Iterative execution of discrete and inverse discrete Fourier transforms with applications for signal denoising via sparsification
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We describe a family of iterative algorithms that involve the repeated execution of discrete and inverse discrete Fourier transforms. One interesting member of this family is motivated by the discrete Fourier transform uncertainty principle and involves the application of a sparsification operation to both the time domain and frequency domain data with convergence obtained when time domain sparsity hits a stable pattern. This sparsification variant has practical utility for signal denoising, in particular the recovery of a periodic spike signal in the presence of Gaussian noise. General convergence properties and denoising performance are demonstrated using simulation studies. We are not aware of prior work on such iterative Fourier transformation algorithms and are posting this short paper in part to solicit feedback from others in the field who may be familiar with similar techniques.
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