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Multi-Dimensional Minimum Weighted Norm Interpolation, Survey ...

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Band-limited interpolation<br />

Reconstruction of noisy data<br />

Or, solve the equivalent problem:<br />

<br />

T ˜<br />

ρW ˜<br />

<br />

x ≈<br />

<br />

y<br />

0<br />

W = FH Λ˜ 1/2 F˜<br />

˜ ˜<br />

<br />

.<br />

i) The augmented matrix of the problem is rank deficient<br />

ii) Solve it by choosing, among all possible least-squares solu-<br />

tions, the one with minimum Euclidean norm<br />

iii) SVD or CG<br />

15

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