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

Improving compressed sensing with the diamond norm

In low-rank matrix recovery, one aims to reconstruct a low-rank matrix from a minimal number of linear measurements. Within the paradigm of compressed sensing, this is made computationally efficient by minimizing the nuclear norm as a convex surrogate for rank. In this work, we identify an improved regularizer based on the so-called diamond norm, a concept imported from quantum information theory. We show that -for a class of matrices saturating a certain norm inequality- the descent cone of the diamond norm is contained in that of the nuclear norm. This suggests superior reconstruction properties for these matrices. We explicitly characterize this set of matrices. Moreover, we demonstrate numerically that the diamond norm indeed outperforms the nuclear norm in a number of relevant applications: These include signal analysis tasks such as blind matrix deconvolution or the retrieval of certain unitary basis changes, as well as the quantum information problem of process tomography with random measurements. The diamond norm is defined for matrices that can be interpreted as order-4 tensors and it turns out that the above condition depends crucially on that tensorial structure. In this sense, this work touches on an aspect of the notoriously difficult tensor completion problem.Comment: 25 pages + Appendix, 7 Figures, published versio

Blind calibration for compressed sensing by convex optimization

We consider the problem of calibrating a compressed sensing measurement system under the assumption that the decalibration consists in unknown gains on each measure. We focus on {\em blind} calibration, using measures performed on a few unknown (but sparse) signals. A naive formulation of this blind calibration problem, using $\ell_{1}$ minimization, is reminiscent of blind source separation and dictionary learning, which are known to be highly non-convex and riddled with local minima. In the considered context, we show that in fact this formulation can be exactly expressed as a convex optimization problem, and can be solved using off-the-shelf algorithms. Numerical simulations demonstrate the effectiveness of the approach even for highly uncalibrated measures, when a sufficient number of (unknown, but sparse) calibrating signals is provided. We observe that the success/failure of the approach seems to obey sharp phase transitions