Sparse Interpolation, the FFT Algorithm and FIR Filters

Abstract

In signal processing, the Fourier transform is a popular method to analyze the frequency content of a signal, as it decomposes the signal into a linear combination of complex exponentials with integer frequencies. A fast algorithm to compute the Fourier transform is based on a binary divide and conquer strategy. In computer algebra, sparse interpolation is well-known and closely related to Prony’s method of exponential fitting, which dates back to 1795. In this paper we develop a divide and conquer algorithm for sparse interpolation and show how it is a generalization of the FFT algorithm. In addition, when considering an analog as opposed to a discrete version of our divide and conquer algorithm, we can establish a connection with digital filter theory.