2 research outputs found
Moment inversion problem for piecewise D-finite functions
We consider the problem of exact reconstruction of univariate functions with
jump discontinuities at unknown positions from their moments. These functions
are assumed to satisfy an a priori unknown linear homogeneous differential
equation with polynomial coefficients on each continuity interval. Therefore,
they may be specified by a finite amount of information. This reconstruction
problem has practical importance in Signal Processing and other applications.
It is somewhat of a ``folklore'' that the sequence of the moments of such
``piecewise D-finite''functions satisfies a linear recurrence relation of
bounded order and degree. We derive this recurrence relation explicitly. It
turns out that the coefficients of the differential operator which annihilates
every piece of the function, as well as the locations of the discontinuities,
appear in this recurrence in a precisely controlled manner. This leads to the
formulation of a generic algorithm for reconstructing a piecewise D-finite
function from its moments. We investigate the conditions for solvability of the
resulting linear systems in the general case, as well as analyze a few
particular examples. We provide results of numerical simulations for several
types of signals, which test the sensitivity of the proposed algorithm to
noise