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Brigham EO. The Fast Fourier Transform. Englewood-Cliffs, NJ: Prentice-Hall, 1974.

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Optimal Portfolios When Stock Prices Follow an Exponential.. - Emmer, Klüppelberg (2002)   (1 citation)  (Correct)

.... iu(k n=2) x g( k n=2) x) x = xe iun x=2 g( k n=2) x) 20 For g k : g( k n=2) x) k = 0; n 1, this is the discrete Fourier transform of the complex sequence (g k ) and can be calculated by the FFT algorithm for u k = 2 k= n x) k = 0; n 1, simultaneously (see e.g. Brigham [10], Chapter 10) This yields an approximation for M W ( V . By the inverse FFT we obtain the density f 1 and from this we can calculate quantiles. By in nite divisibility we calculate M(T) W (T) V (T ) M W ( V and obtain f T for any T 0. In the normal approximation case the ....

Brigham, E.O. (1974) The Fast Fourier Transform. Prentice-Hall. Englewood Cli s, N.J..


Risk Management with Extreme Value Theory - Klüppelberg (2002)   (Correct)

.... iu(k n=2) x g( k n=2) x) x = xe iun x=2 g( k n=2) x) For g k : g( k n=2) x) k = 0; n 1, the sum is the discrete Fourier transform of the complex numbers g k and can be calculated by the FFT algorithm for u k = 2 k= n x) k = 0; n 1, simultaneously (see e.g. Brigham [20], Chapter 10) This results in an approximation for in (5.43) By the inverse FFT we obtain the density of M (T ) f W (T ) 54 Example 5.24. Exponential Brownian motion with jumps] Here the L evy process is the sum of a Brownian motion with drift ( W (t) t) t 0 , and a compound Poisson ....

Brigham, E.O. (1974) The Fast Fourier Transform. Prentice-Hall. Englewood Cli s, N.J.


A Rotation Invariant Approach On Static-Gesture.. - Wysoski, Lamar.. (2002)   (Correct)

....methods present rotation invariance characteristic. Table 1 Experiments description The first experiment used FFT frequencies as features. Fourier transform was used due its time shifting property that can be stated as: A shift in time does not alter the magnitude of the Fourier coefficients [13]. Hence, any alignment algorithm needs to be used. Despite Fourier transform aligned the vectors, the classifiers showed be submitted to a more difficult task, mainly because most of the signal energy is presented in low frequencies in the Fourier spectrum. Using multilayer perceptron (MLP) neural ....

Brigham, E. Oran. The Fast Fourier Transform, PrenticeHall, Inc.,Englewood Cliffs, USA, 1974.


The Multi-Lag-Window Method for Robust Extended-Range F - Determination Edouard..   (Correct)

....we do have further information. We know that the periodicity function is the inverse Fourier transform of another function which is expected to be close to a sine function, the frequency of which we wish to measure. Therefore, the mathematically justified interpolation uses a sin x=x function [1]. As this sin x=x function seems more complex than a parabola, the equations could be expected to be difficult to solve, if at all tractable. sin x=x f m V sin##Te#f#F 0 ## #Te#f#F 0 # #F 0 ;V# F 0 =#m ##T e ## sin#### where # = v m v m 1 parabolic f m#1 m v m#1 V # b#f # ....

E. Oran Brigham. The Fast Fourier Transform, pages 102--105. Prentice Hall, 1974.


Bit Reversal On Uniprocessors - Karp (1996)   (3 citations)  (Correct)

....taking all the time, Duhamel[8] noted that the test in the inner loops of many bit reversals takes a substantial amount of time. He used the close relation between bit reversal and matrix transpose to completely eliminate the test of whether the two elements had been previously exchanged. Brigham[5] took a conceptually simpler approach that, unfortunately, performs muchworse. For each index in the loop, he explicitly computes the bit reversed value in log 2 N steps. He then tests the values to see if the data elements should be exchanged. Not only does this approach use manyinteger ....

.... 78.7 78.7 78.7 78.8 r cooley[31] 30.6 30.7 30.6 30.8 30.9 30.9 30.8 30.9 yong[43] 28.1 28.1 28.1 28.2 28.2 28.2 28.1 28.2 buneman[6] 112.4 112.4 112.4 112.5 112.5 112.3 112.4 112.5 rodrig[28] 87.2 87.1 87.2 87.4 87.1 87.1 87.4 87.5 r rodr[31] 37.4 37.4 37.4 37.5 37.3 37.3 37.4 37.5 brigham[5] 405.2 448.2 491.2 534.2 400.6 440.7 480.7 520.8 duhamel[8] 37.0 37.1 37.1 37.1 37.1 37.1 37.1 37.2 middled[24] 73.7 73.7 73.7 73.7 72.3 72.2 72.2 72.4 cvl143[39] 32.5 32.6 32.4 32.4 8.2 8.3 8.2 8.2 gather 29.3 29.4 29.3 29.3 6.6 6.7 6.7 6.7 scatter[23] 26.3 26.4 26.4 26.3 6.0 6.0 6.0 6.1 ....

[Article contains additional citation context not shown here]

E. O. Brigham, The Fast Fourier Transform,Prentice--Hall, Inc., Englewood Cliffs, N. J., 1974.


Islands of Music - Analysis, Organization, and Visualization of.. - Pampalk (2001)   (Correct)

....it further. This can be achieved using, for example, Fourier Transformations. Alternatives include Wavelets [Chu92] but are not considered in this thesis. Theory In this subsection only the most important characteristics are summarized. A more detailed description can be found, for example, in [Bri74, PTVF92] Using the linear Fourier transform, a continuous signal can be transformed between its time domain representation, denoted by h(t) and the frequency domain representation H(f ) The respective equations are H(f) Z 1 1 h(t)e 2 ift dt; and h(t) Z 1 1 H(f)e 2 ift df: 3.1) ....

E. O. Brigham. The Fast Fourier Transform. Prentice Hall, Englewood Cli s, NJ, 1974.


A High-Performance, Hierarchical Decoupled Architecture - Crago, Srivastava.. (1996)   (Correct)

....model cache or memory contention. If sufficient memory bandwidth is not provided, no processor architecture will provide significant speedup. The benchmarks we used are C versions of the first five Livermore Loops [McMa72] discrete convolution, and the bit reverse access pattern used in the FFT [Brig74]. The benchmarks were compiled on a MIPS R5000 based SGI Indy running IRIX 5.3. We compiled using the cc compiler with the O3 sopt and non shared options. Loop unrolling was performed on all loops. We use, as points for comparison, a single issue uniprocessor with and without prefetching and the ....

E.O. Brigham. The Fast Fourier Transform, Prentice-Hall, Inc., 1974, p. 165.


A Hierarchical Decoupled Architecture: Preliminary.. - Crago, Srivastava..   (Correct)

....added to the AP instruction stream without increasing the execution time, or that the compiler could even determine that prefetches should be added. The right hand side of Figure 5 shows the performance of the bit reverse algorithm, shown in Figure 7,used in the Fast Fourier Transform algorithm [Brig74]. The bit reverse function, which is not shown, is a function that bit reverses a binary number and is executed on the AP and the CMP. The results shown are for a 1024 element array of 32 bit integers. If the array being read in the bit reverse algorithm does not fit in the cache, the miss rate ....

E.O. Brigham. The Fast Fourier Transform, Prentice-Hall, Inc., 1974, p. 165.


Reducing the Traffic of Loop-Based Programs Using a Prefetch.. - Crago, Despain   (Correct)

....The simulator does not model cache or memory contention and assumes that all instructions hit in an instruction cache. We used C versions of the first five Livermore loops [McMa72] two of our own benchmarks (discrete convolution [Papo80] and the bit reverse access pattern used in the FFT [Brig74]) and Tomcat from SPECfp95. The benchmarks represent a scientific and signal processing workload. A Instruction Mnemonic Description Prefetch PREF Prefetch data into the cache Put Slip Token PUT SLIP Produce a token for the Slip Control Queue Table 2: Prefetch Processor Instruction Extensions ....

E.O. Brigham. The Fast Fourier Transform, Prentice-Hall, Inc., 1974, p. 165.


Rival Penalized Competitive Learning For Content-Based Indexing - Kan (1998)   (2 citations)  (Correct)

....is relatively high, but its performance is not very good for high dimensional data. In order to improve the searching performance, techniques that can reduce dimensionality of the features can be used before indexing. For example, we may use KL Transform [17, 24] or Fast Fourier Transform [10] to calculate the most important features out of a high dimensional feature vectors and then produce a low dimensional one for indexing. 5.8 A Relationship Formula Based on all the experimental results, we want to find out the relationship between the efficiency and the tested parameters. In ....

E. O. Brigham. "The Fast Fourier Transform". Prentice Hall, 1974.


Improving the Performance of Loop-Based Programs Using a.. - Crago, Despain   (Correct)

....model cache or memory contention. If sufficient memory bandwidth is not provided, no processor architecture will provide significant speedup. The benchmarks we used are C versions of the first five Livermore Loops [McMa72] discrete convolution, and the bit reverse access pattern used in the FFT [Brig74]. The benchmarks were compiled on a MIPS R5000 based SGI Indy running IRIX 5.3. We compiled using the cc compiler with the O3 sopt and non shared options. Loop unrolling was performed on all loops. We use, as points for comparison, a single issue uniprocessor with and without prefetching. The ....

E.O. Brigham. The Fast Fourier Transform, Prentice-Hall, Inc., 1974, p. 165.


Application-Specific Architecture For Fast Transforms Based On.. - Argüello (1994)   (Correct)

.... and the rotation structure of the phase of the owchart of arbitrary FFTs have been recently developed by Demuth [20] Finally, the large number of books and articles that have been appearing are a required reference for analyzing and understanding the evolution of the aforementioned algorithms [11,15,40,59,64 65]. In general, system architecture has been greatly in uenced by the advances in the technological processes of microelectronics, constantly requiring new ideas for the organization of processing [17,76] The most important advantages currently o ered by VLSI (very large scale integration) and WSI ....

E.O. Brigham, \The fast Fourier transform". (Prentice Hall, Englewood Cli s, NJ), 1974.


Perceptually Modulated Level of Detail for Virtual Environments - Reddy (1997)   (8 citations)  (Correct)

....as follows: F #u; v# # M,1 X x=0 N,1 X y=0 f#x; y#e ,i2## ux M vy N # : 3.9) In practice however, computing this function directly is impractical. The most common method is to use the Fast Fourier Transform (FFT) which drastically reduces the complexity of the DFT calculation (Brigham, 1974). 3.1.7.2 Problems with Fourier Analysis On first inspection, Fourier analysis sounds like a perfect solution to our problem: it takes a 2D source image and returns a frequency domain containing all of the relative spatial frequencies in that image. However, this is not actually what we ....

Brigham, E. O. (1974). The Fast Fourier Transform, Prentice-Hall, inc., Englewood Cliffs, NJ. ISBN 0-13-307496-X.


Direct Numerical Simulation of Airfoil Separation Bubbles - Maucher, Rist, Wagner   (Correct)

....Orr Sommerfeld equation eigenfunctions (disturbance velocity profiles) and amplification rates for given base flow velocity profiles, Reynolds number, and frequency, are obtained. 2. 3 Fourier Transform Fourier analysis yields the complex amplitudes of the frequency spectrum of a periodic signal [1]. Since all DNS cases presented in this paper are unsteady, an important attempt to understand and validate results is Fourier Analysis. The following discrete ansatz definesthe Fourier Transform (FT) that is used F(x,y, n LDt ) Dt L Gamma1 X k=0 f (x,y,t 1 kDt)e Gammai 2nk L , 9) ....

E. Oran Brigham, THE FAST FOURIER TRANSFORM, Prentice-Hall, Inc., Englewood Cliffs, N.J., 1 edn., 1974.


Wiener Splines - Gross, Kleiner (1999)   (Correct)

....such as the separation of high frequency noise from the curve signal . Most simply, 2 According to the fundamental relationships between Fourier and spatial domain discretization, the FT leads to a periodic repetition of the curve signal in spatial domain. See literature, such as [17] [18] or [19] we can define an upper cut off frequency, jf g j 0:5 from which on all coefficients are set to zero. The resulting frequency window Gamma g (f) is given by Gamma g (f) ae 1 for jf j f g 0 for jf j f g (25) and the denoised control points by D(f) F (f) Psi (f) Gamma ....

O. Brigham. The Fast Fourier Transform. Prentice Hall, 1974.


Journal of Neuroscience Methods 93 (1999) 121 -- 131 - Computer-Vision-Based..   (Correct)

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Brigham EO. The Fast Fourier Transform. Englewood-Cliffs, NJ: Prentice-Hall, 1974.


Risk Management with Extreme Value Theory - Klüppelberg (2002)   (Correct)

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Brigham, E.O. (1974) The Fast Fourier Transform. Prentice-Hall. Englewood Cli s, N.J.


Dynamically Reconfigurable Architecture for a Class of Real-Time.. - Ohkami (1992)   (Correct)

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E. O. Brigham, The Fast Fourier Transform, Prentice-Hall, 1974. 136


Iterative Solution Of The - Ornstein-Zernike Equation With   (Correct)

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E. O. Brigham, The Fast Fourier Transform (Prentice-Hall, Inc., Englewood Cliffs, 1974).


Wideband HF Power Amplifier Modelling for Linearisation - Urmonas (2003)   (Correct)

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E. O. Brigham, The Fast Fourier Transform. Prentice-Hall, Inc., 1974.


An Explorative, Hierarchical User Interface to Structured Music.. - Schedl (2003)   (Correct)

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E. O. Brigham. The Fast Fourier Transform. PrenticeHall, Inc., Englewood Cliffs, New Jersey, USA, 1974.


A Finite Element Method for Fully - Nonlinear Water Waves   (Correct)

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E. O. Brigham, The Fast Fourier Transform, Prentice-Hall, Englewood Cliffs, N.J., 1974.


Fiber Fourier optics - Siegman (2001)   (Correct)

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E. O. Brigham, The Fast Fourier Transform (Prentice-Hall, 1974).


Simulation and Optimization of HVAC Systems - Coughlin, Ellington, al. (1998)   (Correct)

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Brigham, Oran. The Fast Fourier Transform. Englewood Cliffs, NJ: Prentice Hall, 1974.


Unified Prediction And Diagnosis In Engineering Systems By MEANS.. - Dodier (1999)   (Correct)

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E.O. Brigham. The fast Fourier transform. Prentice-Hall, Englewood Cliffs, N.J., 1974.

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