Local and global geometry of Prony systems and Fourier reconstruction of piecewise-smooth functions

Many reconstruction problems in signal processing require solution of a certain kind of nonlinear systems of algebraic equations, which we call Prony systems. We study these systems from a general perspective, addressing questions of global solvability and stable inversion. Of special interest are the so-called "near-singular" situations, such as a collision of two closely spaced nodes. We also discuss the problem of reconstructing piecewise-smooth functions from their Fourier coefficients, which is easily reduced by a well-known method of K.Eckhoff to solving a particular Prony system. As we show in the paper, it turns out that a modification of this highly nonlinear method can reconstruct the jump locations and magnitudes of such functions, as well as the pointwise values between the jumps, with the maximal possible accuracy.Comment: arXiv admin note: text overlap with arXiv:1211.068

A theoretical basis for the Harmonic Balance Method

The Harmonic Balance method provides a heuristic approach for finding truncated Fourier series as an approximation to the periodic solutions of ordinary differential equations. Another natural way for obtaining these type of approximations consists in applying numerical methods. In this paper we recover the pioneering results of Stokes and Urabe that provide a theoretical basis for proving that near these truncated series, whatever is the way they have been obtained, there are actual periodic solutions of the equation. We will restrict our attention to one-dimensional non-autonomous ordinary differential equations and we apply the results obtained to a couple of concrete examples coming from planar autonomous systems