Discrete and Continuous Sparse Recovery Methods and Their Applications

Low dimensional signal processing has drawn an increasingly broad amount of attention in the past decade, because prior information about a low-dimensional space can be exploited to aid in the recovery of the signal of interest. Among all the different forms of low di- mensionality, in this dissertation we focus on the synthesis and analysis models of sparse recovery. This dissertation comprises two major topics. For the first topic, we discuss the synthesis model of sparse recovery and consider the dictionary mismatches in the model. We further introduce a continuous sparse recovery to eliminate the existing off-grid mismatches for DOA estimation. In the second topic, we focus on the analysis model, with an emphasis on efficient algorithms and performance analysis. In considering the sparse recovery method with structured dictionary mismatches for the synthesis model, we exploit the joint sparsity between the mismatch parameters and original sparse signal. We demonstrate that by exploiting this information, we can obtain a robust reconstruction under mild conditions on the sensing matrix. This model is very useful for radar and passive array applications. We propose several efficient algorithms to solve the joint sparse recovery problem. Using numerical examples, we demonstrate that our proposed algorithms outperform several methods in the literature. We further extend the mismatch model to a continuous sparse model, using the mathematical theory of super resolution. Statistical analysis shows the robustness of the proposed algorithm. A number-detection algorithm is also proposed for the co-prime arrays. By using numerical examples, we show that continuous sparse recovery further improves the DOA estimation accuracy, over both the joint sparse method and also MUSIC with spatial smoothing. In the second topic, we visit the corresponding analysis model of sparse recovery. Instead of assuming a sparse decomposition of the original signal, the analysis model focuses on the existence of a linear transformation which can make the original signal sparse. In this work we use a monotone version of the fast iterative shrinkage- thresholding algorithm (MFISTA) to yield efficient algorithms to solve the sparse recovery. We examine two widely used relaxation techniques, namely smoothing and decomposition, to relax the optimization. We show that although these two techniques are equivalent in their objective functions, the smoothing technique converges faster than the decomposition technique. We also compute the performance guarantee for the analysis model when a LASSO type of reconstruction is performed. By using numerical examples, we are able to show that the proposed algorithm is more efficient than other state of the art algorithms

Power System State Estimation and Renewable Energy Optimization in Smart Grids

The future smart grid will benefit from real-time monitoring, automated outage management, increased renewable energy penetration, and enhanced consumer involvement. Among the many research areas related to smart grids, this dissertation will focus on two important topics: power system state estimation using phasor measurement units (PMUs), and optimization for renewable energy integration. In the first topic, we consider power system state estimation using PMUs, when phase angle mismatch exists in the measurements. In particular, we build a measurement model that takes into account the measurement phase angle mismatch. We then propose algorithms to increase state estimation accuracy by taking into account the phase angle mismatch. Based on the proposed measurement model, we derive the posterior Cramér-Rao bound on the estimation error, and propose a method for PMU placement in the grid. Using numerical examples, we show that by considering the phase angle mismatch in the measurements, the estimation accuracy can be significantly improved compared with the traditional weighted least-squares estimator or Kalman filtering. We also show that using the proposed PMU placement strategy can increase the estimation accuracy by placing a limited number of PMUs in proper locations. In the second topic, we consider optimization for renewable energy integration in smart grids. We first consider a scenario where individual energy users own on-site renewable generators, and can both purchase and sell electricity to the main grid. Under this setup, we develop a method for parallel load scheduling of different energy users, with the goal of reducing the overall cost to energy users as well as to energy providers. The goal is achieved by finding the optimal load schedule of each individual energy user in a parallel distributed manner, to flatten the overall load of all the energy users. We then consider the case of a micro-grid, or an isolated grid, with a large penetration of renewable energy. In this case, we jointly optimize the energy storage and renewable generator capacity, in order to ensure an uninterrupted power supply with minimum costs. To handle the large dimensionality of the problem due to large historical datasets used, we reformulate the original optimization problem as a consensus problem, and use the alternating direction method of multipliers to solve for the optimal solution in a distributed manner