3,997 research outputs found
Atomic norm denoising with applications to line spectral estimation
Motivated by recent work on atomic norms in inverse problems, we propose a
new approach to line spectral estimation that provides theoretical guarantees
for the mean-squared-error (MSE) performance in the presence of noise and
without knowledge of the model order. We propose an abstract theory of
denoising with atomic norms and specialize this theory to provide a convex
optimization problem for estimating the frequencies and phases of a mixture of
complex exponentials. We show that the associated convex optimization problem
can be solved in polynomial time via semidefinite programming (SDP). We also
show that the SDP can be approximated by an l1-regularized least-squares
problem that achieves nearly the same error rate as the SDP but can scale to
much larger problems. We compare both SDP and l1-based approaches with
classical line spectral analysis methods and demonstrate that the SDP
outperforms the l1 optimization which outperforms MUSIC, Cadzow's, and Matrix
Pencil approaches in terms of MSE over a wide range of signal-to-noise ratios.Comment: 27 pages, 10 figures. A preliminary version of this work appeared in
the Proceedings of the 49th Annual Allerton Conference in September 2011.
Numerous numerical experiments added to this version in accordance with
suggestions by anonymous reviewer
Polynomial-Time Amoeba Neighborhood Membership and Faster Localized Solving
We derive efficient algorithms for coarse approximation of algebraic
hypersurfaces, useful for estimating the distance between an input polynomial
zero set and a given query point. Our methods work best on sparse polynomials
of high degree (in any number of variables) but are nevertheless completely
general. The underlying ideas, which we take the time to describe in an
elementary way, come from tropical geometry. We thus reduce a hard algebraic
problem to high-precision linear optimization, proving new upper and lower
complexity estimates along the way.Comment: 15 pages, 9 figures. Submitted to a conference proceeding
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