English

Stability results for random sampling of sparse trigonometric polynomials

Numerical Analysis 2008-04-06 v3

Abstract

Recently, it has been observed that a sparse trigonometric polynomial, i.e. having only a small number of non-zero coefficients, can be reconstructed exactly from a small number of random samples using Basis Pursuit (BP) or Orthogonal Matching Pursuit (OMP). In the present article it is shown that recovery by a BP variant is stable under perturbation of the samples values by noise. A similar partial result for OMP is provided. For BP in addition, the stability result is extended to (non-sparse) trigonometric polynomials that can be well-approximated by sparse ones. The theoretical findings are illustrated by numerical experiments.

Keywords

Cite

@article{arxiv.math/0609630,
  title  = {Stability results for random sampling of sparse trigonometric polynomials},
  author = {Holger Rauhut},
  journal= {arXiv preprint arXiv:math/0609630},
  year   = {2008}
}

Comments

Slightly improved estimate for restricted isometry constants, some numerics added