English

Multivariate Exponential Analysis from the Minimal Number of Samples

Numerical Analysis 2017-10-26 v4

Abstract

The problem of multivariate exponential analysis or sparse interpolation has received a lot of attention, especially with respect to the number of samples required to solve it unambiguously. In this paper we show how to bring the number of samples down to the absolute minimum of (d+1)n(d+1)n where dd is the dimension of the problem and nn is the number of exponential terms. To this end we present a fundamentally different approach for the multivariate problem statement. We combine a one-dimensional exponential analysis method such as ESPRIT, MUSIC, the matrix pencil or any Prony-like method, with some linear systems of equations because the multivariate exponents are inner products and thus linear expressions in the parameters.

Keywords

Cite

@article{arxiv.1610.06329,
  title  = {Multivariate Exponential Analysis from the Minimal Number of Samples},
  author = {Annie Cuyt and Wen-shin Lee},
  journal= {arXiv preprint arXiv:1610.06329},
  year   = {2017}
}
R2 v1 2026-06-22T16:26:20.424Z