Lexing Ying, Department of Mathematics, Stanford University

Prony's method, analytic continuation, and quantum signal processing

Prony's method is a powerful algorithm for identifying frequencies and amplitudes from equally spaced signals. It is probably not as well-known as it should have been. In the first part of the talk, we will review the Prony's method. In the second part of the talk, we use the ideas of the Prony's method to solve two problems: (1) analytic continuation from noisy samples and (2) stable factorization of the phase factors for quantum signal processing.