Data approximation with time-frequency invariant systems

In this paper we prove the existence of a time-frequency space that best approximates a given finite set of data. Here best approximation is in the least square sense, among all time-frequency spaces with no more than a prescribed number of generators. We provide a formula to construct the generators from the data and give the exact error of approximation. The setting is in the space of square integrable functions defined on a second countable LCA group and we use the Zak transform as the main tool.