Modifications of Prony's method for the recovery and sparse approximation with generalized exponential sums

DOI10.1007/978-3-030-57464-2_7MaRDI QIDQ2050355zbMATH OpenOpenAlexFDO

Authors Ingeborg Keller, Gerlind Plonka

Publication date 30 August 2021

Full work available at URL https://arxiv.org/abs/2001.03651

zbMATH Keywords

eigenfunctions of linear operatorsgeneralized exponential sumsgeneralized Prony methodnonstationary signalsshifted Gaussianssparse signal approximation

Mathematics Subject Classification ID

Numerical approximation and computational geometry (primarily algorithms) (65D99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: In this survey we describe some modifications of Prony's method. In particular, we consider the recovery of general expansions into eigenfunctions of linear differential operators of first order and show, how these expansions can be recovered from function samples using generalized shift operators. We derive an ESPRIT-like algorithm for the generalized recovery method and show, that this approach can be directly used to reconstruct classical exponential sums from non-equispaced data. Furthermore, we derive a modification of Prony's method for sparse approximation with exponential sums which leads to a non-linear least-squares problem.

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Cited in

(7)

• Reconstructing sparse exponential polynomials from samples: difference operators, Stirling numbers and Hermite interpolation
• Exact reconstruction of sparse non-harmonic signals from their Fourier coefficients
• The generalized operator based Prony method
• ESPRIT versus ESPIRA for reconstruction of short cosine sums and its application
• A generalized Prony method for reconstruction of sparse sums of eigenfunctions of linear operators
• Prony methods for recovery of structured functions
• Reconstruction of stationary and non-stationary signals by the generalized Prony method

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