Parametric spectral analysis: scale and shift
share
We introduce the paradigm of dilation and translation for use in the spectral analysis of complex-valued univariate or multivariate data. The new procedure stems from a search on how to solve ambiguity problems in this analysis, such as aliasing because of too coarsely sampled data, or collisions in projected data, which may be solved by a translation of the sampling locations. In Section 2 both dilation and translation are first presented for the classical one-dimensional exponential analysis. In the subsequent Sections 3–7 the paradigm is extended to more functions, among which the trigonometric functions cosine, sine, the hyperbolic cosine and sine functions, the Chebyshev and spread polynomials, the sinc, gamma and Gaussian function, and several multivariate versions of all of the above. Each of these function classes needs a tailored approach, making optimal use of the properties of the base function used in the considered sparse interpolation problem. With each of the extensions a structured linear matrix pencil is associated, immediately leading to a computational scheme for the spectral analysis, involving a generalized eigenvalue problem and several structured linear systems. In Section 8 we illustrate the new methods in several examples: fixed width Gaussian distribution fitting, sparse cardinal sine or sinc interpolation, and lacunary or supersparse Chebyshev polynomial interpolation.
READ FULL TEXT
