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A multivariate generalization of Prony's method.
Linear Algebra Appl. 490, 31-47 (2016)
Prony's method is a prototypical eigenvalue analysis based method for the reconstruction of a finitely supported complex measure on the unit circle from its moments up to a certain degree. In this note, we give a generalization of this method to the multivariate case and prove simple conditions under which the problem admits a unique solution. Provided the order of the moments is bounded from below by the number of points on which the measure is supported as well as by a small constant divided by the separation distance of these points, stable reconstruction is guaranteed. In its simplest form, the reconstruction method consists of setting up a certain multilevel Toeplitz matrix of the moments, compute a basis of its kernel, and compute by some method of choice the set of common roots of the multivariate polynomials whose coefficients are given in the second step. All theoretical results are illustrated by numerical experiments.
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Publication type
Article: Journal article
Document type
Scientific Article
Keywords
Frequency analysis; Spectral analysis; Exponential sum; Moment problem; Super-resolution; Parameter-estimation; Exponential-sums; Trigonometric Polynomials; Interpolation; Reconstruction; Fourier
ISSN (print) / ISBN
0024-3795
Quellenangaben
Volume: 490,
Pages: 31-47
Publisher
Elsevier
Publishing Place
New York, NY
Non-patent literature
Publications
Reviewing status
Peer reviewed
Institute(s)
Institute of Computational Biology (ICB)