Numerical analysis of non-uniform sampling problem

DOI10.1016/S0377-0427(00)00361-7MaRDI QIDQ1590789zbMATH OpenFDO

Publication date 4 September 2001

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0010242

band-limited functions signal reconstruction regularization methods spectroscopy nonuniform sampling geophysical potential field multilevel signal reconstruction algorithm

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for trigonometric approximation and interpolation (65T40) Ill-posedness and regularization problems in numerical linear algebra (65F22)

Abstract: We give an overview of recent developments in the problem of reconstructing a band-limited signal from non-uniform sampling from a numerical analysis view point. It is shown that the appropriate design of the finite-dimensional model plays a key role in the numerical solution of the non-uniform sampling problem. In the one approach (often proposed in the literature) the finite-dimensional model leads to an ill-posed problem even in very simple situations. The other approach that we consider leads to a well-posed problem that preserves important structural properties of the original infinite-dimensional problem and gives rise to efficient numerical algorithms. Furthermore a fast multilevel algorithm is presented that can reconstruct signals of unknown bandwidth from noisy non-uniformly spaced samples. We also discuss the design of efficient regularization methods for ill-conditioned reconstruction problems. Numerical examples from spectroscopy and exploration geophysics demonstrate the performance of the proposed methods.

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