<p>Motivated by a number of applications in signal processing, we study the following question. Given samples of a multidimensional signal of the form <Equation ID="Equa"> <EquationSource Format="TEX">\(f(\varvec{\ell })=\sum _{k=1}^K a_k\exp (-i\langle \varvec{\ell }, \textbf{w}_k\rangle ), \quad \textbf{w}_1,\cdots ,\textbf{w}_k\in \mathbb {R}^q, \ \varvec{\ell }\in \mathbb {Z}^q, \ |\varvec{\ell }| &lt;n,\)</EquationSource> </Equation>determine the values of the number <i>K</i> of components, and the parameters <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(a_k\)</EquationSource> </InlineEquation> and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\textbf{w}_k\)</EquationSource> </InlineEquation>’s. We note that the the number of samples of <i>f</i> in the above equation is <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\((2n-1)^q\)</EquationSource> </InlineEquation>. We develop an algorithm to recuperate these quantities accurately using only a subsample of size <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\mathcal {O}(qn)\)</EquationSource> </InlineEquation> of this data. For this purpose, we use a novel localized kernel method to identify the parameters, including the number <i>K</i> of signals. Our method is easy to implement, and is shown to be stable under a very low SNR range. We demonstrate the effectiveness of our resulting algorithm using 2 and 3 dimensional examples from the literature, and show substantial improvements over state-of-the-art techniques including Prony based, MUSIC and ESPRIT approaches.</p>

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Robust and tractable multidimensional exponential analysis

  • H. N. Mhaskar,
  • S. Kitimoon,
  • Raghu G. Raj

摘要

Motivated by a number of applications in signal processing, we study the following question. Given samples of a multidimensional signal of the form \(f(\varvec{\ell })=\sum _{k=1}^K a_k\exp (-i\langle \varvec{\ell }, \textbf{w}_k\rangle ), \quad \textbf{w}_1,\cdots ,\textbf{w}_k\in \mathbb {R}^q, \ \varvec{\ell }\in \mathbb {Z}^q, \ |\varvec{\ell }| <n,\) determine the values of the number K of components, and the parameters \(a_k\) and \(\textbf{w}_k\) ’s. We note that the the number of samples of f in the above equation is \((2n-1)^q\) . We develop an algorithm to recuperate these quantities accurately using only a subsample of size \(\mathcal {O}(qn)\) of this data. For this purpose, we use a novel localized kernel method to identify the parameters, including the number K of signals. Our method is easy to implement, and is shown to be stable under a very low SNR range. We demonstrate the effectiveness of our resulting algorithm using 2 and 3 dimensional examples from the literature, and show substantial improvements over state-of-the-art techniques including Prony based, MUSIC and ESPRIT approaches.