English

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

Classical Analysis and ODEs 2019-12-18 v5

Abstract

We consider a reconstruction problem for ``spike-train'' signals FF of an a priori known form F(x)=j=1dajδ(xxj),F(x)=\sum_{j=1}^{d}a_{j}\delta\left(x-x_{j}\right), from their moments mk(F)=xkF(x)dx.m_k(F)=\int x^kF(x)dx. We assume that the moments mk(F)m_k(F), k=0,1,,2d1k=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=1dajxjk=mk(F), k=0,1,,2d1.\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 FF from mk(F),m_k(F), in situations where the nodes x1,,xdx_1,\ldots,x_d near-collide, i.e. form a cluster of size h1h \ll 1. We show that in this case, error amplification is governed by certain algebraic varieties in the parameter space of signals FF, 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.

Cite

@article{arxiv.1701.04058,
  title  = {Geometry of error amplification in solving Prony system with near-colliding nodes},
  author = {Andrey Akinshin and Gil Goldman and Yosef Yomdin},
  journal= {arXiv preprint arXiv:1701.04058},
  year   = {2019}
}
R2 v1 2026-06-22T17:50:34.678Z