Abstract
We consider the problem of stable recovery of sparse signals of the form from their spectral measurements, known in a bandwidth with absolute error not exceeding epsilon>0. We consider the case when at most form a cluster whose extent is smaller than the Rayleigh limit {1over var }, while the rest of the nodes is well separated. Provided that epsilon lessapprox operatorname{SRF}{-2p+1}, where operatorname{SRF}=(var varDelta) {-1} and varDelta is the minimal separation between the nodes, we show that the minimax error rate for reconstruction of the cluster nodes is of order {1over var }operatorname{SRF}{2p-1}epsilon , while for recovering the corresponding amplitudes {aj} the rate is of the order operatorname{SRF}{2p-1}epsilon . Moreover, the corresponding minimax rates for the recovery of the non-clustered nodes and amplitudes are {epsilon over var } and epsilon , respectively. These results suggest that stable super-resolution is possible in much more general situations than previously thought. Our numerical experiments show that the well-known matrix pencil method achieves the above accuracy bounds.
Original language | English |
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Pages (from-to) | 515-572 |
Number of pages | 58 |
Journal | Information and Inference |
Volume | 10 |
Issue number | 2 |
DOIs | |
State | Published - 1 Jun 2021 |
Keywords
- Fourier transform
- Prony systems
- signal reconstruction
- sparsity
- spike-trains
- super-resolution
All Science Journal Classification (ASJC) codes
- Analysis
- Statistics and Probability
- Numerical Analysis
- Computational Theory and Mathematics
- Applied Mathematics