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JOURNALS // Matematicheskie Trudy // Archive

Mat. Tr., 2024 Volume 27, Number 1, Pages 96–138 (Mi mt699)

On local stability in the complete Prony problem

A. A. Lomovab

a Sobolev Institute of Mathematics, Siberian Branch, Russian Academy of Sciences, Novosibirsk, 630090, Russia
b Novosibirsk State University, Novosibirsk, 630090, Russia

Abstract: In the variational Prony problem of approximating observations $x$ by the sum of exponentials, expressions are obtained for critical points and second derivatives of the implicit function $\theta(x)$ of exponents' dependence on $x$ data. Upper bounds are proposed for the second order increments $\|\Delta_{2}\theta\|$ with a description of the $\Delta x$ area where $\theta(x)$ is approximately linear. As a consequence, the lower bounds for $\|\Delta\theta\|$ are obtained for small perturbations in $x$. A comparison with the upper bounds for $\|\Delta\theta\|$ by Wilkinson's inequality is given.

Key words: difference equations, parameter identification, approximations by the sum of exponentials, variational Prony problem, local stability.

UDC: 517.962.22

Received: 09.10.2023
Revised: 19.11.2023
Accepted: 17.05.2024

DOI: 10.25205/1560-750X-2024-27-1-96-138


 English version:
Siberian Advances in Mathematics, 2024, 34:2, 116–145


© Steklov Math. Inst. of RAS, 2025