572 research outputs found
Off-the-Grid Line Spectrum Denoising and Estimation with Multiple Measurement Vectors
Compressed Sensing suggests that the required number of samples for
reconstructing a signal can be greatly reduced if it is sparse in a known
discrete basis, yet many real-world signals are sparse in a continuous
dictionary. One example is the spectrally-sparse signal, which is composed of a
small number of spectral atoms with arbitrary frequencies on the unit interval.
In this paper we study the problem of line spectrum denoising and estimation
with an ensemble of spectrally-sparse signals composed of the same set of
continuous-valued frequencies from their partial and noisy observations. Two
approaches are developed based on atomic norm minimization and structured
covariance estimation, both of which can be solved efficiently via semidefinite
programming. The first approach aims to estimate and denoise the set of signals
from their partial and noisy observations via atomic norm minimization, and
recover the frequencies via examining the dual polynomial of the convex
program. We characterize the optimality condition of the proposed algorithm and
derive the expected convergence rate for denoising, demonstrating the benefit
of including multiple measurement vectors. The second approach aims to recover
the population covariance matrix from the partially observed sample covariance
matrix by motivating its low-rank Toeplitz structure without recovering the
signal ensemble. Performance guarantee is derived with a finite number of
measurement vectors. The frequencies can be recovered via conventional spectrum
estimation methods such as MUSIC from the estimated covariance matrix. Finally,
numerical examples are provided to validate the favorable performance of the
proposed algorithms, with comparisons against several existing approaches.Comment: 14 pages, 10 figure
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
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