2,205 research outputs found
Rational invariant subspace approximations with applications
Includes bibliographical references.Subspace methods such as MUSIC, Minimum Norm, and ESPRIT have gained considerable attention due to their superior performance in sinusoidal and direction-of-arrival (DOA) estimation, but they are also known to be of high computational cost. In this paper, new fast algorithms for approximating signal and noise subspaces and that do not require exact eigendecomposition are presented. These algorithms approximate the required subspace using rational and power-like methods applied to the direct data or the sample covariance matrix. Several ESPRIT- as well as MUSIC-type methods are developed based on these approximations. A substantial computational saving can be gained comparing with those associated with the eigendecomposition-based methods. These methods are demonstrated to have performance comparable to that of MUSIC yet will require fewer computation to obtain the signal subspace matrix
Sub-Nyquist Sampling: Bridging Theory and Practice
Sampling theory encompasses all aspects related to the conversion of
continuous-time signals to discrete streams of numbers. The famous
Shannon-Nyquist theorem has become a landmark in the development of digital
signal processing. In modern applications, an increasingly number of functions
is being pushed forward to sophisticated software algorithms, leaving only
those delicate finely-tuned tasks for the circuit level.
In this paper, we review sampling strategies which target reduction of the
ADC rate below Nyquist. Our survey covers classic works from the early 50's of
the previous century through recent publications from the past several years.
The prime focus is bridging theory and practice, that is to pinpoint the
potential of sub-Nyquist strategies to emerge from the math to the hardware. In
that spirit, we integrate contemporary theoretical viewpoints, which study
signal modeling in a union of subspaces, together with a taste of practical
aspects, namely how the avant-garde modalities boil down to concrete signal
processing systems. Our hope is that this presentation style will attract the
interest of both researchers and engineers in the hope of promoting the
sub-Nyquist premise into practical applications, and encouraging further
research into this exciting new frontier.Comment: 48 pages, 18 figures, to appear in IEEE Signal Processing Magazin
From low-rank approximation to an efficient rational Krylov subspace method for the Lyapunov equation
We propose a new method for the approximate solution of the Lyapunov equation
with rank- right-hand side, which is based on extended rational Krylov
subspace approximation with adaptively computed shifts. The shift selection is
obtained from the connection between the Lyapunov equation, solution of systems
of linear ODEs and alternating least squares method for low-rank approximation.
The numerical experiments confirm the effectiveness of our approach.Comment: 17 pages, 1 figure
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
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