无频率间隙的傅里叶稀疏插值

Xue Chen, D. Kane, Eric Price, Zhao Song
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引用次数: 40

摘要

我们考虑从噪声样本中估计傅里叶稀疏信号的问题,其中采样是在某个间隔[0,T]内完成的,频率可以是“离网”的。以前解决这个问题的方法要求频率之间的差距大于1/T,这是鲁棒识别单个频率所需的阈值。我们展示了频率间隙对于整个信号的估计是不必要的:对于l2有界噪声下的任意k-傅立叶稀疏信号,我们展示了如何用噪声的常数因子增长和k的样本复杂度多项式和带宽和信噪比的对数来估计信号。作为一种特殊情况,我们得到了一种从噪声测量中插值d阶多项式的算法,使用O(d)个样本并在l2中增加一个常数因子的噪声。
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Fourier-Sparse Interpolation without a Frequency Gap
We consider the problem of estimating a Fourier-sparse signal from noisy samples, where the sampling is done over some interval [0, T] and the frequencies can be "off-grid". Previous methods for this problem required the gap between frequencies to be above 1/T, the threshold required to robustly identify individual frequencies. We show the frequency gap is not necessary to estimate the signal as a whole: for arbitrary k-Fourier-sparse signals under l2 bounded noise, we show how to estimate the signal with a constant factor growth of the noise and sample complexity polynomial in k and logarithmic in the bandwidth and signal-to-noise ratio. As a special case, we get an algorithm to interpolate degree d polynomials from noisy measurements, using O(d) samples and increasing the noise by a constant factor in l2.
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