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.
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