 Rank deficiency from deterministic spectral upsampling

Rank deficiency from deterministic spectral upsampling occurs because a deterministic map cannot manufacture independent measurements. For $\mathbf{y}=A\mathbf{n}$ and input covariance matrix $C$,When the output has more channels than the input, its covariance matrix is necessarily singular. Covariance of count-conserving rebinned Raman channels gives the conserved-count example and its full propagated uncertainty.^[ref]

Using that parent's two-to-three channel map, the output always satisfies $y_1-y_2+y_3=0$. If the input readings are $20$ and $30$, the rebinned vector is $(10,25,15{)}^T$. Recovering the original readings as $n_1=2y_1$ and $n_2=2y_3$ shows that the third displayed number is not a third independent observation.

For an original fitting example, suppose both input means equal an unknown $\theta$ and their independent measurement-error variances are known to be $25$. Fitting in the original channels gives $\hat{\theta }=(20+30)/2=25$, with variance $25/2=12.5$. A correct generalized least squares fit after rebinning gives the same result and uncertainty. It must use the singular covariance on its supported range, for example through the Moore-Penrose inverse, together with the exact linear constraints.

The range restriction in singular-covariance spectral fitting matters if a proposed output model fails those constraints. A residual along $(1,-1,1{)}^T$ cannot arise from this rebinning model at all. Merely inserting a pseudoinverse into a quadratic objective would assign zero penalty to that impossible direction. Either enforce the range condition or supply a physically justified additional noise model; adding a small diagonal term solely to make the matrix invertible changes the statistical assumptions.

The motivating Raman apparatus measures detector-array spectra before any subsequent numerical grid change.^[ref] Working on the original grid often avoids this singular fitting problem while retaining the actual measurement information.