Signal Acquisition from Measurements via Non-Linear Models

MaRDI QIDQ3520668zbMATH OpenFDO

Authors Niv Sarig, Yosef Yomdin

Publication date 26 August 2008

Full work available at URL https://arxiv.org/abs/0810.5206

zbMATH Keywords

moment inversion

Mathematics Subject Classification ID

Real algebraic and real-analytic geometry (14P99) Nontrigonometric harmonic analysis (42C99) General nonlinear regression (62J02) Applications of statistics (62P99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: We consider the problem of reconstruction of a non-linear finite-parametric model $M=M_p(x),$ with $p=(p_1,\mathrm{...},p_r)$ a set of parameters, from a set of measurements $m{u}_j(M)$. In this paper $m{u}_j(M)$ are always the moments $m_j(M)=int{x}^j{M}_p(x)dx$. This problem is a central one in Signal Processing, Statistics, and in many other applications. We concentrate on a direct (and somewhat "naive") approach to the above problem: we simply substitute the model function $M_p(x)$ into the measurements $m{u}_j$ and compute explicitly the resulting "symbolic" expressions of $m{u}_j(M_p)$ in terms of the parameters $p$. Equating these "symbolic" expressions to the actual measurement results, we produce a system of nonlinear equations on the parameters $p$, which we consequently try to solve. The aim of this paper is to review some recent results (mostly of cite{Vet5,Mil1,Mil2,Put1,Vet4,Vet3,Mil3,Mil4,Vet2}) in this direction, stressing the algebraic structure of the arising systems and mathematical tools required for their solutions. In particular, we discuss the relation of the reconstruction problem above with the recent results of cite{bfy,bry,chr,pak1,pak2,pak3,pry,ry} on the vanishing problem of generalized polynomial moments and on the Cauchy-type integrals of algebraic functions. The accompanying paper cite{Kis1} (this volume) provides a solution method for a wide class of reconstruction problems as above, based on the study of linear differential equations with rational coefficient, which are satisfied by the moment generating function of the problem.

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(8)

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• Recovering finite parametric distributions and functions using the spherical mean transform
• Local and global geometry of Prony systems and Fourier reconstruction of piecewise-smooth functions
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• Algebraic Fourier reconstruction of piecewise smooth functions
• Moment vanishing problem and positivity: some examples
• Stability and super-resolution of generalized spike recovery
• Linear versus non-linear acquisition of step-functions

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