Abstract-We consider signal reconstruction problem for signals
We consider a reconstruction problem for "spike-train" signals F of an a priori known formWe assume that the moments m k (F ), k = 0, 1, . . . , 2d − 1, are known with an absolute error not exceeding ǫ > 0. This problem is essentially equivalent to solving the Prony systemWe study the "geometry of error amplification" in reconstruction of F from m k (F ), in situations where the nodes x 1 , . . . , x d near-collide, i.e. form a cluster of size h ≪ 1. We show that in this case, error amplification is governed by certain algebraic varieties in the parameter space of signals 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.
Abstract. We consider a signal reconstruction problem for signals F of the formWe assume m k (F ) to be known for k = 0, 1, . . . , N, with an absolute error not exceeding ǫ > 0.We study the "geometry of error amplification" in reconstruction of F from m k (F ), in situations where two neighboring nodes x i and x i+1 nearcollide, i.e x i+1 − x i = h ≪ 1. We show that the error amplification is governed by certain algebraic curves S F,i , in the parameter space of signals F , along which the first three moments m 0 , m 1 , m 2 remain constant.
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.
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