Decimated Prony's Method for Stable Super-resolution
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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.
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