Local and global geometry of Prony systems and Fourier reconstruction of piecewise-smooth functions
This work provides theoretical foundations and a practical method for reconstructing piecewise-smooth functions, benefiting signal processing and imaging applications.
The paper studies Prony systems for signal reconstruction, addressing global solvability and stable inversion, particularly in near-singular cases. It shows that a modified method can reconstruct piecewise-smooth functions from Fourier coefficients with maximal accuracy, including jump locations and magnitudes.
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.