Self-Calibration and Biconvex Compressive Sensing

The design of high-precision sensing devises becomes ever more difficult and expensive. At the same time, the need for precise calibration of these devices (ranging from tiny sensors to space telescopes) manifests itself as a major roadblock in many scientific and technological endeavors. To achieve optimal performance of advanced high-performance sensors one must carefully calibrate them, which is often difficult or even impossible to do in practice. In this work we bring together three seemingly unrelated concepts, namely Self-Calibration, Compressive Sensing, and Biconvex Optimization. The idea behind self-calibration is to equip a hardware device with a smart algorithm that can compensate automatically for the lack of calibration. We show how several self-calibration problems can be treated efficiently within the framework of biconvex compressive sensing via a new method called SparseLift. More specifically, we consider a linear system of equations y = DAx, where both x and the diagonal matrix D (which models the calibration error) are unknown. By "lifting" this biconvex inverse problem we arrive at a convex optimization problem. By exploiting sparsity in the signal model, we derive explicit theoretical guarantees under which both x and D can be recovered exactly, robustly, and numerically efficiently via linear programming. Applications in array calibration and wireless communications are discussed and numerical simulations are presented, confirming and complementing our theoretical analysis

Recovering Structured Low-rank Operators Using Nuclear Norms

This work considers the problem of recovering matrices and operators from limited and/or noisy observations. Whereas matrices result from summing tensor products of vectors, operators result from summing tensor products of matrices. These constructions lead to viewing both matrices and operators as the sum of "simple" rank-1 factors. A popular line of work in this direction is low-rank matrix recovery, i.e., using linear measurements of a matrix to reconstruct it as the sum of few rank-1 factors. Rank minimization problems are hard in general, and a popular approach to avoid them is convex relaxation. Using the trace norm as a surrogate for rank, the low-rank matrix recovery problem becomes convex. While the trace norm has received much attention in the literature, other convexifications are possible. This thesis focuses on the class of nuclear norms—a class that includes the trace norm itself. Much as the trace norm is a convex surrogate for the matrix rank, other nuclear norms provide convex complexity measures for additional matrix structure. Namely, nuclear norms measure the structure of the factors used to construct the matrix. Transitioning to the operator framework allows for novel uses of nuclear norms in recovering these structured matrices. In particular, this thesis shows how to lift structured matrix factorization problems to rank-1 operator recovery problems. This new viewpoint allows nuclear norms to measure richer types of structures present in matrix factorizations. This work also includes a Python software package to model and solve structured operator recovery problems. Systematic numerical experiments in operator denoising demonstrate the effectiveness of nuclear norms in recovering structured operators. In particular, choosing a specific nuclear norm that corresponds to the underlying factor structure of the operator improves the performance of the recovery procedures when compared, for instance, to the trace norm. Applications in hyperspectral imaging and self-calibration demonstrate the additional flexibility gained by utilizing operator (as opposed to matrix) factorization models.</p

Structured Sub-Nyquist Sampling with Applications in Compressive Toeplitz Covariance Estimation, Super-Resolution and Phase Retrieval

Sub-Nyquist sampling has received a huge amount of interest in the past decade. In classical compressed sensing theory, if the measurement procedure satisfies a particular condition known as Restricted Isometry Property (RIP), we can achieve stable recovery of signals of low-dimensional intrinsic structures with an order-wise optimal sample size. Such low-dimensional structures include sparse and low rank for both vector and matrix cases. The main drawback of conventional compressed sensing theory is that random measurements are required to ensure the RIP property. However, in many applications such as imaging and array signal processing, applying independent random measurements may not be practical as the systems are deterministic. Moreover, random measurements based compressed sensing always exploits convex programs for signal recovery even in the noiseless case, and solving those programs is computationally intensive if the ambient dimension is large, especially in the matrix case. The main contribution of this dissertation is that we propose a deterministic sub-Nyquist sampling framework for compressing the structured signal and come up with computationally efficient algorithms. Besides widely studied sparse and low-rank structures, we particularly focus on the cases that the signals of interest are stationary or the measurements are of Fourier type. The key difference between our work from classical compressed sensing theory is that we explicitly exploit the second-order statistics of the signals, and study the equivalent quadratic measurement model in the correlation domain. The essential observation made in this dissertation is that a difference/sum coarray structure will arise from the quadratic model if the measurements are of Fourier type. With these observations, we are able to achieve a better compression rate for covariance estimation, identify more sources in array signal processing or recover the signals of larger sparsity. In this dissertation, we will first study the problem of Toeplitz covariance estimation. In particular, we will show how to achieve an order-wise optimal compression rate using the idea of sparse arrays in both general and low-rank cases. Then, an analysis framework of super-resolution with positivity constraint is established. We will present fundamental robustness guarantees, efficient algorithms and applications in practices. Next, we will study the problem of phase-retrieval for which we successfully apply the sparse array ideas by fully exploiting the quadratic measurement model. We achieve near-optimal sample complexity for both sparse and general cases with practical Fourier measurements and provide efficient and deterministic recovery algorithms. In the end, we will further elaborate on the essential role of non-negative constraint in underdetermined inverse problems. In particular, we will analyze the nonlinear co-array interpolation problem and develop a universal upper bound of the interpolation error. Bilinear problem with non-negative constraint will be considered next and the exact characterization of the ambiguous solutions will be established for the first time in literature. At last, we will show how to apply the nested array idea to solve real problems such as Kriging. Using spatial correlation information, we are able to have a stable estimate of the field of interest with fewer sensors than classic methodologies. Extensive numerical experiments are implemented to demonstrate our theoretical claims