We study recovery of amplitudes and nodes of a finite impulse train from a limited number of equispaced noisy frequency samples. This problem is known as super-resolution (SR) under sparsity constraints and has numerous applications, including direction of arrival and finite rate of innovation sampling. Prony's method is an algebraic technique which fully recovers the signal parameters in the absence of measurement noise. In the presence of noise, Prony's method may experience significant loss of accuracy, especially when the separation between Dirac pulses is smaller than the Nyquist-Shannon-Rayleigh (NSR) limit. In this work we combine Prony's method with a recently established decimation technique for analyzing the SR problem in the regime where the distance between two or more pulses is much smaller than the NSR limit. We show that our approach attains optimal asymptotic stability in the presence of noise. Our result challenges the conventional belief that Prony-type methods tend to be highly numerically unstable.
翻译:我们研究从数量有限的静默噪音频率样本中回收有限脉冲列的振幅和节点,这个问题被称为超分辨率(SR),在聚度限制下被称作超分辨率(SR),并有许多应用,包括抵达方向和创新抽样的有限率。Prony的方法是一种代数法,在没有测量噪音的情况下完全恢复信号参数。在噪音存在的情况下,Prony的方法可能会发生严重的准确性损失,特别是当Dirac脉冲的分离小于Nyquist-Shannon-Rayleigh(NSR)的限度时。在这项工作中,我们把Prony的方法与最近建立的用于分析系统内两种或两种以上脉冲之间的距离大大小于NSR限度的SR问题的消灭技术结合起来。我们表明,我们的方法在噪音存在的情况下达到了最佳的无药性稳定。我们的结果挑战了传统观念,即Prony型方法在数字上往往极不稳定。