186 research outputs found
On the resolution power of Fourier extensions for oscillatory functions
Functions that are smooth but non-periodic on a certain interval possess
Fourier series that lack uniform convergence and suffer from the Gibbs
phenomenon. However, they can be represented accurately by a Fourier series
that is periodic on a larger interval. This is commonly called a Fourier
extension. When constructed in a particular manner, Fourier extensions share
many of the same features of a standard Fourier series. In particular, one can
compute Fourier extensions which converge spectrally fast whenever the function
is smooth, and exponentially fast if the function is analytic, much the same as
the Fourier series of a smooth/analytic and periodic function.
With this in mind, the purpose of this paper is to describe, analyze and
explain the observation that Fourier extensions, much like classical Fourier
series, also have excellent resolution properties for representing oscillatory
functions. The resolution power, or required number of degrees of freedom per
wavelength, depends on a user-controlled parameter and, as we show, it varies
between 2 and \pi. The former value is optimal and is achieved by classical
Fourier series for periodic functions, for example. The latter value is the
resolution power of algebraic polynomial approximations. Thus, Fourier
extensions with an appropriate choice of parameter are eminently suitable for
problems with moderate to high degrees of oscillation.Comment: Revised versio
On the numerical stability of Fourier extensions
An effective means to approximate an analytic, nonperiodic function on a
bounded interval is by using a Fourier series on a larger domain. When
constructed appropriately, this so-called Fourier extension is known to
converge geometrically fast in the truncation parameter. Unfortunately,
computing a Fourier extension requires solving an ill-conditioned linear
system, and hence one might expect such rapid convergence to be destroyed when
carrying out computations in finite precision. The purpose of this paper is to
show that this is not the case. Specifically, we show that Fourier extensions
are actually numerically stable when implemented in finite arithmetic, and
achieve a convergence rate that is at least superalgebraic. Thus, in this
instance, ill-conditioning of the linear system does not prohibit a good
approximation.
In the second part of this paper we consider the issue of computing Fourier
extensions from equispaced data. A result of Platte, Trefethen & Kuijlaars
states that no method for this problem can be both numerically stable and
exponentially convergent. We explain how Fourier extensions relate to this
theoretical barrier, and demonstrate that they are particularly well suited for
this problem: namely, they obtain at least superalgebraic convergence in a
numerically stable manner
Compressed Sensing and Parallel Acquisition
Parallel acquisition systems arise in various applications in order to
moderate problems caused by insufficient measurements in single-sensor systems.
These systems allow simultaneous data acquisition in multiple sensors, thus
alleviating such problems by providing more overall measurements. In this work
we consider the combination of compressed sensing with parallel acquisition. We
establish the theoretical improvements of such systems by providing recovery
guarantees for which, subject to appropriate conditions, the number of
measurements required per sensor decreases linearly with the total number of
sensors. Throughout, we consider two different sampling scenarios -- distinct
(corresponding to independent sampling in each sensor) and identical
(corresponding to dependent sampling between sensors) -- and a general
mathematical framework that allows for a wide range of sensing matrices (e.g.,
subgaussian random matrices, subsampled isometries, random convolutions and
random Toeplitz matrices). We also consider not just the standard sparse signal
model, but also the so-called sparse in levels signal model. This model
includes both sparse and distributed signals and clustered sparse signals. As
our results show, optimal recovery guarantees for both distinct and identical
sampling are possible under much broader conditions on the so-called sensor
profile matrices (which characterize environmental conditions between a source
and the sensors) for the sparse in levels model than for the sparse model. To
verify our recovery guarantees we provide numerical results showing phase
transitions for a number of different multi-sensor environments.Comment: 43 pages, 4 figure
Uniform Recovery from Subgaussian Multi-Sensor Measurements
Parallel acquisition systems are employed successfully in a variety of
different sensing applications when a single sensor cannot provide enough
measurements for a high-quality reconstruction. In this paper, we consider
compressed sensing (CS) for parallel acquisition systems when the individual
sensors use subgaussian random sampling. Our main results are a series of
uniform recovery guarantees which relate the number of measurements required to
the basis in which the solution is sparse and certain characteristics of the
multi-sensor system, known as sensor profile matrices. In particular, we derive
sufficient conditions for optimal recovery, in the sense that the number of
measurements required per sensor decreases linearly with the total number of
sensors, and demonstrate explicit examples of multi-sensor systems for which
this holds. We establish these results by proving the so-called Asymmetric
Restricted Isometry Property (ARIP) for the sensing system and use this to
derive both nonuniversal and universal recovery guarantees. Compared to
existing work, our results not only lead to better stability and robustness
estimates but also provide simpler and sharper constants in the measurement
conditions. Finally, we show how the problem of CS with block-diagonal sensing
matrices can be viewed as a particular case of our multi-sensor framework.
Specializing our results to this setting leads to a recovery guarantee that is
at least as good as existing results.Comment: 37 pages, 5 figure
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