Prony's method under an almost sharp multivariate Ingham inequality (Q1783697): Difference between revisions

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Latest revision as of 23:12, 18 April 2024

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Prony's method under an almost sharp multivariate Ingham inequality
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    Prony's method under an almost sharp multivariate Ingham inequality (English)
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    21 September 2018
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    Let \(t_j \in [0,\,1)^d\), \(j=1,\ldots,M\), be distinct parameters with the separation distance \[ q:= \min_{r\in {\mathbb Z}^d,\, j\not= \ell} \|t_j - t_{\ell} + r\|_{\infty}\,. \] In this nice paper, the authors reconstruct a stream of Dirac's \(\sum_{j=1}^M a_j \, \delta(\cdot \,- t_j)\) with nonzero coefficients \(a_j\in \mathbb C\) from its first trigonometric moments \(\sum_{j=1}^M a_j \,z_j^k\), \(\|k \|_{\infty} \leq n\), with \(z_j := \exp (-2\pi {\mathrm i}\,t_j)\). Then the \(d\)-variate Prony method identifies the parameters of the stream of Dirac's provided the associated Vandermonde matrix \[ A:= \big( z_j^k \big)_{j=1,\ldots,M;\,\|k\|_{\infty}\leq n} \in {\mathbb C}^{M \times (n+1)^d} \] has full rank. Using a new \(d\)-variate discrete Ingham inequality, the authors prove that \(A\) has full rank under the weak condition \(n\,q > 3 + 2\, \log d\).
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    frequency analysis
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    stream of Dirac's
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    exponential sum
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    trigonometric moments
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    multivariate Prony method
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    multivariate discrete Ingham inequality
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    Vandermonde matrix
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