Technical Report CS-2018-04

TR#:CS-2018-04
Class:CS
Title: Vector Versions of Prony's Algorithm and Vector-Valued Rational Approximations
Authors: Avram Sidi
PDFCurrently accessibly only within the Technion network
Abstract: Given the scalar sequence $\{f_m\}^\infty_{m=0}$ that satisfies $$f_m=\sum^k_{i=1}a_i\zeta_i^m,\quad m=0,1,\ldots,$$ where $a_i, \zeta_i\in \mathbb{C}$ and $\zeta_i$ are distinct, the algorithm of Prony concerns the determination of the $a_i$ and the $\zeta_i$ from a finite number of the $f_m$. This algorithm is also related to Pad\'{e} approximants from the infinite power series $\sum^\infty_{j=0}f_jz^j$.

In this work, we discuss ways of extending Prony's algorithm to sequences of vectors $\{\ff_m\}^\infty_{m=0}$ in $\mathbb{C}^N$ that satisfy $$\ff_m=\sum^k_{i=1}\aaa_i\zeta_i^m, \quad m=0,1,\ldots,$$ where $\aaa_i\in\mathbb{C}^N$ and $\zeta_i\in\mathbb{C}$. Two distinct problems arise depending on whether the vectors $\aaa_i$ are linearly independent or not. We consider different approaches that enable us to determine the $\aaa_i$ and $\zeta_i$ for these two problems, and develop suitable methods. We concentrate especially on extensions that take into account the possibility of the components of the $\aaa_i$ being coupled. One of the applications concern the determination of a number of the pairs $(\zeta_i,\aaa_i)$ for which $|\zeta_i|$ are largest. These applications can be applied to the more general case in which $$\ff_m=\sum^k_{i=1}\pp_i(m)\zeta_i^m, \quad m=0,1,\ldots,$$ where $\pp_i(m)\in\mathbb{C}^N$ are some (vector-valued) polynomials in $m$, and $\zeta_i\in\mathbb{C}$ are distinct. Finally, the methods suggested here can be extended to vector sequences in infinite dimensional spaces in a straightforward manner.

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