IEEE SIGNAL PROCESSING LETTERS, VOL. 23, NO.

1, JANUARY 2016

135

Complex Exponential Pseudomodes of LTI

Operators Over Finite Intervals
Patrick A. Kelly, Member, IEEE, and Sharmin Kibria

AbstractIn applications including radar and ultrasonic inspection, an observed signal can often be modeled as the output
over a nite interval of a linear, time-invariant (LTI) operator
having a short-duration impulse response. For processing such
as ltering and compression it would be useful to have approximations to eigenfunctions of the operator. It has been shown that
discrete-time complex exponentials are asymptotic pseudomodes
(i.e., approximate eigenvectors) of sequences of Toeplitz matrices.
In this letter we show that complex exponentials over the observation interval are pseudomodes of LTI operators, corresponding to
pseudoeigenvalues that are samples from the operators frequency
response, and how the level of approximation depends on the
ratio of the impulse response duration to observation interval
length. This implies that the Fourier Series basis for the observation interval can be used as an orthonormal set of approximate
eigenfunctions.
Index TermsEigenvalues and eigenfunctions, Fourier series,
LTI systems.

I. INTRODUCTION

T IS well-known that complex exponentials are eigenfunctions of a continuous-time (CT) linear, time-invariant
,
(LTI) system operating over the time interval
and that the corresponding eigenvalues are given by the
systems transfer function [1]. In a similar vein, the -point
discrete Fourier Transform (DFT) complex exponential veccirculant matrix, and
tors are eigenvectors of every
the eigenvalues are given by the DFT of the rst row of the
matrix [1], [2]. It is noted in [2] that banded Toeplitz matrices are asymptotically equivalent to circulant matrices as
matrix order increases. This is used in [2] to derive limits on
the sums of functions of eigenvalues of a sequence of such
matrices, and in particular, Szegs Theorem [1], [3] that
relates the asymptotic eigenvalue distribution to the Fourier
Transform of the discrete-time signal that denes the matrix
rows. Approximations to eigenvectors/eigenfunctions can be
considered in the context of pseudospectra [4]. For a closed

Manuscript received July 14, 2015; revised November 20, 2015; accepted
November 20, 2015. Date of publication December 02, 2015; date of current
version December 10, 2015. This work was supported in part by Newlans, Inc.,
Acton, MA, USA. The associate editor coordinating the review of this manuscript and approving it for publication was Prof. Monica Bugallo.
P. A. Kelly is with the Department of Electrical and Computer Engineering, University of Massachusetts, Amherst, MA 01003 USA (e-mail:
pkelly@umass.edu).
S. Kibria was with the Department of Electrical and Computer Engineering,
University of Massachusetts, Amherst. She is now with the Department of Electrical Engineering and Computer Science, Oregon State University, Corvallis,
OR 97331-5501 USA (e-mail: kibrias@oregonstate.edu).
Digital Object Identier 10.1109/LSP.2015.2504877

linear operator
on a Banach space, an -pseudoeigenvalue
and corresponding -pseudoeigenfunction (or -pseudomode)
are dened to be a number and normalized vector in the
domain of , respectively, such that
. In [5],
, with each
,
a sequence of non-zero vectors
is called an asymptotic pseudomode (corresponding to ) of a
of
matrices if
.
sequence
be a sequence of
Toeplitz matrices with
Let
dened so that
is
entries
the inverse discrete-time Fourier Transform of a
-periodic
. Then it is shown in [5] that under general
function
conditions the sequence
, where
is dened as the
th column of the
DFT matrix,
, and
is the smallest integer
, is an asymptotic pseudomode for
corresponding to
.
In some applications we are interested in CT observations
over a nite time interval, where the observed signal is the
output of a LTI operator having an impulse response with a
duration that is short compared to the observation interval. An
example is when an observed signal results from scattering
over a nite range of a short transmitted pulse, as happens in
radar or ultrasonic inspection. When scattering is range-invariant and scatterers are stationary relative to the receiver,
the resulting clutter signal can be modeled as a wide-sense
stationary random process having an autocorrelation function
, where
is the transmitted
of the form
pulse and denotes convolution [6], [7], [8]. For processing
such as compression of the observed signal, we would like
to nd convenient approximations to the eigenfunctions and
eigenvalues of the autocorrelation operator (that is, the operator
) over the observation interval.
with impulse response
For example, there have been some recent studies proposing
different bases for compression of ultrasound RF data [9],
[10]. Since a CT LTI operator having a short-duration impulse
response is analogous to a large banded Toeplitz matrix, we
could expect from the results mentioned above that complex
exponentials and the operators frequency response should
in some way approximate the operators eigenfunctions and
eigenvalues, respectively. The purpose of this letter is to show
that complex exponentials dened over the observation interval
are -pseudomodes, corresponding to samples of the frequency
response, of LTI operators having short impulse responses,
with the value of depending on the ratio of the impulse
response duration to the observation length. This implies in
particular that the Fourier Series basis functions dened over
the observation interval can serve as an orthonormal basis of
approximate operator eigenfunctions.

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IEEE SIGNAL PROCESSING LETTERS, VOL. 23, NO. 1, JANUARY 2016

pose that

II. COMPLEX EXPONENTIAL APPROXIMATIONS TO

EIGENFUNCTIONS

. Then
, and

We rst dene notation. Suppose that the observation in. Let

, and let a signal
terval is
be time-limited to
- that is,
, where rect
.
on
, where for each
Dene a linear operator
,

. Similarly,

let

. Then

, and
from (3) and (4) (with

. Hence,
) we have

(1)
That is,
. Let

is a LTI operator having impulse response

denote the Laplace Transform of
(i.e.,
), so that
is the operators
and
denote the
inner
frequency response. Let
product and norm, respectively, and let a superscript denote
complex conjugate of a number and adjoint of an operator.
A. Approximations to Eigenfunctions Over a Subinterval
For

, dene the time-limited complex exponential

(2)

and let
denote the corresponding element of
Note that for every
we have

(6)
That

is,
, where
for

and
, otherwise. It

;
follows that
where
having kernel function
But

is an operator on
.
for
and
;

for
, otherwise.
Hence, the kernel function

can be expressed as

(3)
acts like an eigenWe can rst see that (3) implies that
function of over a portion of the observation interval.
,
Theorem 1: For every
(4)
all

. Then

Proof: Suppose that

, which implies that

for all

for
.

Hence, from (3) we have

.

(7)
Suppose that

is constrained to have energy

where
tion problem

is the solution to the constrained optimizasuch that

But then
is,

. Then

must satisfy

(8)

for some constant . That

. From (7),

B. Complex Exponential Pseudomodes

Now restrict the exponent to
Theorem 2: For every

(where

is real).

,
(5)

That is, for every real ,

is an -pseudomode of for
-pseudoeigenvalue
, where
.
Proof: We will prove (5) by maximizing the term
over all having a specied energy. To do this, we rst write the term as an inner product. Sup-

(9)
Say that

; then (9) becomes

KELLY AND KIBRIA: COMPLEX EXPONENTIAL PSEUDOMODES OF LTI OPERATORS OVER FINITE INTERVALS

(10)
Taking second derivatives of both sides of (10) we get
where
. This has a solution of the
form
, where
and
are
constants. Substituting this back into (10) we get

137

where for each integer ,

(with sinc
). Hence, applying Parsevals Relation
again we get
(13)
where

is

the

inverse

Fourier
.

Transform
That

of
is,

, so that

This leads to

and

odd. Then we have

, which implies

that in general

(14)

While Theorem 2 says that every

is a pseudomode
of , it doesnt directly say how eigenfunctions and complex
exponentials are related. Suppose that the observed signal is
, where
is a mean-zero, wide-sense
.
stationary random process having autocorrelation function
is compact and self-adjoint, so we can
Then the operator
form a CON set for
that consists of the eigen(including those corresponding to eigenvalue
functions of
denote the eigenfunctions of , with associ0) [11]. Let
ated eigenvalues
. Then for every frequency
, so from (5) we can write

where

For
, the integral term in (14) is the Fourier
Transform (over ) of
, evaluated at
;
. Dene
that is,
. Then for
we have

(15)
Similarly for
So,

, (14) is equal to

, which again has the form of (15).

is given by (15) for all
. From (13) we have

(16)

This implies that

First consider the case
From (16),

, so

(11)
When
if

is small, (11) says that for every

such that
is large, we must have
; and
is large, then
. That is, each
a linear combination of s with
.

C. Approximate Diagonalizing Basis

denote
, so that
Finally, let
Fourier Series basis for
.
Theorem 3: For every pair of integers

(17)
is the

Applying the Schwarz inequality,

(12)
if
and
otherwise. That is,
where
approximates a diagonalizing basis for .
Proof: To prove (12) we will rst nd a function
such
that
. Note that by Parsevals Relation,

verifying (12) for the case

Now consider the case

.
. Note that
, so (16) becomes
.

Denote this as

Again applying the Schwarz inequality,

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IEEE SIGNAL PROCESSING LETTERS, VOL. 23, NO. 1, JANUARY 2016

(18)
Let

. Then (18) can be written as

(19)
Let
(19),

, and let

ries expansion for sin

. Then from
. Note that from the Taylor Se,

. Hence,

. Also note that

. Thus,
for all , implying that
, and verifying (12) for
.
Note that if we let
be the random signal dened in
Section II-B and if we dene
(the th Fourier
Series coefcient of ), then from (12) we have
for all

That is, the Fourier Series coefcients of

lated.

are nearly uncorre-

III. EXAMPLE
As an example, let
consist of two periods of a 2 MHz
sine wave (a typical transmitted pulse for medical ultrasound),
, normalized so that
. Then
and let
sec. We set the observation interval length to be
sec. By (5), the error norm squared should satisfy
for all . A numerical calculation, using signals sampled at a
rate of 100 MHz and frequencies at 50 kHz intervals from 0 to
(obtained
5 MHz, showed a maximum value of
at
MHz).
By (12), for all
we should also have squared error
.
The maximum value calculated as and varied from 0 to 50
, obtained at
. The relative
was
at
squared error
See Fig. 1 for a plot of the squared error values.

IV. CONCLUSION
In this letter we consider how complex exponentials can act
as approximations to eigenfunctions of LTI operators on nite
of the operators impulse reintervals when the duration
is short compared to the duration
of the interval.
sponse

Fig. 1. Values of
vs. frequencies
for
less than the bound (12).

for the example, plotted

. All values of the squared error are

In particular, if the impulse response has Laplace Transform

, then an input of the form
generates an output
for
; a signal of the
having the form
form
is an -pseudomode of the operator, corre, where
; and
sponding to -pseudoeigenvalue
the Fourier Series basis for the observation interval is approximately a diagonalizing basis for the operator. The last point implies that with only small additional error relative to the optimal
eigenfunction basis, the Fourier Series basis can be used for
compression when the observation can be modeled as a portion
of a wide-sense stationary random process having a short-duration autocorrelation function.

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