Stable reconstructions in Hilbert spaces and the resolution of the Gibbs phenomenon
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Publication:413646
DOI10.1016/J.ACHA.2011.07.004zbMATH Open1245.94058arXiv1011.6625OpenAlexW2032208959MaRDI QIDQ413646FDOQ413646
Publication date: 7 May 2012
Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)
Abstract: We introduce a method to reconstruct an element of a Hilbert space in terms of an arbitrary finite collection of linearly independent reconstruction vectors, given a finite number of its samples with respect to any Riesz basis. As we establish, provided the dimension of the reconstruction space is chosen suitably in relation to the number of samples, this procedure can be numerically implemented in a stable manner. Moreover, the accuracy of the resulting approximation is completely determined by the choice of reconstruction basis, meaning that the reconstruction vectors can be tailored to the particular problem at hand. An important example of this approach is the accurate recovery of a piecewise analytic function from its first few Fourier coefficients. Whilst the standard Fourier projection suffers from the Gibbs phenomenon, by reconstructing in a piecewise polynomial basis, we obtain an approximation with root exponential accuracy in terms of the number of Fourier samples and exponential accuracy in terms of the degree of the reconstruction function. Numerical examples illustrate the advantage of this approach over other existing methods.
Full work available at URL: https://arxiv.org/abs/1011.6625
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General harmonic expansions, frames (42C15) Hilbert and pre-Hilbert spaces: geometry and topology (including spaces with semidefinite inner product) (46C05) Sampling theory in information and communication theory (94A20)
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