Lemma 4.3.1 the following formula, using the convention g X(x) = g(−x):
d 4πixω W (f , g)(x, ω) = 2 e Vg X f (2x, 2ω). (9)
Charly (in [6]) also provides the folloing covariance property
W (TuMηf ) = Wf (x − u, ω − η). (10)
W (fˆ, gˆ)(x, ω) = W (f , g)(−ω, x). (11)
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize S d Usefulness of 0(R ) in Fourier Analysis
Most consequences result form the following inclusion relations:
1 d d d L (R ) ∗ S0(R ) ⊆ S0(R ); (12)
1 d d d FL (R ) · S0(R ) ⊆ S0(R ); (13) S0 d S d S d S d ( 0(R ) ∗ 0(R )) · 0(R ) ⊆ 0(R ); (14) S0 d S d S d S d ( 0(R ) · 0(R )) ∗ 0(R ) ⊆ 0(R ); (15) S d S d S 2d 0(R )⊗b 0(R ) = 0(R ). (16)
d 1 S0(R ) is a valid domain of Poisson’s formula; d 2 all the classical Fourier summability kernels are in S0(R ); d 3 the elements g ∈ S0(R ) are the natural building blocks for Gabor expansions;
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize The Banach Gelfand Triple
S L2 S0 d The Banach Gelfand Triple( 0, , 0)(R ) is for many applications in theoretical physics and engineering, but also for Abstract Harmonic Analysis a good replacement for the Schwartz Gelfand Triple( S, L2, S0). Lemma S0 S S S S0 S S S ( 0 ∗ 0) · 0 ⊆ 0, ( 0 · 0) ∗ 0 ⊆ 0, (17) S d Clearly 0(R ), k · kS0 is a Banach space and NOT a nuclear Frechet space, but still there is a kernel theorem! d The main exception are applications to PDE where S0(R ) is not well suited, but there is a family of so-called modulation spaces which allows also to overcome this problem, and even go for the theory of ultra-distributions, putting weighted L1-norms on the STFT (see [6] for a first glimpse!).
Hans G. Feichtinger A Function Space defined by the Wigner Transform and is Applications Introduction History Time-Frequency Analysis FT on SOPRd Kernel Theorem Various MATLAB illustrations Spectrograms bibliography Nobel Prize A large variety of characterizations