Matched Filtering from Limited Frequency Samples

In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-domain samples. We model the output of this "compressive matched filter" as a random process whose mean equals the scaled, shifted autocorrelation function of the template signal. Using tools from the theory of empirical processes, we prove that the expected maximum deviation of this process from its mean decreases sharply as the number of measurements increases, and we also derive a probabilistic tail bound on the maximum deviation. Putting all of this together, we bound the minimum number of measurements required to guarantee that the empirical maximum of this random process occurs sufficiently close to the true peak of its mean function. We conclude that for broad classes of signals, this compressive matched filter will successfully estimate the unknown delay (with high probability, and within a prescribed tolerance) using a number of random frequency-domain samples that scales inversely with the signal-to-noise ratio and only logarithmically in the in the observation bandwidth and the possible range of delays.Comment: Submitted to the IEEE Transactions on Information Theory on January 13, 201

Reconstruction from Periodic Nonlinearities, With Applications to HDR Imaging

We consider the problem of reconstructing signals and images from periodic nonlinearities. For such problems, we design a measurement scheme that supports efficient reconstruction; moreover, our method can be adapted to extend to compressive sensing-based signal and image acquisition systems. Our techniques can be potentially useful for reducing the measurement complexity of high dynamic range (HDR) imaging systems, with little loss in reconstruction quality. Several numerical experiments on real data demonstrate the effectiveness of our approach

Stable Recovery Of Sparse Vectors From Random Sinusoidal Feature Maps

Random sinusoidal features are a popular approach for speeding up kernel-based inference in large datasets. Prior to the inference stage, the approach suggests performing dimensionality reduction by first multiplying each data vector by a random Gaussian matrix, and then computing an element-wise sinusoid. Theoretical analysis shows that collecting a sufficient number of such features can be reliably used for subsequent inference in kernel classification and regression. In this work, we demonstrate that with a mild increase in the dimension of the embedding, it is also possible to reconstruct the data vector from such random sinusoidal features, provided that the underlying data is sparse enough. In particular, we propose a numerically stable algorithm for reconstructing the data vector given the nonlinear features, and analyze its sample complexity. Our algorithm can be extended to other types of structured inverse problems, such as demixing a pair of sparse (but incoherent) vectors. We support the efficacy of our approach via numerical experiments

New Analysis of Manifold Embeddings and Signal Recovery from Compressive Measurements

Compressive Sensing (CS) exploits the surprising fact that the information contained in a sparse signal can be preserved in a small number of compressive, often random linear measurements of that signal. Strong theoretical guarantees have been established concerning the embedding of a sparse signal family under a random measurement operator and on the accuracy to which sparse signals can be recovered from noisy compressive measurements. In this paper, we address similar questions in the context of a different modeling framework. Instead of sparse models, we focus on the broad class of manifold models, which can arise in both parametric and non-parametric signal families. Using tools from the theory of empirical processes, we improve upon previous results concerning the embedding of low-dimensional manifolds under random measurement operators. We also establish both deterministic and probabilistic instance-optimal bounds in $\ell_2$ for manifold-based signal recovery and parameter estimation from noisy compressive measurements. In line with analogous results for sparsity-based CS, we conclude that much stronger bounds are possible in the probabilistic setting. Our work supports the growing evidence that manifold-based models can be used with high accuracy in compressive signal processing.Comment: arXiv admin note: substantial text overlap with arXiv:1002.124

Sparsity-Aware Low-Power ADC Architecture with Advanced Reconstruction Algorithms

Compressive sensing (CS) technique enables a universal sub-Nyquist sampling of sparse and compressible signals, while still guaranteeing the reliable signal recovery. Its potential lies in the reduced analog-to-digital conversion rate in sampling broadband and/or multi-channel sparse signals, where conventional Nyquist-rate sampling are either technology impossible or extremely hardware costly. Nevertheless, there are many challenges in the CS hardware design. In coherent sampling, state-of-the-art mixed-signal CS front-ends, such as random demodulator and modulated wideband converter, suffer from high power and nonlinear hardware. In signal recovery, state-of-the-art CS reconstruction methods have tractable computational complexity and probabilistically guaranteed performance. However, they are still high cost (basis pursuit) or noise sensitive (matching pursuit). In this dissertation, we propose an asynchronous compressive sensing (ACS) front-end and advanced signal reconstruction algorithms to address these challenges. The ACS front-end consists of a continuous-time ternary encoding (CT-TE) scheme which converts signal amplitude variations into high-rate ternary timing signal, and a digital random sampler (DRS) which captures the ternary timing signal at sub-Nyquist rate. The CT-TE employs asynchronous sampling mechanism for pulsed-like input and has signal-dependent conversion rate. The DRS has low power, ease of massive integration, and excellent linearity in comparison to state-of-the-art mixed-signal CS front-ends. We propose two reconstruction algorithms. One is group-based total variation, which exploits piecewise-constant characteristics and achieves better mean squared error and faster convergence rate than the conventional TV scheme with moderate noise. The second algorithm is split-projection least squares (SPLS), which relies on a series of low-complexity and independent l2-norm problems with the prior on ternary-valued signal. The SPLS scheme has good noise robustness, low-cost signal reconstruction and facilitates a parallel hardware for real-time signal recovery. In application study, we propose multi-channel filter banks ACS front-end for the interference-robust radar. The proposed receiver performs reliable target detection with nearly 8-fold data compression than Nyquist-rate sampling in the presence of -50dBm wireless interference. We also propose an asynchronous compressed beamformer (ACB) for low-power portable diagnostic ultrasound. The proposed ACB achieves 9-fold data volume compression and only 4.4% contrast-to-noise ratio loss on the imaging results when compared with the Nyquist-rate ADCs