Geometry of error amplification in solving the Prony system with near-colliding nodes

Author:

Akinshin Andrey,Goldman Gil,Yomdin Yosef

Abstract

We consider a reconstruction problem for “spike-train” signals F F of an a priori known form F ( x ) = j = 1 d a j δ ( x x j ) , F(x)=\sum _{j=1}^{d}a_{j}\delta \left (x-x_{j}\right ), from their moments m k ( F ) = x k F ( x ) d x . m_k(F)=\int x^kF(x)dx. We assume that the moments m k ( F ) m_k(F) , k = 0 , 1 , , 2 d 1 k=0,1,\ldots ,2d-1 , are known with an absolute error not exceeding ϵ > 0 \epsilon > 0 . This problem is essentially equivalent to solving the Prony system j = 1 d a j x j k = m k ( F ) ,   k = 0 , 1 , , 2 d 1. \sum _{j=1}^d a_jx_j^k=m_k(F), \ k=0,1,\ldots ,2d-1.

We study the “geometry of error amplification” in reconstruction of F F from m k ( F ) , m_k(F), in situations where the nodes x 1 , , x d x_1,\ldots ,x_d near-collide, i.e., form a cluster of size h 1 h \ll 1 . We show that in this case, error amplification is governed by certain algebraic varieties in the parameter space of signals F F , which we call the “Prony varieties”.

Based on this we produce lower and upper bounds, of the same order, on the worst case reconstruction error. In addition we derive separate lower and upper bounds on the reconstruction of the amplitudes and the nodes.

Finally we discuss how to use the geometry of the Prony varieties to improve the reconstruction accuracy given additional a priori information.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Super-resolution of positive near-colliding point sources;Information and Inference: A Journal of the IMA;2023-09-18

2. The spectral properties of Vandermonde matrices with clustered nodes;Linear Algebra and its Applications;2021-01

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