A Levinson-Galerkin algorithm for regularized trigonometric approximation (Q2706432)

This paper presents a study of the trigonometric least squares approximation of a smooth function from a set of nonuniformly spaced samples. The author derives an efficient algorithm that computes the trigonometric approximations that provides the optimal between fitting the given data and preserving smoothness of the solution. Here optimality is meant in the sense that the solution has minimal degree among all trigonometric polynomials that satisfy a certain least squares criterion. NEWLINENEWLINENEWLINEThe algorithm recursively adapts to the least squares approximation of optimal degree by solving a family of nested Toeplitz systems in at most \(\mathcal O(Mr+M^2)\) operations (\( M\) being the polynomial degree of the approximation and \(r\) being the number of samples). It is shown how the presented method can be extended to multivariate trigonometric approximation. The author demonstrates the performance of the algorithm by applying it in echocardiography to the recovery of the boundary of the left ventricle of the heart.