Generalized Sparse Covariance-based Estimation

In this work, we extend the sparse iterative covariance-based estimator (SPICE), by generalizing the formulation to allow for different norm constraints on the signal and noise parameters in the covariance model. For a given norm, the resulting extended SPICE method enjoys the same benefits as the regular SPICE method, including being hyper-parameter free, although the choice of norms are shown to govern the sparsity in the resulting solution. Furthermore, we show that solving the extended SPICE method is equivalent to solving a penalized regression problem, which provides an alternative interpretation of the proposed method and a deeper insight on the differences in sparsity between the extended and the original SPICE formulation. We examine the performance of the method for different choices of norms, and compare the results to the original SPICE method, showing the benefits of using the extended formulation. We also provide two ways of solving the extended SPICE method; one grid-based method, for which an efficient implementation is given, and a gridless method for the sinusoidal case, which results in a semi-definite programming problem

A Compact Formulation for the ℓ2,1\ell_{2,1} Mixed-Norm Minimization Problem

Parameter estimation from multiple measurement vectors (MMVs) is a fundamental problem in many signal processing applications, e.g., spectral analysis and direction-of- arrival estimation. Recently, this problem has been address using prior information in form of a jointly sparse signal structure. A prominent approach for exploiting joint sparsity considers mixed-norm minimization in which, however, the problem size grows with the number of measurements and the desired resolution, respectively. In this work we derive an equivalent, compact reformulation of the $\ell_{2,1}$ mixed-norm minimization problem which provides new insights on the relation between different existing approaches for jointly sparse signal reconstruction. The reformulation builds upon a compact parameterization, which models the row-norms of the sparse signal representation as parameters of interest, resulting in a significant reduction of the MMV problem size. Given the sparse vector of row-norms, the jointly sparse signal can be computed from the MMVs in closed form. For the special case of uniform linear sampling, we present an extension of the compact formulation for gridless parameter estimation by means of semidefinite programming. Furthermore, we derive in this case from our compact problem formulation the exact equivalence between the $\ell_{2,1}$ mixed-norm minimization and the atomic-norm minimization. Additionally, for the case of irregular sampling or a large number of samples, we present a low complexity, grid-based implementation based on the coordinate descent method

Frequency-Selective Vandermonde Decomposition of Toeplitz Matrices with Applications

The classical result of Vandermonde decomposition of positive semidefinite Toeplitz matrices, which dates back to the early twentieth century, forms the basis of modern subspace and recent atomic norm methods for frequency estimation. In this paper, we study the Vandermonde decomposition in which the frequencies are restricted to lie in a given interval, referred to as frequency-selective Vandermonde decomposition. The existence and uniqueness of the decomposition are studied under explicit conditions on the Toeplitz matrix. The new result is connected by duality to the positive real lemma for trigonometric polynomials nonnegative on the same frequency interval. Its applications in the theory of moments and line spectral estimation are illustrated. In particular, it provides a solution to the truncated trigonometric $K$-moment problem. It is used to derive a primal semidefinite program formulation of the frequency-selective atomic norm in which the frequencies are known {\em a priori} to lie in certain frequency bands. Numerical examples are also provided.Comment: 23 pages, accepted by Signal Processin

Atomic Norm decomposition for sparse model reconstruction applied to positioning and wireless communications

This thesis explores the recovery of sparse signals, arising in the wireless communication and radar system fields, via atomic norm decomposition. Particularly, we focus on compressed sensing gridless methodologies, which avoid the always existing error due to the discretization of a continuous space in on-grid methods. We define the sparse signal by means of a linear combination of so called atoms defined in a continuous parametrical atom set with infinite cardinality. Those atoms are fully characterized by a multi-dimensional parameter containing very relevant information about the application scenario itself. Also, the number of composite atoms is much lower than the dimension of the problem, which yields sparsity. We address a gridless optimization solution enforcing sparsity via atomic norm minimization to extract the parameters that characterize the atom from an observed measurement of the model, which enables model recovery. We also study a machine learning approach to estimate the number of composite atoms that construct the model, given that in certain scenarios this number is unknown. The applications studied in the thesis lay on the field of wireless communications, particularly on MIMO mmWave channels, which due to their natural properties can be modeled as sparse. We apply the proposed methods to positioning in automotive pulse radar working in the mmWave range, where we extract relevant information such as angle of arrival (AoA), distance and velocity from the received echoes of objects or targets. Next we study the design of a hybrid precoder for mmWave channels which allows the reduction of hardware cost in the system by minimizing as much as possible the number of required RF chains. Last, we explore full channel estimation by finding the angular parameters that model the channel. For all the applications we provide a numerical analysis where we compare our proposed method with state-of-the-art techniques, showing that our proposal outperforms the alternative methods.Programa de Doctorado en Multimedia y Comunicaciones por la Universidad Carlos III de Madrid y la Universidad Rey Juan CarlosPresidente: Juan José Murillo Fuentes.- Secretario: Pablo Martínez Olmos.- Vocal: David Luengo Garcí