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Mathematics > Numerical Analysis

Title: A perturbative analysis for noisy spectral estimation

Authors: Lexing Ying
Abstract: Spectral estimation is a fundamental task in signal processing. Recent algorithms in quantum phase estimation are concerned with the large noise, large frequency regime of the spectral estimation problem. The recent work in Ding-Epperly-Lin-Zhang shows that the ESPRIT algorithm exhibits superconvergence behavior for the spike locations in terms of the maximum frequency. This note provides a perturbative analysis to explain this behavior. It also extends the discussion to the case where the noise grows with the sampling frequency.
Subjects: Numerical Analysis (math.NA)
Cite as: arXiv:2405.00803 [math.NA]
  (or arXiv:2405.00803v1 [math.NA] for this version)

Submission history

From: Lexing Ying [view email]
[v1] Wed, 1 May 2024 18:38:13 GMT (34kb,D)

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