33,981 research outputs found
FPS-SFT: A Multi-dimensional Sparse Fourier Transform Based on the Fourier Projection-slice Theorem
We propose a multi-dimensional (M-D) sparse Fourier transform inspired by the
idea of the Fourier projection-slice theorem, called FPS-SFT. FPS-SFT extracts
samples along lines (1-dimensional slices from an M-D data cube), which are
parameterized by random slopes and offsets. The discrete Fourier transform
(DFT) along those lines represents projections of M-D DFT of the M-D data onto
those lines. The M-D sinusoids that are contained in the signal can be
reconstructed from the DFT along lines with a low sample and computational
complexity provided that the signal is sparse in the frequency domain and the
lines are appropriately designed. The performance of FPS-SFT is demonstrated
both theoretically and numerically. A sparse image reconstruction application
is illustrated, which shows the capability of the FPS-SFT in solving practical
problems
Compressive Phase Retrieval From Squared Output Measurements Via Semidefinite Programming
Given a linear system in a real or complex domain, linear regression aims to
recover the model parameters from a set of observations. Recent studies in
compressive sensing have successfully shown that under certain conditions, a
linear program, namely, l1-minimization, guarantees recovery of sparse
parameter signals even when the system is underdetermined. In this paper, we
consider a more challenging problem: when the phase of the output measurements
from a linear system is omitted. Using a lifting technique, we show that even
though the phase information is missing, the sparse signal can be recovered
exactly by solving a simple semidefinite program when the sampling rate is
sufficiently high, albeit the exact solutions to both sparse signal recovery
and phase retrieval are combinatorial. The results extend the type of
applications that compressive sensing can be applied to those where only output
magnitudes can be observed. We demonstrate the accuracy of the algorithms
through theoretical analysis, extensive simulations and a practical experiment.Comment: Parts of the derivations have submitted to the 16th IFAC Symposium on
System Identification, SYSID 2012, and parts to the 51st IEEE Conference on
Decision and Control, CDC 201
Theoretical and Experimental Analysis of a Randomized Algorithm for Sparse Fourier Transform Analysis
We analyze a sublinear RAlSFA (Randomized Algorithm for Sparse Fourier
Analysis) that finds a near-optimal B-term Sparse Representation R for a given
discrete signal S of length N, in time and space poly(B,log(N)), following the
approach given in \cite{GGIMS}. Its time cost poly(log(N)) should be compared
with the superlinear O(N log N) time requirement of the Fast Fourier Transform
(FFT). A straightforward implementation of the RAlSFA, as presented in the
theoretical paper \cite{GGIMS}, turns out to be very slow in practice. Our main
result is a greatly improved and practical RAlSFA. We introduce several new
ideas and techniques that speed up the algorithm. Both rigorous and heuristic
arguments for parameter choices are presented. Our RAlSFA constructs, with
probability at least 1-delta, a near-optimal B-term representation R in time
poly(B)log(N)log(1/delta)/ epsilon^{2} log(M) such that
||S-R||^{2}<=(1+epsilon)||S-R_{opt}||^{2}. Furthermore, this RAlSFA
implementation already beats the FFTW for not unreasonably large N. We extend
the algorithm to higher dimensional cases both theoretically and numerically.
The crossover point lies at N=70000 in one dimension, and at N=900 for data on
a N*N grid in two dimensions for small B signals where there is noise.Comment: 21 pages, 8 figures, submitted to Journal of Computational Physic
- …