Title: Fourier series, signal recovery, and real-life applications
Abstract: We are going to discuss the following basic problem. Suppose that f: ℤₙ → ℂ is a signal, and suppose that the values {f(x) : x ∈ M} are missing for some M⊂ ℤₙ. Under what reasonable conditions can we recover the missing values exactly? We are going to discuss the basic theory behind this problem, prove a couple of simple results, and then apply them to the recovery of the missing values in real-life time series. The lecture will be almost entirely self-contained.
Aaron Brown
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