A Levinson-Galerkin algorithm for regularized trigonometric approximation
Thomas Strohmer
TL;DR
The paper presents a robust method for regularized trigonometric approximation from nonuniform, noisy samples by adaptively selecting the polynomial degree via a multi-level least-squares framework. It introduces a Levinson-Galerkin algorithm that solves a nested sequence of Toeplitz normal equations with a stopping rule, achieving overall complexity ${\cal O}(r N_0 + N_0^2)$. The approach is accompanied by a principled choice of weights as a simple preconditioner, a clear extension to multivariate settings, and practical demonstrations in boundary recovery for echocardiography. The resulting method provides an efficient, stable way to recover smooth curves and surfaces from perturbed measurements, with direct applicability to medical imaging and related inverse problems.
Abstract
Trigonometric polynomials are widely used for the approximation of a smooth function $f$ from a set of nonuniformly spaced samples $\{f(x_j)\}_{j=0}^{N-1}$. If the samples are perturbed by noise, controlling the smoothness of the trigonometric approximation becomes an essential issue to avoid overfitting and underfitting of the data. Using the polynomial degree as regularization parameter we derive a multi-level algorithm that iteratively adapts to the least squares solution of optimal smoothness. The proposed algorithm computes the solution in at most $\cal{O}(NM + M^2)$ operations ($M$ being the polynomial degree of the approximation) by solving a family of nested Toeplitz systems. It is shown how the presented method can be extended to multivariate trigonometric approximation. We demonstrate the performance of the algorithm by applying it in echocardiography to the recovery of the boundary of the Left Ventricle.
