Abstract

The problem of hidden periodicity of a bivariate exponential sum $ {f({\bf n})=\sum_{j=1}^{N}a_j\exp{(-\mathrm{i}\langle{\bm \omega}_j, {\bf n}\rangle)}}, $ where $a_1,\dots,a_N \in \mathbb{C}\backslash\{0\}$ and ${\bf n}\in \mathbb{Z}^2$, is to recover frequency vectors ${\bm \omega}_1, \dots, {\bm \omega}_N \in [0,2\pi)^2$ using finitely many {samples of $f$.} Recently, this problem has received a lot of attention, and different approaches have been proposed to obtain its solution. For example, \cite{KunisProny} relies on the kernel basis analysis of the multilevel Toeplitz matrix of moments of $f$. In \cite{CuytProny2}, the exponential analysis has been considered as a Pad\'e approximation problem. In contrast to the previous method, the algorithms developed in \cite{BDAR,Cuyt} use sampling of $f$ along several lines in the hyperplane to obtain the univariate analog of the problem, which can be solved by classical one-dimensional approaches. Nevertheless, the stability of numerical solutions in the case of noise corruption still has a lot of open questions, especially when the number of parameters increases. Inspired by the one-dimensional approach developed in \cite{FMPrestin}, we propose to use the method of Prony-type polynomials, where the elements ${\bm \omega}_1, \dots, {\bm \omega}_N $ can be recovered due to a set of common zeros of the monic bivariate polynomial of an appropriate multi-degree. The use of Cantor pairing functions allows us to express bivariate Prony-type polynomials in terms of determinants and to find their exact algebraic representation. With respect to the number of samples the method of Prony-type polynomials is situated between the methods proposed in \cite{KunisProny, Cuyt}. Although the method of Prony-type polynomials requires more samples than \cite{Cuyt}, numerical computations show that the algorithm behaves more stable with regard to noisy data. Besides, combining the method of Prony-type polynomials with an autocorrelation sequence allows the improvement of the stability of the method in general.

Highlights

  • Let N ∈ N be an integer, a1, a2, . . . , aN ∈ C\{0} and ωj = ∈ [0, 2π )2 with ωj = ωk for j = k, j, k = 1, . . . , N

  • Motivated by Pan and Saff [18] and Filbir et al [5], we propose the method of Prony-type polynomials in the two-dimensional case, where the parameters z1, . . . , zN can be recovered as a set of common zeros of the monic bivariate polynomial of an appropriate multi-degree

  • Let α = (α1, α2) and β = (β1, β2) be elements of Z2+; we say that α is greater than β with respect to the Graded Lexicographic Order (Grlex) α >grlex β, if |α| > |β| or |α| = |β| and α1 − β1 is positive

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Summary

INTRODUCTION

ZN using finitely many samples f is called the problem of parameter estimation of an exponential sum f. In contrast to the previous one, the algorithms developed in Potts and Tasche [15], Diederichs and Iske [3], and Cuyt and Wen-Shin [4] use sampling of f along several lines in the hyperplane to obtain the univariate analog of the problem, which can be solved by classical one-dimensional approaches. Motivated by Pan and Saff [18] and Filbir et al [5], we propose the method of Prony-type polynomials in the two-dimensional case, where the parameters z1, . First one needs to study in detail properties of such multivariate polynomials, and to analyze a structure of ideals and varieties they build, which causes certain technical challenges which we hope to overcome in future

Monomials and Cantor Functions
Gröbner Basis and Its Applications
The Polynomials
PTP Algorithm
AUTOCORRELATION SEQUENCE AND PRONY-TYPE POLYNOMIALS
Localized Kernel
Symmetric Exponential Sum and Autocorrelation Sequence
Autocorrelation Sequence and Exponential Sum Without Symmetry
NUMERICAL COMPUTATIONS
parameters Method
Method
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