5,034 research outputs found
Euclidean Distance Matrices: Essential Theory, Algorithms and Applications
Euclidean distance matrices (EDM) are matrices of squared distances between
points. The definition is deceivingly simple: thanks to their many useful
properties they have found applications in psychometrics, crystallography,
machine learning, wireless sensor networks, acoustics, and more. Despite the
usefulness of EDMs, they seem to be insufficiently known in the signal
processing community. Our goal is to rectify this mishap in a concise tutorial.
We review the fundamental properties of EDMs, such as rank or
(non)definiteness. We show how various EDM properties can be used to design
algorithms for completing and denoising distance data. Along the way, we
demonstrate applications to microphone position calibration, ultrasound
tomography, room reconstruction from echoes and phase retrieval. By spelling
out the essential algorithms, we hope to fast-track the readers in applying
EDMs to their own problems. Matlab code for all the described algorithms, and
to generate the figures in the paper, is available online. Finally, we suggest
directions for further research.Comment: - 17 pages, 12 figures, to appear in IEEE Signal Processing Magazine
- change of title in the last revisio
Ad Hoc Microphone Array Calibration: Euclidean Distance Matrix Completion Algorithm and Theoretical Guarantees
This paper addresses the problem of ad hoc microphone array calibration where
only partial information about the distances between microphones is available.
We construct a matrix consisting of the pairwise distances and propose to
estimate the missing entries based on a novel Euclidean distance matrix
completion algorithm by alternative low-rank matrix completion and projection
onto the Euclidean distance space. This approach confines the recovered matrix
to the EDM cone at each iteration of the matrix completion algorithm. The
theoretical guarantees of the calibration performance are obtained considering
the random and locally structured missing entries as well as the measurement
noise on the known distances. This study elucidates the links between the
calibration error and the number of microphones along with the noise level and
the ratio of missing distances. Thorough experiments on real data recordings
and simulated setups are conducted to demonstrate these theoretical insights. A
significant improvement is achieved by the proposed Euclidean distance matrix
completion algorithm over the state-of-the-art techniques for ad hoc microphone
array calibration.Comment: In Press, available online, August 1, 2014.
http://www.sciencedirect.com/science/article/pii/S0165168414003508, Signal
Processing, 201
Estimation in high dimensions: a geometric perspective
This tutorial provides an exposition of a flexible geometric framework for
high dimensional estimation problems with constraints. The tutorial develops
geometric intuition about high dimensional sets, justifies it with some results
of asymptotic convex geometry, and demonstrates connections between geometric
results and estimation problems. The theory is illustrated with applications to
sparse recovery, matrix completion, quantization, linear and logistic
regression and generalized linear models.Comment: 56 pages, 9 figures. Multiple minor change
On the Coherence Properties of Random Euclidean Distance Matrices
In the present paper we focus on the coherence properties of general random
Euclidean distance matrices, which are very closely related to the respective
matrix completion problem. This problem is of great interest in several
applications such as node localization in sensor networks with limited
connectivity. Our results can directly provide the sufficient conditions under
which an EDM can be successfully recovered with high probability from a limited
number of measurements.Comment: 5 pages, SPAWC 201
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