Data-Driven Algorithms for Signal Processing with Trigonometric Rational Functions

Rational approximation schemes for reconstructing periodic signals from samples with poorly separated spectral content are described. These methods are automatic and adaptive, requiring no tuning or manual parameter selection. Collectively, they form a framework for fitting trigonometric rational models to data that is robust to various forms of corruption, including additive Gaussian noise, perturbed sampling grids, and missing data. Our approach combines a variant of Prony's method with a modified version of the AAA algorithm. Using representations in both frequency and time space, a collection of algorithms is described for adaptively computing with trigonometric rationals. This includes procedures for differentiation, filtering, convolution, and more. A new MATLAB software system based on these algorithms is introduced. Its effectiveness is illustrated with synthetic and practical examples drawn from applications including biomedical monitoring, acoustic denoising, and feature detection.