The Fast Slepian Transform

Abstract

The discrete prolate spheroidal sequences (DPSS's) provide an efficient representation for discrete signals that are perfectly timelimited and nearly bandlimited. Due to the high computational complexity of projecting onto the DPSS basis - also known as the Slepian basis - this representation is often overlooked in favor of the fast Fourier transform (FFT). In this talk I will describe novel fast algorithms for computing approximate projections onto the leading Slepian basis elements with a complexity comparable to the FFT. I will also highlight applications of this Fast Slepian Transform in the context of compressive sensing and processing of sampled multiband signals.