Nonuniform Interpolation of Noisy Signals Using Support Vector Machines

The problem of signal interpolation has been intensively studied in the information theory literature, in conditions such as unlimited band, nonuniform sampling, and presence of noise. During the last decade, support vector machines (SVM) have been widely used for approximation problems, including function and signal interpolation. However, the signal structure has not always been taken into account in SVM interpolation. We propose the statement of two novel SVM algorithms for signal interpolation, specifically, the primal and the dual signal model based algorithms. Shift-invariant Mercer's kernels are used as building blocks, according to the requirement of bandlimited signal. The sine kernel, which has received little attention in the SVM literature, is used for bandlimited reconstruction. Well-known properties of general SVM algorithms (sparseness of the solution, robustness, and regularization) are explored with simulation examples, yielding improved results with respect to standard algorithms, and revealing good characteristics in nonuniform interpolation of noisy signals.