Lasso trigonometric polynomial approximation for periodic function recovery in equidistant points

DOI10.1016/J.APNUM.2023.09.001MaRDI QIDQ6086846zbMATH OpenOpenAlexFDO

Authors Congpei An, Mou Cai

Publication date 10 November 2023

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2210.04204

zbMATH Keywords

Lassotrapezoidal ruletrigonometric interpolation

Mathematics Subject Classification ID

Best approximation, Chebyshev systems (41A50) Trigonometric approximation (42A10) Trigonometric interpolation (42A15) Classical almost periodic functions, mean periodic functions (42A75) Numerical interpolation (65D05)

Abstract: In this paper, we propose a fully discrete soft thresholding trigonometric polynomial approximation on $[-pi,pi],$ named Lasso trigonometric interpolation. This approximation is an $el{l}_1$-regularized discrete least squares approximation under the same conditions of classical trigonometric interpolation on an equidistant grid. Lasso trigonometric interpolation is sparse and meanwhile it is an efficient tool to deal with noisy data. We theoretically analyze Lasso trigonometric interpolation for continuous periodic function. The principal results show that the $L_2$ error bound of Lasso trigonometric interpolation is less than that of classical trigonometric interpolation, which improved the robustness of trigonometric interpolation. This paper also presents numerical results on Lasso trigonometric interpolation on $[-pi,pi]$, with or without the presence of data errors.

Review text

The authors study in this paper Lasso Trigonometric interpolation (LTI). They study approximation properties of LTI and provide error analysis. They show that in the absence of noise, the L2 error of LTI for any nonzero periodic continuous function converges to a nonzero term which depends on the best approximation of this function, whereas such an error of trigonometric interpolation on an equidistant grid converges to zero as $N\to\infty$. But in the presence of noise, LTI is able to reduce the newly introduced error term caused by noise by multiplying a factor less than one.

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• Parameter choice strategies for regularized least squares approximation of noisy continuous functions on the unit circle

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