The generalized operator based Prony method

DOI10.1007/S00365-020-09501-6MaRDI QIDQ2216648zbMATH OpenOpenAlexFDO

Authors Kilian Stampfer, Gerlind Plonka

Publication date 16 December 2020

Published in Constructive Approximation (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1901.08778

zbMATH Keywords

exponential operatorsparameter identification problemgeneralized Prony methodsparse expansions

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Approximation by other special function classes (41A30) Sampling theory in information and communication theory (94A20)

Abstract: The generalized Prony method introduced by Peter & Plonka (2013) is a reconstruction technique for a large variety of sparse signal models that can be represented as sparse expansions into eigenfunctions of a linear operator $A$. However, this procedure requires the evaluation of higher powers of the linear operator $A$ that are often expensive to provide. In this paper we propose two important extensions of the generalized Prony method that simplify the acquisition of the needed samples essentially and at the same time can improve the numerical stability of the method. The first extension regards the change of operators from $A$ to $varphi(A)$, where $varphi$ is an analytic function, while $A$ and $varphi(A)$ possess the same set of eigenfunctions. The goal is now to choose $varphi$ such that the powers of $varphi(A)$ are much simpler to evaluate than the powers of $A$. The second extension concerns the choice of the sampling functionals. We show, how new sets of different sampling functionals $F_k$ can be applied with the goal to reduce the needed number of powers of the operator $A$ (resp. $varphi(A)$) in the sampling scheme and to simplify the acquisition process for the recovery method.

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Cited in

(10)

• Multiscale matrix pencils for separable reconstruction problems
• A generalized Prony method for reconstruction of sparse sums of eigenfunctions of linear operators
• Validated analysis of modulated signals: from de Prony to Padé and beyond
• Modifications of Prony's method for the recovery and sparse approximation with generalized exponential sums
• Learning algebraic decompositions using Prony structures
• Two subspace methods for frequency sparse graph signals
• Eigenmatrix for unstructured sparse recovery
• Super-resolution for doubly-dispersive channel estimation
• ESPRIT versus ESPIRA for reconstruction of short cosine sums and its application
• Reconstruction of stationary and non-stationary signals by the generalized Prony method

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