Application of the AAK theory for sparse approximation of exponential sums

MaRDI QIDQ6278117zbMATH OpenFDO

Authors Gerlind Plonka, Vlada Pototskaia

Publication date 30 September 2016

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Approximation by other special function classes (41A30) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Abstract: In this paper, we derive a new method for optimal $el{l}^1$- and $el{l}^2$-approximation of discrete signals on ${mathbbN}_0$ whose entries can be represented as an exponential sum of finite length. Our approach employs Prony's method in a first step to recover the exponential sum that is determined by the signal. In the second step we use the AAK-theory to derive an algorithm for computing a shorter exponential sum that approximates the original signal in the $el{l}^p$-norm well. AAK-theory originally determines best approximations of bounded periodic functions in Hardy-subspaces. We rewrite these ideas for our purposes and give a proof of the used AAK theorem based only on basic tools from linear algebra and Fourier analysis. The new algorithm is tested numerically in different examples.

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