Stability analysis of a variant of the Prony method
Summary: Prony type methods are used in many engineering applications to determine the exponential fit corresponding to a dataset. We study a variant of Prony's method that was used by \textit{M. Mart{'i}n-Landrove} et al., ``A quasi-analytical method for relaxation rate distribution determination of \(T_{2}\)-weighted MRI in brain, in: Proceedings of the 29th Annual International Conference of IEEE-EMBS, Engineering in Medicine and Biology Society (EMBC '07), 1318-1321, Lyon, France (2007; \url{doi:10.1109/IEMBS.2007.4352540})], in a process of segmentation of \(T_2\)-weighted MRI brain images. We show the equivalence between that method and the classical Prony method and study the stability of the computed solutions with respect to noise in the data set. In particular, we show that the relative error in the calculation of the exponential fit parameters is linear with respect to noise in the data. Our analysis is based on classical results from linear algebra, matrix computation theory, and the theory of stability for roots of polynomials.
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