A Consistent and Stable Approach to Generalized Sampling

We consider the problem of generalized sampling, in which one seeks to obtain reconstructions in arbitrary finite dimensional spaces from a finite number of samples taken with respect to an arbitrary orthonormal basis. Typical approaches to this problem consider solutions obtained via the consistent reconstruction technique or as solutions of an overcomplete linear systems. However, the consistent reconstruction technique is known to be non-convergent and ill-conditioned in important cases, such as the recovery of wavelet coefficients from Fourier samples, and whilst the latter approach presents solutions which are convergent and well-conditioned when the system is sufficiently overcomplete, the solution becomes inconsistent with the original measurements. In this paper, we consider generalized sampling via a non-linear minimization problem and prove that the minimizers present solutions which are convergent, stable and consistent with the original measurements. We also provide analysis in the case of recovering wavelets coefficients from Fourier samples. We show that for compactly supported wavelets of sufficient smoothness, there is a linear relationship between the number of wavelet coefficients which can be accurately recovered and the number of Fourier samples available.

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