On the accuracy of solving confluent Prony systems

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

Gravitino perturbations in Schwarzschild black holes

We consider the time evolution of massless gravitino perturbations in Schwarzschild black holes, and show that as in the case of fields of other values of spin, the evolution comes in three stages, after an initial outburst as a first stage, we observe the damped oscillations characteristic of the quasinormal ringing stage, followed by long time tails. Using the sixth order WKB method and Prony fitting of time domain data we determine the quasinormal frequencies. There is a good correspondence between the results obtained by the above two methods, and we obtain a considerable improvement with respect to the previously obtained third order WKB results. We also show that the response of a black hole depends crucially on the spin class of the perturbing field: the quality factor becomes a decreasing function of the spin for boson perturbations, whereas the opposite situation appears for fermion ones

Geometry and Singularities of the Prony mapping

Prony mapping provides the global solution of the Prony system of equations $$\Sigma_{i=1}^{n}A_{i}x_{i}^{k}=m_{k},\ k=0,1,...,2n-1.$$ This system appears in numerous theoretical and applied problems arising in Signal Reconstruction. The simplest example is the problem of reconstruction of linear combination of $\delta$-functions of the form $g(x)=\sum_{i=1}^{n}a_{i}\delta(x-x_{i})$, with the unknown parameters $a_{i},\ x_{i},\ i=1,...,n,$from the "moment measurements"$m_{k}=\int x^{k}g(x)dx.$Global solution of the Prony system, i.e. inversion of the Prony mapping, encounters several types of singularities. One of the most important ones is a collision of some of the points$x_{i}.$ The investigation of this type of singularities has been started in \cite{yom2009Singularities} where the role of finite differences was demonstrated. In the present paper we study this and other types of singularities of the Prony mapping, and describe its global geometry. We show, in particular, close connections of the Prony mapping with the "Vieta mapping" expressing the coefficients of a polynomial through its roots, and with hyperbolic polynomials and "Vandermonde mapping" studied by V. Arnold.Comment: arXiv admin note: text overlap with arXiv:1301.118

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

Decimated generalized Prony systems

We continue studying robustness of solving algebraic systems of Prony type (also known as the exponential fitting systems), which appear prominently in many areas of mathematics, in particular modern "sub-Nyquist" sampling theories. We show that by considering these systems at arithmetic progressions (or "decimating" them), one can achieve better performance in the presence of noise. We also show that the corresponding lower bounds are closely related to well-known estimates, obtained for similar problems but in different contexts

Complete Algebraic Reconstruction of Piecewise-Smooth Functions from Fourier Data

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