Abstract. Accurate reconstruction of piecewise-smooth functions from a finite number of Fourier coefficients is an important problem in various applications. This probelm exhibits an inherent inaccuracy, in particular the Gibbs phenomenon, and it is being intensively investigated during the last decades. Several nonlinear reconstruction methods have been proposed in the literature, and it is by now well-established that the "classical" convergence order can be completely restored up to the discontinuities. Still, the maximal accuracy of determining the positions of these discontinuities remains an open question.In this paper we prove that the locations of the jumps (and subsequently the pointwise values of the function) can be reconstructed with at least "half the classical accuracy". In particular, we develop a constructive approximation procedure which, given the first Fourier coefficients of a piecewise-¾ ·½ function, recovers the locations of the jumps with accuracy ´ ·¾µ , and the values of the function between the jumps with accuracy ´ ·½µ (similar estimates are obtained for the associated jump magnitudes). A key ingredient of the algorithm is to start with the case of a single discontinuity, where a modified version of one of the existing algebraic methods (due to K.Eckhoff) may be applied. It turns out that the additional orders of smoothness produce highly correlated error terms in the Fourier coefficients, which eventually cancel out in the corresponding algebraic equations. To handle more than one jump, we apply a localization procedure via a convolution in the Fourier domain, which eventually preserves the accuracy estimates obtained for the single jump. We provide some numerical results which support the theoretical predictions.
Abstract-We consider signal reconstruction problem for signals
In this paper we consider several nonlinear systems of algebraic equations which can be called "Prony-type". These systems arise in various reconstruction problems in several branches of theoretical and applied mathematics, such as frequency estimation and nonlinear Fourier inversion. Consequently, the question of stability of solution with respect to errors in the right-hand side becomes critical for the success of any particular application. We investigate the question of "maximal possible accuracy" of solving Prony-type systems, putting stress on the "local" behavior which approximates situations with low absolute measurement error. The accuracy estimates are formulated in very simple geometric terms, shedding some light on the structure of the problem. Numerical tests suggest that "global" solution techniques such as Prony's algorithm and ESPRIT method are suboptimal when compared to this theoretical "best local" behavior.
In this paper we provide a reconstruction algorithm for piecewise-smooth functions with a-priori known smoothness and number of discontinuities, from their Fourier coefficients, posessing the maximal possible asymptotic rate of convergence -including the positions of the discontinuities and the pointwise values of the function. This algorithm is a modification of our earlier method, which is in turn based on the algebraic method of K.Eckhoff proposed in the 1990s. The key ingredient of the new algorithm is to use a different set of Eckhoff's equations for reconstructing the location of each discontinuity. Instead of consecutive Fourier samples, we propose to use a "decimated" set which is evenly spread throughout the spectrum.
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