Efficient Two-Dimensional Line Spectrum Estimation Based on Decoupled Atomic Norm Minimization

This paper presents an efficient optimization technique for gridless {2-D} line spectrum estimation, named decoupled atomic norm minimization (D-ANM). The framework of atomic norm minimization (ANM) is considered, which has been successfully applied in 1-D problems to allow super-resolution frequency estimation for correlated sources even when the number of snapshots is highly limited. The state-of-the-art 2-D ANM approach vectorizes the 2-D measurements to their 1-D equivalence, which incurs huge computational cost and may become too costly for practical applications. We develop a novel decoupled approach of 2-D ANM via semi-definite programming (SDP), which introduces a new matrix-form atom set to naturally decouple the joint observations in both dimensions without loss of optimality. Accordingly, the original large-scale 2-D problem is equivalently reformulated via two decoupled one-level Toeplitz matrices, which can be solved by simple 1-D frequency estimation with pairing. Compared with the conventional vectorized approach, the proposed D-ANM technique reduces the computational complexity by several orders of magnitude with respect to the problem size. It also retains the benefits of ANM in terms of precise signal recovery, small number of required measurements, and robustness to source correlation. The complexity benefits are particularly attractive for large-scale antenna systems such as massive MIMO, radar signal processing and radio astronomy

Vandermonde Decomposition of Multilevel Toeplitz Matrices with Application to Multidimensional Super-Resolution

The Vandermonde decomposition of Toeplitz matrices, discovered by Carath\'{e}odory and Fej\'{e}r in the 1910s and rediscovered by Pisarenko in the 1970s, forms the basis of modern subspace methods for 1D frequency estimation. Many related numerical tools have also been developed for multidimensional (MD), especially 2D, frequency estimation; however, a fundamental question has remained unresolved as to whether an analog of the Vandermonde decomposition holds for multilevel Toeplitz matrices in the MD case. In this paper, an affirmative answer to this question and a constructive method for finding the decomposition are provided when the matrix rank is lower than the dimension of each Toeplitz block. A numerical method for searching for a decomposition is also proposed when the matrix rank is higher. The new results are applied to studying MD frequency estimation within the recent super-resolution framework. A precise formulation of the atomic $\ell_0$ norm is derived using the Vandermonde decomposition. Practical algorithms for frequency estimation are proposed based on relaxation techniques. Extensive numerical simulations are provided to demonstrate the effectiveness of these algorithms compared to the existing atomic norm and subspace methods.Comment: 17 pages, double column, 5 figures, to appear in IEEE Transactions on Information Theor

Harnessing Sparsity over the Continuum: Atomic Norm Minimization for Super Resolution

Convex optimization recently emerges as a compelling framework for performing super resolution, garnering significant attention from multiple communities spanning signal processing, applied mathematics, and optimization. This article offers a friendly exposition to atomic norm minimization as a canonical convex approach to solve super resolution problems. The mathematical foundations and performances guarantees of this approach are presented, and its application in super resolution image reconstruction for single-molecule fluorescence microscopy are highlighted

A Geometric Approach to Low-Rank Matrix Completion

The low-rank matrix completion problem can be succinctly stated as follows: given a subset of the entries of a matrix, find a low-rank matrix consistent with the observations. While several low-complexity algorithms for matrix completion have been proposed so far, it remains an open problem to devise search procedures with provable performance guarantees for a broad class of matrix models. The standard approach to the problem, which involves the minimization of an objective function defined using the Frobenius metric, has inherent difficulties: the objective function is not continuous and the solution set is not closed. To address this problem, we consider an optimization procedure that searches for a column (or row) space that is geometrically consistent with the partial observations. The geometric objective function is continuous everywhere and the solution set is the closure of the solution set of the Frobenius metric. We also preclude the existence of local minimizers, and hence establish strong performance guarantees, for special completion scenarios, which do not require matrix incoherence or large matrix size.Comment: 10 pages, 2 figure

Separation-Free Super-Resolution from Compressed Measurements is Possible: an Orthonormal Atomic Norm Minimization Approach

We consider the problem of recovering the superposition of $R$ distinct complex exponential functions from compressed non-uniform time-domain samples. Total Variation (TV) minimization or atomic norm minimization was proposed in the literature to recover the $R$ frequencies or the missing data. However, it is known that in order for TV minimization and atomic norm minimization to recover the missing data or the frequencies, the underlying $R$ frequencies are required to be well-separated, even when the measurements are noiseless. This paper shows that the Hankel matrix recovery approach can super-resolve the $R$ complex exponentials and their frequencies from compressed non-uniform measurements, regardless of how close their frequencies are to each other. We propose a new concept of orthonormal atomic norm minimization (OANM), and demonstrate that the success of Hankel matrix recovery in separation-free super-resolution comes from the fact that the nuclear norm of a Hankel matrix is an orthonormal atomic norm. More specifically, we show that, in traditional atomic norm minimization, the underlying parameter values $\textbf{must}$ be well separated to achieve successful signal recovery, if the atoms are changing continuously with respect to the continuously-valued parameter. In contrast, for the OANM, it is possible the OANM is successful even though the original atoms can be arbitrarily close. As a byproduct of this research, we provide one matrix-theoretic inequality of nuclear norm, and give its proof from the theory of compressed sensing.Comment: 39 page

Stable recovery of low-dimensional cones in Hilbert spaces: One RIP to rule them all

Many inverse problems in signal processing deal with the robust estimation of unknown data from underdetermined linear observations. Low dimensional models, when combined with appropriate regularizers, have been shown to be efficient at performing this task. Sparse models with the 1-norm or low rank models with the nuclear norm are examples of such successful combinations. Stable recovery guarantees in these settings have been established using a common tool adapted to each case: the notion of restricted isometry property (RIP). In this paper, we establish generic RIP-based guarantees for the stable recovery of cones (positively homogeneous model sets) with arbitrary regularizers. These guarantees are illustrated on selected examples. For block structured sparsity in the infinite dimensional setting, we use the guarantees for a family of regularizers which efficiency in terms of RIP constant can be controlled, leading to stronger and sharper guarantees than the state of the art.Comment: in Applied and Computational Harmonic Analysis, Elsevier, 201

A Super-Resolution Framework for Tensor Decomposition

This work considers a super-resolution framework for overcomplete tensor decomposition. Specifically, we view tensor decomposition as a super-resolution problem of recovering a sum of Dirac measures on the sphere and solve it by minimizing a continuous analog of the $\ell_1$ norm on the space of measures. The optimal value of this optimization defines the tensor nuclear norm. Similar to the separation condition in the super-resolution problem, by explicitly constructing a dual certificate, we develop incoherence conditions of the tensor factors so that they form the unique optimal solution of the continuous analog of $\ell_1$ norm minimization. Remarkably, the derived incoherence conditions are satisfied with high probability by random tensor factors uniformly distributed on the sphere, implying global identifiability of random tensor factors

Spectral Compressed Sensing via CANDECOMP/PARAFAC Decomposition of Incomplete Tensors

We consider the line spectral estimation problem which aims to recover a mixture of complex sinusoids from a small number of randomly observed time domain samples. Compressed sensing methods formulates line spectral estimation as a sparse signal recovery problem by discretizing the continuous frequency parameter space into a finite set of grid points. Discretization, however, inevitably incurs errors and leads to deteriorated estimation performance. In this paper, we propose a new method which leverages recent advances in tensor decomposition. Specifically, we organize the observed data into a structured tensor and cast line spectral estimation as a CANDECOMP/PARAFAC (CP) decomposition problem with missing entries. The uniqueness of the CP decomposition allows the frequency components to be super-resolved with infinite precision. Simulation results show that the proposed method provides a competitive estimate accuracy compared with existing state-of-the-art algorithms

Orthogonal Rank-One Matrix Pursuit for Low Rank Matrix Completion

In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our algorithm by introducing a novel weight updating rule to reduce the time and storage complexity. Both versions are computationally inexpensive for each matrix pursuit iteration, and find satisfactory results in a few iterations. Another advantage of our proposed algorithm is that it has only one tunable parameter, which is the rank. It is easy to understand and to use by the user. This becomes especially important in large-scale learning problems. In addition, we rigorously show that both versions achieve a linear convergence rate, which is significantly better than the previous known results. We also empirically compare the proposed algorithms with several state-of-the-art matrix completion algorithms on many real-world datasets, including the large-scale recommendation dataset Netflix as well as the MovieLens datasets. Numerical results show that our proposed algorithm is more efficient than competing algorithms while achieving similar or better prediction performance

Forward - Backward Greedy Algorithms for Atomic Norm Regularization

In many signal processing applications, the aim is to reconstruct a signal that has a simple representation with respect to a certain basis or frame. Fundamental elements of the basis known as "atoms" allow us to define "atomic norms" that can be used to formulate convex regularizations for the reconstruction problem. Efficient algorithms are available to solve these formulations in certain special cases, but an approach that works well for general atomic norms, both in terms of speed and reconstruction accuracy, remains to be found. This paper describes an optimization algorithm called CoGEnT that produces solutions with succinct atomic representations for reconstruction problems, generally formulated with atomic-norm constraints. CoGEnT combines a greedy selection scheme based on the conditional gradient approach with a backward (or "truncation") step that exploits the quadratic nature of the objective to reduce the basis size. We establish convergence properties and validate the algorithm via extensive numerical experiments on a suite of signal processing applications. Our algorithm and analysis also allow for inexact forward steps and for occasional enhancements of the current representation to be performed. CoGEnT can outperform the basic conditional gradient method, and indeed many methods that are tailored to specific applications, when the enhancement and truncation steps are defined appropriately. We also introduce several novel applications that are enabled by the atomic-norm framework, including tensor completion, moment problems in signal processing, and graph deconvolution.Comment: To appear in IEEE Transactions on Signal Processin