Prony’s method: an old trick for new problems

Abstract

In 1795, French mathematician Gaspard de Prony invented an ingenious trick to solve a recovery problem, aiming at reconstructing functions from their values at given points, which arose from a specific application in physical chemistry. His technique became later useful in many different areas, such as signal processing, and it relates to the concept of sparsity that gained a lot of well-deserved attention recently. Prony’s contribution, therefore, has developed into a very modern mathematical concept.