A multi-level algorithm for the solution of moment problems

DOI10.1080/01630569808816833MaRDI QIDQ4400146zbMATH OpenOpenAlexFDO

Authors Thomas Strohmer, Otmar Scherzer

Publication date 22 March 1999

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9901121

zbMATH Keywords

conjugate gradient methodHilbert spaceLandweber-Richardson methodlinear moment problemsmultilevel algorithmsnumerical examplesreconstruction of band-limited signalssignal reconstruction

Mathematics Subject Classification ID

Trigonometric interpolation (42A15) Moment problems (44A60) Numerical solutions to equations with linear operators (65J10) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Numerical methods for integral transforms (65R10) Numerical methods for trigonometric approximation and interpolation (65T40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: We study numerical methods for the solution of general linear moment problems, where the solution belongs to a family of nested subspaces of a Hilbert space. Multi-level algorithms, based on the conjugate gradient method and the Landweber--Richardson method are proposed that determine the "optimal" reconstruction level a posteriori from quantities that arise during the numerical calculations. As an important example we discuss the reconstruction of band-limited signals from irregularly spaced noisy samples, when the actual bandwidth of the signal is not available. Numerical examples show the usefulness of the proposed algorithms.

Review text

The authors study numerical methods for the solution of a family of general linear moment problems \[ \langle x,g^N_i\rangle= b_j,\quad j\in I\tag{1} \] when \(\{g^N_i\}\) is a complete system in \(X_N\), where the solution belongs to a family of nested subspaces of a Hilbert space. Multilevel algorithms, based on the conjugate gradient method and the Landweber-Richardson method that determine the ``optimal reconstruction level a posteriori from quantities that arise during the numerical calculations are proposed. As an important example, they discuss the reconstruction of band-limited signals from irregularly spaced noisy samples, when the actual based width of the signal is not available. Numerical examples show the usefulness of the proposed algorithms.

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Cites work

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Cited in

(8)

• Incorporation of a priori moment information into signal recovery and synthesis problems
• Experiences with the multi-level algorithm
• Numerical analysis of non-uniform sampling problem
• Fast scattered data approximation with Neumann and other boundary conditions
• scientific article; zbMATH DE number 4039226 (Why is no real title available?)
• Approximation of the solution to the moment problem in a hilbert space
• scientific article; zbMATH DE number 2098678 (Why is no real title available?)
• Smoothed projection methods for the moment problem

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