Numerical Analysis of the Non-uniform Sampling Problem

We give an overview of recent developments in the problem of reconstructing a band-limited signal from non-uniform sampling from a numerical analysis view point. It is shown that the appropriate design of the finite-dimensional model plays a key role in the numerical solution of the non-uniform sampling problem. In the one approach (often proposed in the literature) the finite-dimensional model leads to an ill-posed problem even in very simple situations. The other approach that we consider leads to a well-posed problem that preserves important structural properties of the original infinite-dimensional problem and gives rise to efficient numerical algorithms. Furthermore a fast multilevel algorithm is presented that can reconstruct signals of unknown bandwidth from noisy non-uniformly spaced samples. We also discuss the design of efficient regularization methods for ill-conditioned reconstruction problems. Numerical examples from spectroscopy and exploration geophysics demonstrate the performance of the proposed methods

Analysis of Inpainting via Clustered Sparsity and Microlocal Analysis

Recently, compressed sensing techniques in combination with both wavelet and directional representation systems have been very effectively applied to the problem of image inpainting. However, a mathematical analysis of these techniques which reveals the underlying geometrical content is completely missing. In this paper, we provide the first comprehensive analysis in the continuum domain utilizing the novel concept of clustered sparsity, which besides leading to asymptotic error bounds also makes the superior behavior of directional representation systems over wavelets precise. First, we propose an abstract model for problems of data recovery and derive error bounds for two different recovery schemes, namely l_1 minimization and thresholding. Second, we set up a particular microlocal model for an image governed by edges inspired by seismic data as well as a particular mask to model the missing data, namely a linear singularity masked by a horizontal strip. Applying the abstract estimate in the case of wavelets and of shearlets we prove that -- provided the size of the missing part is asymptotically to the size of the analyzing functions -- asymptotically precise inpainting can be obtained for this model. Finally, we show that shearlets can fill strictly larger gaps than wavelets in this model.Comment: 49 pages, 9 Figure

Multipath Parameter Estimation from OFDM Signals in Mobile Channels

We study multipath parameter estimation from orthogonal frequency division multiplex signals transmitted over doubly dispersive mobile radio channels. We are interested in cases where the transmission is long enough to suffer time selectivity, but short enough such that the time variation can be accurately modeled as depending only on per-tap linear phase variations due to Doppler effects. We therefore concentrate on the estimation of the complex gain, delay and Doppler offset of each tap of the multipath channel impulse response. We show that the frequency domain channel coefficients for an entire packet can be expressed as the superimposition of two-dimensional complex sinusoids. The maximum likelihood estimate requires solution of a multidimensional non-linear least squares problem, which is computationally infeasible in practice. We therefore propose a low complexity suboptimal solution based on iterative successive and parallel cancellation. First, initial delay/Doppler estimates are obtained via successive cancellation. These estimates are then refined using an iterative parallel cancellation procedure. We demonstrate via Monte Carlo simulations that the root mean squared error statistics of our estimator are very close to the Cramer-Rao lower bound of a single two-dimensional sinusoid in Gaussian noise.Comment: Submitted to IEEE Transactions on Wireless Communications (26 pages, 9 figures and 3 tables