Emergent Mind

Exact Reconstruction of Sparse Non-Harmonic Signals from Fourier Coefficients

(2011.13346)
Published Nov 26, 2020 in math.NA and cs.NA

Abstract

In this paper, we derive a new reconstruction method for real non-harmonic Fourier sums, i.e., real signals which can be represented as sparse exponential sums of the form $f(t) = \sum{j=1}{K} \gamma{j} \, \cos(2\pi a{j} t + b{j})$, where the frequency parameters $a{j} \in {\mathbb R}$ (or $a{j} \in {\mathrm i} {\mathbb R}$) are pairwise different. Our method is based on the recently proposed stable iterative rational approximation algorithm in \cite{NST18}. For signal reconstruction we use a set of classical Fourier coefficients of $f$ with regard to a fixed interval $(0, P)$ with $P>0$. Even though all terms of $f$ may be non-$P$-periodic, our reconstruction method requires at most $2K+2$ Fourier coefficients $c_{n}(f)$ to recover all parameters of $f$. We show that in the case of exact data, the proposed iterative algorithm terminates after at most $K+1$ steps. The algorithm can also detect the number $K$ of terms of $f$, if $K$ is a priori unknown and $L>2K+2$ Fourier coefficients are available. Therefore our method provides a new stable alternative to the known numerical approaches for the recovery of exponential sums that are based on Prony's method. Keywords: sparse exponential sums, non-harmonic Fourier sums, reconstruction of sparse non-periodic signals, rational approximation, AAA algorithm, barycentric representation, Fourier coefficients

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