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

Balancing Sparsity and Rank Constraints in Quadratic Basis Pursuit

We investigate the methods that simultaneously enforce sparsity and low-rank structure in a matrix as often employed for sparse phase retrieval problems or phase calibration problems in compressive sensing. We propose a new approach for analyzing the trade off between the sparsity and low rank constraints in these approaches which not only helps to provide guidelines to adjust the weights between the aforementioned constraints, but also enables new simulation strategies for evaluating performance. We then provide simulation results for phase retrieval and phase calibration cases both to demonstrate the consistency of the proposed method with other approaches and to evaluate the change of performance with different weights for the sparsity and low rank structure constraints

Phase Retrieval for Sparse Signals

The aim of this paper is to build up the theoretical framework for the recovery of sparse signals from the magnitude of the measurement. We first investigate the minimal number of measurements for the success of the recovery of sparse signals without the phase information. We completely settle the minimality question for the real case and give a lower bound for the complex case. We then study the recovery performance of the $\ell_1$ minimization. In particular, we present the null space property which, to our knowledge, is the first sufficient and necessary condition for the success of $\ell_1$ minimization for $k$-sparse phase retrievable.Comment: 14 page