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Fourier-sparse interpolation without a frequency gap

Authors :
Daniel M. Kane
Xue Chen
Zhao Song
Eric Price
Source :
FOCS
Publication Year :
2016

Abstract

We consider the problem of estimating a Fourier-sparse signal from noisy samples, where the sampling is done over some interval $[0, T]$ and the frequencies can be "off-grid". Previous methods for this problem required the gap between frequencies to be above 1/T, the threshold required to robustly identify individual frequencies. We show the frequency gap is not necessary to estimate the signal as a whole: for arbitrary $k$-Fourier-sparse signals under $\ell_2$ bounded noise, we show how to estimate the signal with a constant factor growth of the noise and sample complexity polynomial in $k$ and logarithmic in the bandwidth and signal-to-noise ratio. As a special case, we get an algorithm to interpolate degree $d$ polynomials from noisy measurements, using $O(d)$ samples and increasing the noise by a constant factor in $\ell_2$.<br />FOCS 2016

Details

Language :
English
Database :
OpenAIRE
Journal :
FOCS
Accession number :
edsair.doi.dedup.....3fc20bc15c5136c0427fa22a80f0a84f