Sparse fast Fourier transform is even more "magical" than fast Fourier transform (FFT). If you assume that the discrete Fourier transform (DFT) has only k non zero coefficients, then, there exists an algorithm to compute it in O(k log(n)). That's right, you do not have to see the entire signal to compute the DFT, which is pretty awesome.

If you are interested, see http://groups.csail.mit.edu/netmit/sFFT/ .