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

Algebraic Fourier reconstruction of piecewise smooth functions

Accurate reconstruction of piecewise-smooth functions from a finite number of Fourier coefficients is an important problem in various applications. The inherent inaccuracy, in particular the Gibbs phenomenon, is being intensively investigated during the last decades. Several nonlinear reconstruction methods have been proposed, 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 $k$ Fourier coefficients of a piecewise-$C^{2d+1}$ function, recovers the locations of the jumps with accuracy $\sim k^{-(d+2)}$, and the values of the function between the jumps with accuracy $\sim k^{-(d+1)}$ (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 a highly correlated error terms in the Fourier coefficients, which eventually cancel out in the corresponding algebraic equations. To handle more than one jump, we propose to apply a localization procedure via a convolution in the Fourier domain