7,462 research outputs found
Super-resolution Line Spectrum Estimation with Block Priors
We address the problem of super-resolution line spectrum estimation of an
undersampled signal with block prior information. The component frequencies of
the signal are assumed to take arbitrary continuous values in known frequency
blocks. We formulate a general semidefinite program to recover these
continuous-valued frequencies using theories of positive trigonometric
polynomials. The proposed semidefinite program achieves super-resolution
frequency recovery by taking advantage of known structures of frequency blocks.
Numerical experiments show great performance enhancements using our method.Comment: 7 pages, double colum
Signal Recovery in Perturbed Fourier Compressed Sensing
In many applications in compressed sensing, the measurement matrix is a
Fourier matrix, i.e., it measures the Fourier transform of the underlying
signal at some specified `base' frequencies , where is the
number of measurements. However due to system calibration errors, the system
may measure the Fourier transform at frequencies
that are different from the base frequencies and where
are unknown. Ignoring perturbations of this nature can lead to major errors in
signal recovery. In this paper, we present a simple but effective alternating
minimization algorithm to recover the perturbations in the frequencies \emph{in
situ} with the signal, which we assume is sparse or compressible in some known
basis. In many cases, the perturbations can be expressed
in terms of a small number of unique parameters . We demonstrate that
in such cases, the method leads to excellent quality results that are several
times better than baseline algorithms (which are based on existing off-grid
methods in the recent literature on direction of arrival (DOA) estimation,
modified to suit the computational problem in this paper). Our results are also
robust to noise in the measurement values. We also provide theoretical results
for (1) the convergence of our algorithm, and (2) the uniqueness of its
solution under some restrictions.Comment: New theortical results about uniqueness and convergence now included.
More challenging experiments now include
On the Sample Complexity of Multichannel Frequency Estimation via Convex Optimization
The use of multichannel data in line spectral estimation (or frequency
estimation) is common for improving the estimation accuracy in array
processing, structural health monitoring, wireless communications, and more.
Recently proposed atomic norm methods have attracted considerable attention due
to their provable superiority in accuracy, flexibility and robustness compared
with conventional approaches. In this paper, we analyze atomic norm
minimization for multichannel frequency estimation from noiseless compressive
data, showing that the sample size per channel that ensures exact estimation
decreases with the increase of the number of channels under mild conditions. In
particular, given channels, order samples per channel, selected randomly from
equispaced samples, suffice to ensure with high probability exact
estimation of frequencies that are normalized and mutually separated by at
least . Numerical results are provided corroborating our analysis.Comment: 14 pages, double column, to appear in IEEE Trans. Information Theor
Projected gradient descent for non-convex sparse spike estimation
We propose a new algorithm for sparse spike estimation from Fourier
measurements. Based on theoretical results on non-convex optimization
techniques for off-the-grid sparse spike estimation, we present a projected
gradient descent algorithm coupled with a spectral initialization procedure.
Our algorithm permits to estimate the positions of large numbers of Diracs in
2d from random Fourier measurements. We present, along with the algorithm,
theoretical qualitative insights explaining the success of our algorithm. This
opens a new direction for practical off-the-grid spike estimation with
theoretical guarantees in imaging applications
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
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