Fourier-sparse interpolation without a frequency gap

September 06, 2016 ยท Declared Dead ยท ๐Ÿ› IEEE Annual Symposium on Foundations of Computer Science

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Authors Xue Chen, Daniel M. Kane, Eric Price, Zhao Song arXiv ID 1609.01361 Category cs.DS: Data Structures & Algorithms Citations 49 Venue IEEE Annual Symposium on Foundations of Computer Science Last Checked 2 months ago
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 $\ell_2$.
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