Frequency-selective Vandermonde decomposition of Toeplitz matrices with applications

- The classical result of Vandermonde decomposition of Toeplitz matrices is generalized to the case when the frequencies are restricted in a given interval, referred to as frequency-selective Vandermonde decomposition.
- The existence and uniqueness of the frequency-selective Vandermonde decomposition are studied under explicit conditions on the Toeplitz matrix.
- The new result is connected by duality to the positive real lemma for trigonometric polynomials nonnegative on the frequency interval.
- The new result is applied to provide a solution to the truncated trigonometric K-moment problem.
- The new result is used to derive a primal semidefinite program formulation of the frequency-selective atomic norm for frequency estimation with prior knowledge.

The classical result of Vandermonde decomposition of positive semidefinite Toeplitz matrices, which dates back to the early twentieth century, forms the basis of modern subspace and recent atomic norm methods for frequency estimation. In this paper, we study the Vandermonde decomposition in which the frequencies are restricted to lie in a given interval, referred to as frequency-selective Vandermonde decomposition. The existence and uniqueness of the decomposition are studied under explicit conditions on the Toeplitz matrix. The new result is connected by duality to the positive real lemma for trigonometric polynomials nonnegative on the same frequency interval. Its applications in the theory of moments and line spectral estimation are illustrated. In particular, it provides a solution to the truncated trigonometric K-moment problem. It is used to derive a primal semidefinite program formulation of the frequency-selective atomic norm in which the frequencies are known a priori to lie in certain frequency bands. Numerical examples are also provided.