Approximation and Interpolation of Singular Measures by Trigonometric Polynomials

Abstract: Complex signed measures of finite total variation are a powerful signal model in many applications. Restricting to the $d$-dimensional torus, finitely supported measures allow for exact recovery if the trigonometric moments up to some order are known. Here, we consider the approximation of general measures, e.g., supported on a curve, by trigonometric polynomials of fixed degree with respect to the Wasserstein-1 distance. We prove sharp lower bounds for their best approximation and (almost) matching upper bounds for effectively computable approximations when the trigonometric moments of the measure are known. A second class of sum of squares polynomials is shown to interpolate the characteristic function on the support of the measure and to converge to zero outside.