Wednesday, 20 November 2013

Demystify Dirac delta function for data representation on discrete space

Dirac delta function is an important tool in Fourier Analysis. It is used specially in electrodynamics and signal processing routinely.  A function over set of data points
is often shown with a delta function representation. A novice reader relying on integral properties of the delta function may found this notation quite confusing.  Probably, the notation itself is an example of  abuse of notation.

One dimensional function/distribution: Sum of delta functions

Let's define a one dimensional function, $f(x)$ as follows, $x \in \mathbb{R}$ and $a$ being constant:

$ f(x) = a \sum_{i=-n}^{n} \delta(x - x_{i})$

This representation is inspired from Dirac comb and used in spike trains.  Note that set of data points in one dimension $\{x_{i} \}$ will determine the graph of this function. Using the shifting property of delta function, the value of the function will be zero every where except on data points. The constant $a$ will simply be the height of the graph at the data point.

Figure: A spike train.

Numeric Example

Let's plot $f(x)$ for some specific values of the set $\{x_{i} \} = {-0.5, -0.2, -0.1, 0.2, 0.4}$ and $a=0.5$. Here is the R code for plotting this spike train. 


x_i = c(-0.5, -0.2, -0.1, 0.2, 0.4)
a   = c(0.5, 0.5, 0.5, 0.5, 0.5)
plot(x_i,a,type="h",xlim=c(-0.6,0.6),ylim=c(0,0.6),lwd=2,col="blue",ylab="p") 


Representing Histograms: One dimensional example

Particularly convenient representation of histograms can be developed similarly. Consider set of points $\{x_{i}\}_{i=1}^{n}$ where we would like to establish a histogram out of this set, let's say $h(x)$. If we set our histogram intervals as $\{x_{j}\}_{j=1}^{m}$. The histogram $h(x)$ then can be written as

$h(x_{j}) =  \sum_{i=1}^{n} \sum_{j=1}^{m} \delta(x_{j}- x_{i}^{min})$
where set $x_{i}^{min}$  represents the value from set $\{x_{j}\}_{j=1}^{m}$ that is closest to given $x_{i}$. Where as, second sum determines the height at a given point, i.e., frequency. This is just a confusing mathematical representation and practical implementation only counts the frequency of $x_{i}^{min}$ directly.


Conclusion

However it is quite trivial, the above usage of sum of delta functions appear in mathematical physics as well, not limited to statistics.




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