ROAST: Rapid Orthogonal Approximate Slepian Transform
Zhihui Zhu, Santhosh Karnik, Michael B. Wakin, Mark A. Davenport,, Justin Romberg

TL;DR
ROAST is a fast, orthogonal approximation method for the Slepian transform that efficiently represents bandlimited signals and DPSS vectors with high accuracy, comparable to FFT complexity.
Contribution
The paper introduces ROAST, a novel orthogonal approximation to the Slepian transform that significantly reduces computational complexity while maintaining high approximation accuracy.
Findings
ROAST accurately approximates DPSS vectors and bandlimited signals.
The complexity of ROAST is comparable to FFT.
High-quality approximations of sampled sinusoids are guaranteed.
Abstract
In this paper, we provide a Rapid Orthogonal Approximate Slepian Transform (ROAST) for the discrete vector that one obtains when collecting a finite set of uniform samples from a baseband analog signal. The ROAST offers an orthogonal projection which is an approximation to the orthogonal projection onto the leading discrete prolate spheroidal sequence (DPSS) vectors (also known as Slepian basis vectors). As such, the ROAST is guaranteed to accurately and compactly represent not only oversampled bandlimited signals but also the leading DPSS vectors themselves. Moreover, the subspace angle between the ROAST subspace and the corresponding DPSS subspace can be made arbitrarily small. The complexity of computing the representation of a signal using the ROAST is comparable to the FFT, which is much less than the complexity of using the DPSS basis vectors. We also give non-asymptotic results…
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