Exact Reconstruction of Extended Exponential Sums using Rational Approximation of their Fourier Coefficients

TL;DR

This paper introduces a stable, rational approximation-based method for reconstructing extended exponential sums from Fourier coefficients, accurately recovering all parameters including frequencies, multiplicities, and coefficients.

Contribution

It presents a novel recovery procedure that uses rational approximation of Fourier coefficients to reconstruct extended exponential sums with high stability and automatic detection of the number of terms.

Findings

Requires at most 2N+2 Fourier coefficients for exact recovery

Automatically detects the number of sum terms and their parameters

Provides a stable alternative to Prony's method

Abstract

In this paper we derive a new recovery procedure for the reconstruction of extended exponential sums of the form $y(t) = \sum_{j=1}^{M} \left( \sum_{m=0}^{n_j} \, \gamma_{j,m} \, t^{m} \right) {\mathrm e}^{2\pi \lambda_j t}$, where the frequency parameters $\lambda_{j} \in {\mathbb C}$ are pairwise distinct. For the reconstruction we employ a finite set of classical Fourier coefficients of $y$ with regard to a finite interval $[0,P] \subset {\mathbb R}$ with $P>0$. Our method requires at most $2N+2$ Fourier coefficients $c_{k}(y)$ to recover all parameters of $y$, where $N:=\sum_{j=1}^{M} (1+n_{j})$ denotes the order of $y$. The recovery is based on the observation that for $\lambda_{j} \not\in \frac{{\mathrm i}}{P} {\mathbb Z}$ the terms of $y$ possess Fourier coefficients with rational structure. We employ a recently proposed stable iterative rational approximation algorithm in [12]. If a sufficiently large set of $L$ Fourier coefficients of $y$ is available (i.e., $L > 2N+2$), then our recovery method automatically detects the number $M$ of terms of $y$, the multiplicities $n_{j}$ for $j=1, \ldots , M$, as well as all parameters $\lambda_{j}$, $j=1, \ldots , M$ and $ \gamma_{j,m}$ $j=1, \ldots , M$, $m=0, \ldots , n_{j}$, determining $y$. 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.