Structured random measurements in signal processing

Compressed sensing and its extensions have recently triggered interest in randomized signal acquisition. A key finding is that random measurements provide sparse signal reconstruction guarantees for efficient and stable algorithms with a minimal number of samples. While this was first shown for (unstructured) Gaussian random measurement matrices, applications require certain structure of the measurements leading to structured random measurement matrices. Near optimal recovery guarantees for such structured measurements have been developed over the past years in a variety of contexts. This article surveys the theory in three scenarios: compressed sensing (sparse recovery), low rank matrix recovery, and phaseless estimation. The random measurement matrices to be considered include random partial Fourier matrices, partial random circulant matrices (subsampled convolutions), matrix completion, and phase estimation from magnitudes of Fourier type measurements. The article concludes with a brief discussion of the mathematical techniques for the analysis of such structured random measurements.Comment: 22 pages, 2 figure

STFT Phase Retrieval: Uniqueness Guarantees and Recovery Algorithms

The problem of recovering a signal from its Fourier magnitude is of paramount importance in various fields of engineering and applied physics. Due to the absence of Fourier phase information, some form of additional information is required in order to be able to uniquely, efficiently, and robustly identify the underlying signal. Inspired by practical methods in optical imaging, we consider the problem of signal reconstruction from the short-time Fourier transform (STFT) magnitude. We first develop conditions under, which the STFT magnitude is an almost surely unique signal representation. We then consider a semidefinite relaxation-based algorithm (STliFT) and provide recovery guarantees. Numerical simulations complement our theoretical analysis and provide directions for future work