846 research outputs found
Structured random measurements in signal processing
Compressed sensing and its extensions have recently triggered interest in
randomized signal acquisition. A key finding is that random measurements
provide sparse signal reconstruction guarantees for efficient and stable
algorithms with a minimal number of samples. While this was first shown for
(unstructured) Gaussian random measurement matrices, applications require
certain structure of the measurements leading to structured random measurement
matrices. Near optimal recovery guarantees for such structured measurements
have been developed over the past years in a variety of contexts. This article
surveys the theory in three scenarios: compressed sensing (sparse recovery),
low rank matrix recovery, and phaseless estimation. The random measurement
matrices to be considered include random partial Fourier matrices, partial
random circulant matrices (subsampled convolutions), matrix completion, and
phase estimation from magnitudes of Fourier type measurements. The article
concludes with a brief discussion of the mathematical techniques for the
analysis of such structured random measurements.Comment: 22 pages, 2 figure
A Deterministic Theory for Exact Non-Convex Phase Retrieval
In this paper, we analyze the non-convex framework of Wirtinger Flow (WF) for
phase retrieval and identify a novel sufficient condition for universal exact
recovery through the lens of low rank matrix recovery theory. Via a perspective
in the lifted domain, we show that the convergence of the WF iterates to a true
solution is attained geometrically under a single condition on the lifted
forward model. As a result, a deterministic relationship between the accuracy
of spectral initialization and the validity of {the regularity condition} is
derived. In particular, we determine that a certain concentration property on
the spectral matrix must hold uniformly with a sufficiently tight constant.
This culminates into a sufficient condition that is equivalent to a restricted
isometry-type property over rank-1, positive semi-definite matrices, and
amounts to a less stringent requirement on the lifted forward model than those
of prominent low-rank-matrix-recovery methods in the literature. We
characterize the performance limits of our framework in terms of the tightness
of the concentration property via novel bounds on the convergence rate and on
the signal-to-noise ratio such that the theoretical guarantees are valid using
the spectral initialization at the proper sample complexity.Comment: In Revision for IEEE Transactions on Signal Processin
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