A new transform for solving the noisy complex exponentials approximation problem

DOI10.1016/J.JAT.2008.04.007MaRDI QIDQ999274zbMATH OpenOpenAlexFDO

Authors Piero Barone

Publication date 3 February 2009

Published in Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0801.1758

zbMATH Keywords

random polynomialslogarithmic potentialspencils of matricesrandom determinantscomplex momentsPadé approximants

Mathematics Subject Classification ID

Approximation in the complex plane (30E10) Approximation by rational functions (41A20)

Abstract: The problem of estimating a complex measure made up by a linear combination of Dirac distributions centered on points of the complex plane from a finite number of its complex moments affected by additive i.i.d. Gaussian noise is considered. A random measure is defined whose expectation approximates the unknown measure under suitable conditions. An estimator of the approximating measure is then proposed as well as a new discrete transform of the noisy moments that allows to compute an estimate of the unknown measure. A small simulation study is also performed to experimentally check the goodness of the approximations.

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Cited in

(9)

• Matrix methods for Padé approximation: numerical calculation of poles, zeros and residues
• On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications
• A generalization of Bartlett's decomposition
• A new transform for solving the noisy complex exponentials approximation problem
• Kernel density estimation via diffusion and the complex exponentials approximation problem
• On the universality of the distribution of the generalized eigenvalues of a pencil of Hankel random matrices
• Bivariate one-sample optimal location test for spherical stable densities by Padé' methods
• Noise in the complex plane: Open problems
• On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments

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