3,993 research outputs found
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
Measure What Should be Measured: Progress and Challenges in Compressive Sensing
Is compressive sensing overrated? Or can it live up to our expectations? What
will come after compressive sensing and sparsity? And what has Galileo Galilei
got to do with it? Compressive sensing has taken the signal processing
community by storm. A large corpus of research devoted to the theory and
numerics of compressive sensing has been published in the last few years.
Moreover, compressive sensing has inspired and initiated intriguing new
research directions, such as matrix completion. Potential new applications
emerge at a dazzling rate. Yet some important theoretical questions remain
open, and seemingly obvious applications keep escaping the grip of compressive
sensing. In this paper I discuss some of the recent progress in compressive
sensing and point out key challenges and opportunities as the area of
compressive sensing and sparse representations keeps evolving. I also attempt
to assess the long-term impact of compressive sensing
Phase Retrieval From Binary Measurements
We consider the problem of signal reconstruction from quadratic measurements
that are encoded as +1 or -1 depending on whether they exceed a predetermined
positive threshold or not. Binary measurements are fast to acquire and
inexpensive in terms of hardware. We formulate the problem of signal
reconstruction using a consistency criterion, wherein one seeks to find a
signal that is in agreement with the measurements. To enforce consistency, we
construct a convex cost using a one-sided quadratic penalty and minimize it
using an iterative accelerated projected gradient-descent (APGD) technique. The
PGD scheme reduces the cost function in each iteration, whereas incorporating
momentum into PGD, notwithstanding the lack of such a descent property,
exhibits faster convergence than PGD empirically. We refer to the resulting
algorithm as binary phase retrieval (BPR). Considering additive white noise
contamination prior to quantization, we also derive the Cramer-Rao Bound (CRB)
for the binary encoding model. Experimental results demonstrate that the BPR
algorithm yields a signal-to- reconstruction error ratio (SRER) of
approximately 25 dB in the absence of noise. In the presence of noise prior to
quantization, the SRER is within 2 to 3 dB of the CRB
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