1. A method of optimally sampling a continuous signal comprising the steps of: (a) identifying a basis set from an eigenvector matrix of an autocorrelation matrix from previously sampled sets of data, (b) identifying optimal sampling locations from the eigenvector matrix, (c) sampling an input signal at the optimal sampling locations, (d) determining coefficients for the basis set from the sampled input signal, and (e) summing the multiplication of coefficients and the basis set to construct the sampled signal.