Predicting sparse circle maps from their dynamics

Felix Krahmer, Christian Kühn, Nada Sissouno

Abstract: The problem of identifying a dynamical system from its dynamics is of great importance for many applications. Recently it has been suggested to impose sparsity models for improved recovery performance. In this paper, we provide recovery guarantees for such a scenario. More precisely, we show that ergodic systems on the circle described by sparse trigonometric polynomials can be recovered from a number of samples scaling near-linearly in the sparsity.