相关论文: From ESPRIT to ESPIRA: Estimation of Signal Parame…

In this paper we introduce two new algorithms for stable approximation with and recovery of short cosine sums. The used signal model contains cosine terms with arbitrary real positive frequency parameters and therefore strongly generalizes…

In this paper, we introduce a new approach for the recovery of rational functions. The concept we propose is based on using the exponential structure of the Fourier coefficients of rational functions and the reconstruction of this…

In this work, we propose a subspace-based algorithm for direction-of-arrival (DOA) estimation, referred to as two-step knowledge-aided iterative estimation of signal parameters via rotational invariance techniques (ESPRIT) method (Two-Step…

In this paper, we derive a new method for optimal $\ell^{1}$- and $\ell^2$-approximation of discrete signals on ${\mathbb N}_{0}$ whose entries can be represented as an exponential sum of finite length. Our approach employs Prony's method…

Representing real-time data as a sum of complex exponentials provides a compact form that enables both denoising and extrapolation. As a fully data-driven method, the Estimation of Signal Parameters via Rotational Invariance Techniques…

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 $f(t) = \sum_{j=1}^{K} \gamma_{j} \, \cos(2\pi a_{j} t + b_{j})$,…

We present two new methods for multivariate exponential analysis. In [7], we developed a new algorithm for reconstruction of univariate exponential sums by exploiting the rational structure of their Fourier coefficients and reconstructing…

Extreme mass ratio inspirals (EMRIs) are thought to be one of the most exciting gravitational wave sources to be detected with LISA. Due to their complicated nature and weak amplitudes the detection and parameter estimation of such sources…

A generalized matrix-pencil approach is proposed for the estimation of complex exponential components with segmented signal samples, which is very efficient and provides super-resolution estimations. It is applicable to the signals sampled…

The problem of approximating a sampled function using sums of a fixed number of complex exponentials is considered. We use alternating projections between fixed rank matrices and Hankel matrices to obtain such an approximation. Convergence,…

The matrix pencil method is an eigenvalue based approach for the parameter identification of sparse exponential sums. We derive a reconstruction algorithm for multivariate exponential sums that is based on simultaneous diagonalization.…

Recovering a low-rank signal matrix from its noisy observation, commonly known as matrix denoising, is a fundamental inverse problem in statistical signal processing. Matrix denoising methods are generally based on shrinkage or thresholding…

We consider sparse matrix estimation where the goal is to estimate an $n\times n$ matrix from noisy observations of a small subset of its entries. We analyze the estimation error of the popularly utilized collaborative filtering algorithm…

Computation of the large sparse matrix exponential has been an important topic in many fields, such as network and finite-element analysis. The existing scaling and squaring algorithm (SSA) is not suitable for the computation of the large…

We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.

Extreme mass-ratio inspirals~(EMRIs) detectable by the Laser Inteferometric Space Antenna~(LISA) are unique probes of astrophysics and fundamental physics. Parameter estimation for these sources is challenging, especially because the…

Iterative refinement is particularly popular for numerical solution of linear systems of equations. We extend it to Low Rank Approximation of a matrix (LRA) and observe close link of the resulting algorithm to oversampling techniques,…

This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned and classical Pad\'e methods shown to be…

We develop an efficient quantum implementation of an important signal processing algorithm for line spectral estimation: the matrix pencil method, which determines the frequencies and damping factors of signals consisting of finite sums of…

Subspace-based signal processing techniques, such as the Estimation of Signal Parameters via Rotational Invariant Techniques (ESPRIT) algorithm, are popular methods for spectral estimation. These algorithms can achieve the so-called…