Robust Spectral Recovery for Dynamical Sampling

We study the spectral recovery problem for dynamical sampling on a finite cyclic grid. Given time snapshots obtained from a fixed uniform spatial subsampling of the orbit $x_{\ell}=A^{\ell}f$, we aim to recover the spectrum of the unknown circular convolution operator $A$. However, in the presence of outliers, even in only a few snapshots, existing approaches often struggle to recover the spectrum. We address this challenge by proposing a novel robust spectral recovery model in the presence of time-sparse corruptions. We propose a robust pipeline that lifts the problem to a sequence of robust low-rank Hankel recovery and completion tasks, followed by Prony-type spectral estimation. Numerical experiments confirm the accurate spectral recovery of the proposed approach and exhibit its superior robustness against state-of-the-art under various settings.