An Accurate and Stable Sliding DFT Computed by a Modified CIC Filter [Tips & Tricks]

The sliding discrete Fourier transform (SDFT) is a popular algorithm used in nonparametric spectrum estimation when only a few frequency bins of an M-point discrete Fourier transform (DFT) are of interest. Although the classical SDFT algorithm described in [1] is computationally efficient, its recursive structure suffers from accumulation and rounding errors, which lead to potential instabilities or inaccurate output. Duda [2] proposed a modulated SDFT (mSDFT) algorithm, which has the property of being guaranteed stable without sacrificing accuracy, unlike previous approaches described in [1], [3], and [4]. However, all of these conventional SDFT methods presume DFT computation on a sample-by-sample basis. This is not computationally efficient when the DFT needs only to be computed every R(R > 1) samples. To address such cases when R-times downsampling is needed, Park et al. [5] proposed a hopping SDFT (HDFT) algorithm. Recently, Wang et al. [6] presented a modulated HDFT (mHDFT) algorithm, which combines the HDFT algorithm with the mSDFT idea to maintain stability and accuracy at the same time. In parallel, Park [7] updated the HDFT algorithm with its guaranteed stable modification called gSDFT, which exists only for certain M and L relationships.

[1]  Krzysztof Duda,et al.  Accurate, Guaranteed Stable, Sliding Discrete Fourier Transform [DSP Tips & Tricks] , 2010, IEEE Signal Processing Magazine.

[2]  Chun-Su Park,et al.  Fast, Accurate, and Guaranteed Stable Sliding Discrete Fourier Transform [sp Tips&Tricks] , 2015, IEEE Signal Processing Magazine.

[3]  Qian Wang,et al.  High-Precision, Permanently Stable, Modulated Hopping Discrete Fourier Transform , 2015, IEEE Signal Processing Letters.

[4]  E. Jacobsen,et al.  The sliding DFT , 2003, IEEE Signal Process. Mag..

[5]  J.K. Soh,et al.  A numerically-stable sliding-window estimator and its application to adaptive filters , 1997, Conference Record of the Thirty-First Asilomar Conference on Signals, Systems and Computers (Cat. No.97CB36136).

[6]  Sung-Jea Ko,et al.  The Hopping Discrete Fourier Transform [sp Tips&Tricks] , 2014, IEEE Signal Processing Magazine.

[7]  Konstantinos N. Plataniotis,et al.  Smart Driver Monitoring: When Signal Processing Meets Human Factors: In the driver's seat , 2016, IEEE Signal Processing Magazine.

[8]  E. Hogenauer,et al.  An economical class of digital filters for decimation and interpolation , 1981 .

[9]  R. Lyons,et al.  An update to the sliding DFT , 2004, IEEE Signal Process. Mag..