English

Exact Reconstruction of Sparse Non-Harmonic Signals from Fourier Coefficients

Numerical Analysis 2020-11-30 v1 Numerical Analysis

Abstract

In this paper, we derive a new reconstruction method for real non-harmonic Fourier sums, i.e., real signals which can be represented as sparse exponential sums of the form f(t)=j=1Kγjcos(2πajt+bj)f(t) = \sum_{j=1}^{K} \gamma_{j} \, \cos(2\pi a_{j} t + b_{j}), where the frequency parameters ajRa_{j} \in {\mathbb R} (or ajiRa_{j} \in {\mathrm i} {\mathbb R}) are pairwise different. Our method is based on the recently proposed stable iterative rational approximation algorithm in \cite{NST18}. For signal reconstruction we use a set of classical Fourier coefficients of ff with regard to a fixed interval (0,P)(0, P) with P>0P>0. Even though all terms of ff may be non-PP-periodic, our reconstruction method requires at most 2K+22K+2 Fourier coefficients cn(f)c_{n}(f) to recover all parameters of ff. We show that in the case of exact data, the proposed iterative algorithm terminates after at most K+1K+1 steps. The algorithm can also detect the number KK of terms of ff, if KK is a priori unknown and L>2K+2L>2K+2 Fourier coefficients are available. 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: sparse exponential sums, non-harmonic Fourier sums, reconstruction of sparse non-periodic signals, rational approximation, AAA algorithm, barycentric representation, Fourier coefficients

Keywords

Cite

@article{arxiv.2011.13346,
  title  = {Exact Reconstruction of Sparse Non-Harmonic Signals from Fourier Coefficients},
  author = {Markus Petz and Gerlind Plonka and Nadiia Derevianko},
  journal= {arXiv preprint arXiv:2011.13346},
  year   = {2020}
}

Comments

28 pages, 2 figures