Geometry of error amplification in solving Prony system with near-colliding nodes
Abstract
We consider a reconstruction problem for ``spike-train'' signals of an a priori known form from their moments We assume that the moments , , are known with an absolute error not exceeding . This problem is essentially equivalent to solving the Prony system We study the ``geometry of error amplification'' in reconstruction of from in situations where the nodes near-collide, i.e. form a cluster of size . We show that in this case, error amplification is governed by certain algebraic varieties in the parameter space of signals , 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}
}