A signal processing method includes sampling an analog signal, which has a spectral density defining one or more bands, to produce a digitized signal. A spectral transform of the digitized signal is expressed as a matrix multiplied by a vector, wherein the vector includes multiple elements that represent the spectral density of the analog signal as a function of frequency within respective spectral slices. Indices of a subset of the elements of the vector, in which the spectral density is concentrated, is determined. The analog signal is reconstructed from the digitized signal using the subset of the elements of the vector and a corresponding subset of columns of the matrix having the indices.