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An improved non-uniform fast Fourier transform method for radio imaging of coronal mass ejections
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作者 Weidan Zhang Bing Wang +3 位作者 Zhao Wu Shuwang Chang Yao Chen Fabao Yan 《Astronomical Techniques and Instruments》 CSCD 2024年第2期117-127,共11页
Radioheliographs can obtain solar images at high temporal and spatial resolution,with a high dynamic range.These are among the most important instruments for studying solar radio bursts,understanding solar eruption ev... Radioheliographs can obtain solar images at high temporal and spatial resolution,with a high dynamic range.These are among the most important instruments for studying solar radio bursts,understanding solar eruption events,and conducting space weather forecasting.This study aims to explore the effective use of radioheliographs for solar observations,specifically for imaging coronal mass ejections(CME),to track their evolution and provide space weather warnings.We have developed an imaging simulation program based on the principle of aperture synthesis imaging,covering the entire data processing flow from antenna configuration to dirty map generation.For grid processing,we propose an improved non-uniform fast Fourier transform(NUFFT)method to provide superior image quality.Using simulated imaging of radio coronal mass ejections,we provide practical recommendations for the performance of radioheliographs.This study provides important support for the validation and calibration of radioheliograph data processing,and is expected to profoundly enhance our understanding of solar activities. 展开更多
关键词 Radio interference GRIDDING IMAGING Non-uniform fast fourier transform
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A Deepfake Detection Algorithm Based on Fourier Transform of Biological Signal
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作者 Yin Ni Wu Zeng +2 位作者 Peng Xia Guang Stanley Yang Ruochen Tan 《Computers, Materials & Continua》 SCIE EI 2024年第6期5295-5312,共18页
Deepfake-generated fake faces,commonly utilized in identity-related activities such as political propaganda,celebrity impersonations,evidence forgery,and familiar fraud,pose new societal threats.Although current deepf... Deepfake-generated fake faces,commonly utilized in identity-related activities such as political propaganda,celebrity impersonations,evidence forgery,and familiar fraud,pose new societal threats.Although current deepfake generators strive for high realism in visual effects,they do not replicate biometric signals indicative of cardiac activity.Addressing this gap,many researchers have developed detection methods focusing on biometric characteristics.These methods utilize classification networks to analyze both temporal and spectral domain features of the remote photoplethysmography(rPPG)signal,resulting in high detection accuracy.However,in the spectral analysis,existing approaches often only consider the power spectral density and neglect the amplitude spectrum—both crucial for assessing cardiac activity.We introduce a novel method that extracts rPPG signals from multiple regions of interest through remote photoplethysmography and processes them using Fast Fourier Transform(FFT).The resultant time-frequency domain signal samples are organized into matrices to create Matrix Visualization Heatmaps(MVHM),which are then utilized to train an image classification network.Additionally,we explored various combinations of time-frequency domain representations of rPPG signals and the impact of attention mechanisms.Our experimental results show that our algorithm achieves a remarkable detection accuracy of 99.22%in identifying fake videos,significantly outperforming mainstream algorithms and demonstrating the effectiveness of Fourier Transform and attention mechanisms in detecting fake faces. 展开更多
关键词 Deepfake detector remote photoplethysmography fast fourier transform spatial attention mechanism
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Performance of Continuous Wavelet Transform over Fourier Transform in Features Resolutions
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作者 Michael K. Appiah Sylvester K. Danuor Alfred K. Bienibuor 《International Journal of Geosciences》 CAS 2024年第2期87-105,共19页
This study presents a comparative analysis of two image enhancement techniques, Continuous Wavelet Transform (CWT) and Fast Fourier Transform (FFT), in the context of improving the clarity of high-quality 3D seismic d... This study presents a comparative analysis of two image enhancement techniques, Continuous Wavelet Transform (CWT) and Fast Fourier Transform (FFT), in the context of improving the clarity of high-quality 3D seismic data obtained from the Tano Basin in West Africa, Ghana. The research focuses on a comparative analysis of image clarity in seismic attribute analysis to facilitate the identification of reservoir features within the subsurface structures. The findings of the study indicate that CWT has a significant advantage over FFT in terms of image quality and identifying subsurface structures. The results demonstrate the superior performance of CWT in providing a better representation, making it more effective for seismic attribute analysis. The study highlights the importance of choosing the appropriate image enhancement technique based on the specific application needs and the broader context of the study. While CWT provides high-quality images and superior performance in identifying subsurface structures, the selection between these methods should be made judiciously, taking into account the objectives of the study and the characteristics of the signals being analyzed. The research provides valuable insights into the decision-making process for selecting image enhancement techniques in seismic data analysis, helping researchers and practitioners make informed choices that cater to the unique requirements of their studies. Ultimately, this study contributes to the advancement of the field of subsurface imaging and geological feature identification. 展开更多
关键词 Continuous Wavelet transform (CWT) fast fourier transform (fft) Reservoir Characterization Tano Basin Seismic Data Spectral Decomposition
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量化噪声对插值fast Fourier transform谐波估计的影响 被引量:5
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作者 陈晗霄 刘红星 王元庆 《南京大学学报(自然科学版)》 CAS CSCD 北大核心 2009年第4期473-481,共9页
插值fast Fourier transform(FFT)算法是对谐波频率、幅度和相位三参数进行精确估计的常见方法.信号中的噪声无疑会影响插值FFT算法的谐波估计结果.有文献讨论过信号中的白噪声对插值FFT算法谐波估计结果的影响,尚没有文献讨论过A/D(ana... 插值fast Fourier transform(FFT)算法是对谐波频率、幅度和相位三参数进行精确估计的常见方法.信号中的噪声无疑会影响插值FFT算法的谐波估计结果.有文献讨论过信号中的白噪声对插值FFT算法谐波估计结果的影响,尚没有文献讨论过A/D(analog-to-digital)量化噪声对插值FFT算法谐波估计结果的影响.本文首先对插值FFT谐波估计算法做了简单介绍,接着对A/D量化噪声的特点进行了分析研究.在此基础上,仔细研究了量化噪声对插值FFT谐波估计方法的影响程度——给出了计算模型、进行了大量仿真计算、得出了量化噪声对谐波频率、幅度和相位3参数估计结果影响程度的结论.相信所得结论对电路设计中的A/D器件、信号调理器件等的选型有指导意义. 展开更多
关键词 量化噪声 插值fast fourier transform 谐波估计 影响
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基于插值fast Fourier transform谐波分析的桥梁状态评估方法 被引量:7
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作者 王俊 刘红星 《南京大学学报(自然科学版)》 CAS CSCD 北大核心 2009年第4期482-487,共6页
桥梁的环境振动信号包含了各种环境噪声成分,如何从噪声影响中提取桥梁的真实自振频率,并进行桥梁状态评估是亟待解决的问题.本文对环境激励下的大跨桥梁响应信号进行了研究,根据环境激励在低频段近于平白噪声以及线性系统在环境激励下... 桥梁的环境振动信号包含了各种环境噪声成分,如何从噪声影响中提取桥梁的真实自振频率,并进行桥梁状态评估是亟待解决的问题.本文对环境激励下的大跨桥梁响应信号进行了研究,根据环境激励在低频段近于平白噪声以及线性系统在环境激励下,各输出点测量信号之间相关函数与结构的脉冲响应函数具有相同的数学表达式——均是主频正弦函数的叠加这一特点,建立了插值fast Fourier transform(FFT)频谱校正技术分析各测点相关函数的方法.该方法能在白噪声背景下精确提取桥梁振动频率、幅度和相位等模态参数,简单实用,不仅能在线识别参数,而且对桥梁单点激励和多点同时激励均适用.将校正后的主频与三维有限元计算结果相对比,能对桥梁结构整体状态和工作性能进行评估.最后,一座实桥动力试验和计算结果证明了该方法的能有效用于运营条件下桥梁状态的评估. 展开更多
关键词 频谱校正技术 频率 桥梁状态评估
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Fast GNSS Acquisition Algorithm Based on SFFT with High Noise Immunity 被引量:1
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作者 Haoran Zhang Ying Xu +1 位作者 Ruidan Luo Yi Mao 《China Communications》 SCIE CSCD 2023年第5期70-83,共14页
The Global Navigation Satellite System(GNSS)has been widely used in various fields.To achieve positioning,the receiver must first lock the satellite signal.This is a complicated and expensive process that consumes a l... The Global Navigation Satellite System(GNSS)has been widely used in various fields.To achieve positioning,the receiver must first lock the satellite signal.This is a complicated and expensive process that consumes a lot of resources of the receiver.For this reason,this paper proposes a new fast acquisition algorithm with High Signal-tonoise ratio(SNR)performance based on sparse fast Fourier transform(HSFFT).The algorithm first replaces the IFFT process of the traditional parallel code phase capture algorithm with inverse sparse fast Fourier transform(ISFFT)with better computing performance,and then uses linear search combined with code phase discrimination to replace the positioning loop and the estimation loop with poor noise immunity in ISFFT.Theoretical analysis and simulation results show that,compared with the existing SFFT parallel code phase capture algorithm,the calculation amount of this algorithm is reduced by 19%,and the SNR performance is improved by about 5dB.Compared with the classic FFT parallel code phase capture algorithm,the calculation amount of the algorithm in this paper is reduced by 43%,and when the capture probability is greater than 95%,the SNR performance of the two is approximately the same. 展开更多
关键词 fast capture SNR sparse fast fourier transform HashMap
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基于双窗全相位FFT的变流器阻抗高精度辨识新方法 被引量:1
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作者 周海龙 《电气自动化》 2024年第2期109-112,共4页
为了提高变流器阻抗辨识精度,提出将布莱克曼双窗全相位快速傅里叶变换算法应用于并网变流器输出阻抗高精度辨识之中。首先,建立了dq坐标系下的三相并网变流器的dq阻抗模型;其次,基于原理分析论证了所提方法具有优良的频谱泄漏抑制性能... 为了提高变流器阻抗辨识精度,提出将布莱克曼双窗全相位快速傅里叶变换算法应用于并网变流器输出阻抗高精度辨识之中。首先,建立了dq坐标系下的三相并网变流器的dq阻抗模型;其次,基于原理分析论证了所提方法具有优良的频谱泄漏抑制性能以及较强的抗噪能力,特别适合于在施加小扰动信号背景下非线性特性较强的并网变流器输出阻抗的高精度辨识,并给出变流器阻抗辨识流程;最后,通过仿真试验,验证了方法的优越性。基于布莱克曼双窗全相位快速傅里叶变换的阻抗辨识方法,相比传统方法能以更高的精度辨识出变流器输出阻抗。 展开更多
关键词 频谱泄漏 阻抗辨识 并网变流器 全相位快速傅里叶变换 小扰动
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A fast acquisition method of DSSS signals using differential decoding and fast Fourier transform 被引量:2
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作者 杨伟君 张朝杰 +2 位作者 金小军 金仲和 徐兆斌 《Journal of Central South University》 SCIE EI CAS 2013年第5期1285-1291,共7页
In low earth orbit (LEO) satellite or missile communication scenarios, signals may experience extremely large Doppler shifts and have short visual time. Thus, direct sequence spread spectrum (DSSS) systems should be a... In low earth orbit (LEO) satellite or missile communication scenarios, signals may experience extremely large Doppler shifts and have short visual time. Thus, direct sequence spread spectrum (DSSS) systems should be able to achieve acquisition in a very short time in spite of large Doppler frequencies. However, the traditional methods cannot solve it well. This work describes a new method that uses a differential decoding technique for Doppler mitigation and a batch process of FFT (fast Fourier transform) and IFFT (invert FFT) for the purpose of parallel code phase search by frequency domain correlation. After the code phase is estimated, another FFT process is carried out to search the Doppler frequency. Since both code phase and Doppler frequency domains are searched in parallel, this architecture can provide acquisition fifty times faster than conventional FFT methods. The performance in terms of the probability of detection and false alarm are also analyzed and simulated, showing that a signal-to-noise ratio (SNR) loss of 3 dB is introduced by the differential decoding. The proposed method is an efficient way to shorten the acquisition time with slightly hardware increasing. 展开更多
关键词 low earth orbit (LEO) satellite spread spectrum fast acquisition fast fourier transform (fft Doppler mitigation
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脉冲相干激光测风FFT和fCWT融合算法的研究
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作者 邓旭锋 冯振中 +5 位作者 汤磊 尹微 王云石 范琪 周鼎富 黄自力 《激光杂志》 CAS 北大核心 2024年第7期78-84,共7页
在脉冲相干激光雷达测风中,广泛使用的FFT算法运算简便快速,但测风的距离分辨率难以进一步提高,而连续小波变换(CWT)等时频分析方法具有时频精细分析能力,但计算实时性差,提出了一种结合FFT和快速连续小波变换(fCWT)优势的融合算法,算... 在脉冲相干激光雷达测风中,广泛使用的FFT算法运算简便快速,但测风的距离分辨率难以进一步提高,而连续小波变换(CWT)等时频分析方法具有时频精细分析能力,但计算实时性差,提出了一种结合FFT和快速连续小波变换(fCWT)优势的融合算法,算法继承了CWT精细分析能力,而运算速度显著加快。通过对融合算法以及CWT、FFT算法就雷达测风仿真数据及实测数据进行对比,融合算法及CWT和FFT算法绘制的风速曲线趋势一致,但具有更丰富细节,融合算法计算时间相比CWT算法减少了45%以上。此融合算法为提高脉冲相干激光测风雷达测风性能提供了一种新思路。 展开更多
关键词 激光测风 傅里叶变换 快速连续小波变换 线性拟合 大气分层模型
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Cardiac arrhythmias detection in an ECG beat signal using fast fourier transform and artificial neural network 被引量:4
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作者 Himanshu Gothwal Silky Kedawat Rajesh Kumar 《Journal of Biomedical Science and Engineering》 2011年第4期289-296,共8页
Cardiac Arrhythmias shows a condition of abnor-mal electrical activity in the heart which is a threat to humans. This paper presents a method to analyze electrocardiogram (ECG) signal, extract the fea-tures, for the c... Cardiac Arrhythmias shows a condition of abnor-mal electrical activity in the heart which is a threat to humans. This paper presents a method to analyze electrocardiogram (ECG) signal, extract the fea-tures, for the classification of heart beats according to different arrhythmias. Data were obtained from 40 records of the MIT-BIH arrhythmia database (only one lead). Cardiac arrhythmias which are found are Tachycardia, Bradycardia, Supraventricular Tachycardia, Incomplete Bundle Branch Block, Bundle Branch Block, Ventricular Tachycardia. A learning dataset for the neural network was obtained from a twenty records set which were manually classified using MIT-BIH Arrhythmia Database Directory and docu- mentation, taking advantage of the professional experience of a cardiologist. Fast Fourier transforms are used to identify the peaks in the ECG signal and then Neural Networks are applied to identify the diseases. Levenberg Marquardt Back-Propagation algorithm is used to train the network. The results obtained have better efficiency then the previously proposed methods. 展开更多
关键词 CARDIAC ARRHYTHMIAS Neural Network ELECTROCARDIOGRAM (ECG) fast fourier transform (fft)
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一种基于CNN与FFT‑ELM的输电线路故障识别与定位方法 被引量:2
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作者 裴东锋 刘勇 +3 位作者 闫柯柯 郭威 宋福如 田志杰 《电力科学与技术学报》 CAS CSCD 北大核心 2024年第1期164-170,共7页
及时、准确地检测输电线路故障类型与位置是提高电力系统可靠性最重要的问题之一,为此提出一种基于卷积神经网络(convolutional neural networks,CNN)与基于快速傅里叶变换(fast Fourier transform,FFT)的极限学习机(extreme learning m... 及时、准确地检测输电线路故障类型与位置是提高电力系统可靠性最重要的问题之一,为此提出一种基于卷积神经网络(convolutional neural networks,CNN)与基于快速傅里叶变换(fast Fourier transform,FFT)的极限学习机(extreme learning machine,ELM)分类模型并行的输电线路故障识别及定位方法。首先,以故障电压时序图作为输入,构建CNN;然后,利用FFT将时域故障电压数据分解,提取各频段的电压峰值与相角作为故障特征样本;接着,以提取的故障特征样本集作为输入,构建ELM网络;最后,通过特征融合层将2个神经网络进行融合,输出故障类型和定位结果。实验结果表明,此方法对输电线路故障识别的准确率为99.95%、故障定位误差在500 m以内、平均误差为263.5 m,可靠性优于其他模型。 展开更多
关键词 故障识别及定位 输电线路 并行神经网络 卷积神经网络 快速傅里叶变换 极限学习机
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A high performance fast-Fourier-transform spectrum analyzer for measuring spin noise spectrums 被引量:1
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作者 Yu Tong Lin Wang +5 位作者 Wen-Zhe Zhang Ming-Dong Zhu Xi Qin Min Jiang Xing Rong Jiangfeng Du 《Chinese Physics B》 SCIE EI CAS CSCD 2020年第9期259-266,共8页
A high performance fast-Fourier-transform (FFT) spectrum analyzer, which is developed for measure spin noise spectrums, is presented in this paper. The analyzer is implemented with a field-programmable-gate-arrays (FP... A high performance fast-Fourier-transform (FFT) spectrum analyzer, which is developed for measure spin noise spectrums, is presented in this paper. The analyzer is implemented with a field-programmable-gate-arrays (FPGA) chip for data and command management. An analog-to-digital-convertor chip is integrated for analog signal acquisition. In order to meet the various requirements of measuring different types of spin noise spectrums, multiple operating modes are designed and realized using the reprogrammable FPGA logic resources. The FFT function is fully managed by the programmable resource inside the FPGA chip. A 1 GSa/s sampling rate and a 100 percent data coverage ratio with non-dead-time are obtained. 30534 FFT spectrums can be acquired per second, and the spectrums can be on-board accumulated and averaged. Digital filters, multi-stage reconfigurable data reconstruction modules, and frequency down conversion modules are also implemented in the FPGA to provide flexible real-time data processing capacity, thus the noise floor and signals aliasing can be suppressed effectively. An efficiency comparison between the FPGA-based FFT spectrum analyzer and the software-based FFT is demonstrated, and the high performance FFT spectrum analyzer has a significant advantage in obtaining high resolution spin noise spectrums with enhanced efficiency. 展开更多
关键词 fast fourier transform spectrum analyzer field-programmable-gate-arrays(FPGA) spin noise spectrum
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Comparison of computation time for estimation of dominant frequency of atrial electrograms: Fast fourier transform, blackman tukey, autoregressive and multiple signal classification 被引量:1
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作者 Anita Ahmad Fernando Soares Schlindwein Ghulam André Ng 《Journal of Biomedical Science and Engineering》 2010年第9期843-847,共5页
Dominant frequency (DF) of electrophysiological data is an effective approach to estimate the activation rate during Atrial Fibrillation (AF) and it is important to understand the pathophysiology of AF and to help sel... Dominant frequency (DF) of electrophysiological data is an effective approach to estimate the activation rate during Atrial Fibrillation (AF) and it is important to understand the pathophysiology of AF and to help select candidate sites for ablation. Frequency analysis is used to find and track DF. It is important to minimize the catheter insertion time in the atria as it contributes to the risk for the patients during this procedure, so DF estimation needs to be obtained as quickly as possible. A comparison of computation tim- es taken for spectrum estimation analysis is presented in this paper. Fast Fourier Transform (FFT), Blackman-Tukey (BT), Autoregressive (AR) and Multiple Signal Classification (MUSIC) methods are used to obtain the frequency spectrum of the signals. The time to produce DF was measured for each method. The method which takes the shortest time for analysis is selected for real time application purpose. 展开更多
关键词 fast fourier transform Blackman-Tukey AUTOREGRESSIVE MUSIC Frequency Analysis
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大点数FFT在“申威26010”上的并行优化
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作者 郭俊 刘鹏 +2 位作者 杨昕遥 张鲁飞 吴东 《浙江大学学报(工学版)》 EI CAS CSCD 北大核心 2024年第1期78-86,共9页
根据“神威·太湖之光”超级计算机所用国产“申威26010”处理器的架构特点和编程规范,提出针对大点数FFT的众核并行优化方案.该方案源自经典的Cooley-Tukey FFT算法,通过将一维大点数数据迭代分解为二维小规模矩阵进行并行加速.为... 根据“神威·太湖之光”超级计算机所用国产“申威26010”处理器的架构特点和编程规范,提出针对大点数FFT的众核并行优化方案.该方案源自经典的Cooley-Tukey FFT算法,通过将一维大点数数据迭代分解为二维小规模矩阵进行并行加速.为了解决矩阵“列FFT”的读写、转置和计算问题,提出“列均分-行连续”的读写策略,通过对数据进行合理的分配、重排、交换,结合SIMD向量化、旋转因子优化、双缓冲、寄存器通信、跨步传输等优化手段,充分利用了众核处理器的计算资源和传输带宽.实验结果显示,单核组64从核并行程序较主核运行FFTW库,可以达到最高65x、平均48x以上的加速比. 展开更多
关键词 神威·太湖之光 申威26010 快速傅里叶变换 Cooley-Tukey算法 众核并行
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可扩展架构的超大点数FFT处理器设计
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作者 王江 吴佳 《现代雷达》 CSCD 北大核心 2024年第5期54-59,共6页
面向合成孔径雷达、遥感、电子对抗等领域研究了一款高性能的超大点数快速傅里叶变换(FFT)处理器。文中提出了一种可扩展架构,即针对不同的应用场景可以动态实时调整FFT算法的基数以及处理点数;存储器划分为16个存储模块,可以通过产生... 面向合成孔径雷达、遥感、电子对抗等领域研究了一款高性能的超大点数快速傅里叶变换(FFT)处理器。文中提出了一种可扩展架构,即针对不同的应用场景可以动态实时调整FFT算法的基数以及处理点数;存储器划分为16个存储模块,可以通过产生无冲突地址进行访问,输出与输入数据帧可以共享同一存储器,具备高效存储器特征。FFT运算采用并行流水线排布,当采用高基算法时,可高并行度访问存储器,实现并行计算,从而获得明显的实时性优势。FFT各级运算采用循环移位寄存器产生地址,以保证蝶算单元输入数据的抽取间隔,并在最后一级输出时进行循环移位寄存器反转操作产生地址,实现输入输出共享存储器。所提设计方法规整、高效、适用范围广泛,便于现场可编程逻辑器件以及集成电路实施,并且也将持续受益于存储器工艺的提升。 展开更多
关键词 快速傅里叶变换 并行计算 可扩展架构 高效存储器 流水线
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A sapphire fibre thermal probe based on fast Fourier transform and phase-lock loop
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作者 王平田 王冬生 +1 位作者 葛文谦 崔立超 《Chinese Physics B》 SCIE EI CAS CSCD 2006年第5期975-979,共5页
A sapphire fibre thermal probe with Cr^3+ ion-doped end is developed by using the laser heated pedestal growth method. The fluorescence thermal probe offers advantages of compact structure, high performance and abili... A sapphire fibre thermal probe with Cr^3+ ion-doped end is developed by using the laser heated pedestal growth method. The fluorescence thermal probe offers advantages of compact structure, high performance and ability to withstand high temperature in a detection range from room temperature to 450℃. Based on the fast Fourier transform (FFT), the fluorescence lifetime is obtained from the tangent function of phase angle of the non-zeroth terms in the FFT result. This method has advantages such as quick calculation, high accuracy and immunity to the background noise. This FFT method is compared with other traditional fitting methods, indicating that the standard deviation of the FFT method is about half of that of the Prony method and about 1/6 of that of the log-fit method. And the FFT method is immune to the background noise involved in a signal. So, the FFT method is an excellent way of processing signals. In addition, a phase-lock amplifier can effectively suppress the noise. 展开更多
关键词 fluorescence thermometer fast fourier transform phase-lock loop sapphire optical fibre
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Combining Cubic Spline Interpolation and Fast Fourier Transform to Extend Measuring Range of Reflectometry
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作者 Ju Cheng Jian Lu +7 位作者 Hong-Chao Zhang Feng Lei Maryam Sardar Xin-Tian Bian Fen Zuo Zhong-Hua Shen Xiao-Wu Ni Jin Shi 《Chinese Physics Letters》 SCIE CAS CSCD 2018年第5期20-24,共5页
The reflectometry is a common method used to measure the thickness of thin films. Using a conventional method,its measurable range is limited due to the low resolution of the current spectrometer embedded in the refle... The reflectometry is a common method used to measure the thickness of thin films. Using a conventional method,its measurable range is limited due to the low resolution of the current spectrometer embedded in the reflectometer.We present a simple method, using cubic spline interpolation to resample the spectrum with a high resolution,to extend the measurable transparent film thickness. A large measuring range up to 385 m in optical thickness is achieved with the commonly used system. The numerical calculation and experimental results demonstrate that using the FFT method combined with cubic spline interpolation resampling in reflectrometry, a simple,easy-to-operate, economic measuring system can be achieved with high measuring accuracy and replicability. 展开更多
关键词 FIGURE fft Combining Cubic Spline Interpolation and fast fourier transform to Extend Measuring Range of Reflectometry
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Fast Fourier Transform Approximation of Foreign Currency Option Pricing Based on Exponential Lévy Model
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作者 陈旭 万建平 《Journal of Southwest Jiaotong University(English Edition)》 2007年第3期261-270,共10页
To study the approximation of foreign currency option prices when the underlying assets' price dynamics are described by exponential Lévy processes, the convolution representations for option pricing formulas we... To study the approximation of foreign currency option prices when the underlying assets' price dynamics are described by exponential Lévy processes, the convolution representations for option pricing formulas were given, and then the fast Fourier transform (FFT) algorithm was used to get the approximate values of option prices. Finally, a numerical example was given to demonstrate the calculate steps to the option price by FFT. 展开更多
关键词 Exponential Lévy model Bilateral Laplace transformation Measure change Foreign currency options fast fourier transform
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基于置零点窗函数的电力谐波FFT分析方法
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作者 李博 尹家悦 +2 位作者 李波 肖勇 曹敏 《电测与仪表》 北大核心 2024年第9期197-203,共7页
基于快速傅里叶变换(fast Fourier transform,FFT)的电力谐波算法,受到栅栏效应与非同步采样频谱泄露的影响,测量精度有待进一步提高。加窗和插值修正算法是改善FFT谐波参数测量准确度的有效方法。文章在置零点余弦窗的旁瓣特性和多项... 基于快速傅里叶变换(fast Fourier transform,FFT)的电力谐波算法,受到栅栏效应与非同步采样频谱泄露的影响,测量精度有待进一步提高。加窗和插值修正算法是改善FFT谐波参数测量准确度的有效方法。文章在置零点余弦窗的旁瓣特性和多项拟合插值算法基础上,提出置零点余弦窗FFT的电力谐波分析方法。根据谐波特点设计不同的余弦窗函数,由于窗函数的设计具有灵活性,针对某一种窗函数的插值算法不再适用,因此给出了更具一般性的双谱线和三谱线插值修正公式,为基于FFT的谐波分析提供新的方法。对旁瓣特性以及各次谐波的频率、幅度、相位的测量算法进行仿真分析,通过与经典的Hanning窗、Nuttal窗、Rife-Vincent窗的比较验证了所提方法具有更高的谐波参数分析精度。 展开更多
关键词 置零点余弦窗 插值 谐波分析 快速傅里叶变换
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Fast Fourier Transform of Multi-Assets Options under Economic Recession Induced Uncertainties
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作者 Philip Ajibola Bankole Olabisi O. Ugbebor 《American Journal of Computational Mathematics》 2019年第3期143-157,共15页
A Fast Fourier transform approach has been presented by Carr & Madan (2009) on a single underlying asset. In this current research paper, we present fast Fourier transform algorithm for the valuation of Multi-asse... A Fast Fourier transform approach has been presented by Carr & Madan (2009) on a single underlying asset. In this current research paper, we present fast Fourier transform algorithm for the valuation of Multi-asset Options under Economic Recession Induced Uncertainties. The issue of multi-dimension in both finite and infinite case of Options is part of the focus of this research. The notion of economic recession was incorporated. An intuition behind the introduction of recession induced volatility uncertainty is revealed by huge volatility variation during the period of economic recession compared to the period of recession-free. Nigeria economic recession outbreak in 2016 and its effects on the uncertainty of the payoffs of Nigeria Stocks Exchange (NSE) among other investments was among the motivating factors for proposing economic recession induced volatility in options pricing. The application of the proposed Fast Fourier Transform algorithm in handling multi-assets options was shown. A new result on options pricing was achieved and capable of yielding efficient option prices during and out of recession. Numerical results were presented on assets in 3-dimensions as an illustration taking Black Scholes prices as a bench mark for method effectiveness comparison. The key findings of this research paper among other crucial contributions could be seen in computational procedure of options valuation in multi-dimensions and uncertainties in options payoffs under the exposure of economic recession. 展开更多
关键词 fast fourier transform (fft) Multi-Assets Finite and Infinite Dimension of ASSETS Economic RECESSION VOLATILITY Change European OPTIONS
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