English

Exact Reconstruction of Extended Exponential Sums using Rational Approximation of their Fourier Coefficients

Numerical Analysis 2021-03-16 v1 Numerical Analysis

Abstract

In this paper we derive a new recovery procedure for the reconstruction of extended exponential sums of the form y(t)=j=1M(m=0njγj,mtm)e2πλjty(t) = \sum_{j=1}^{M} \left( \sum_{m=0}^{n_j} \, \gamma_{j,m} \, t^{m} \right) {\mathrm e}^{2\pi \lambda_j t}, where the frequency parameters λjC\lambda_{j} \in {\mathbb C} are pairwise distinct. For the reconstruction we employ a finite set of classical Fourier coefficients of yy with regard to a finite interval [0,P]R[0,P] \subset {\mathbb R} with P>0P>0. Our method requires at most 2N+22N+2 Fourier coefficients ck(y)c_{k}(y) to recover all parameters of yy, where N:=j=1M(1+nj)N:=\sum_{j=1}^{M} (1+n_{j}) denotes the order of yy. The recovery is based on the observation that for λj∉iPZ\lambda_{j} \not\in \frac{{\mathrm i}}{P} {\mathbb Z} the terms of yy possess Fourier coefficients with rational structure. We employ a recently proposed stable iterative rational approximation algorithm in [12]. If a sufficiently large set of LL Fourier coefficients of yy is available (i.e., L>2N+2L > 2N+2), then our recovery method automatically detects the number MM of terms of yy, the multiplicities njn_{j} for j=1,,Mj=1, \ldots , M, as well as all parameters λj\lambda_{j}, j=1,,Mj=1, \ldots , M and γj,m \gamma_{j,m} j=1,,Mj=1, \ldots , M, m=0,,njm=0, \ldots , n_{j}, determining yy. Therefore our method provides a new stable alternative to the known numerical approaches for the recovery of exponential sums that are based on Prony's method.

Keywords

Cite

@article{arxiv.2103.07743,
  title  = {Exact Reconstruction of Extended Exponential Sums using Rational Approximation of their Fourier Coefficients},
  author = {Nadiia Derevianko and Gerlind Plonka},
  journal= {arXiv preprint arXiv:2103.07743},
  year   = {2021}
}

Comments

29 pages, 7 figures