Low Complexity Regularization of Linear Inverse Problems

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for recovering the unknown signal is to solve a convex optimization problem that enforces some prior knowledge about its structure. This has proved efficient in many problems routinely encountered in imaging sciences, statistics and machine learning. This chapter delivers a review of recent advances in the field where the regularization prior promotes solutions conforming to some notion of simplicity/low-complexity. These priors encompass as popular examples sparsity and group sparsity (to capture the compressibility of natural signals and images), total variation and analysis sparsity (to promote piecewise regularity), and low-rank (as natural extension of sparsity to matrix-valued data). Our aim is to provide a unified treatment of all these regularizations under a single umbrella, namely the theory of partial smoothness. This framework is very general and accommodates all low-complexity regularizers just mentioned, as well as many others. Partial smoothness turns out to be the canonical way to encode low-dimensional models that can be linear spaces or more general smooth manifolds. This review is intended to serve as a one stop shop toward the understanding of the theoretical properties of the so-regularized solutions. It covers a large spectrum including: (i) recovery guarantees and stability to noise, both in terms of $\ell^2$-stability and model (manifold) identification; (ii) sensitivity analysis to perturbations of the parameters involved (in particular the observations), with applications to unbiased risk estimation ; (iii) convergence properties of the forward-backward proximal splitting scheme, that is particularly well suited to solve the corresponding large-scale regularized optimization problem

Semi-definite programming and functional inequalities for Distributed Parameter Systems

We study one-dimensional integral inequalities, with quadratic integrands, on bounded domains. Conditions for these inequalities to hold are formulated in terms of function matrix inequalities which must hold in the domain of integration. For the case of polynomial function matrices, sufficient conditions for positivity of the matrix inequality and, therefore, for the integral inequalities are cast as semi-definite programs. The inequalities are used to study stability of linear partial differential equations.Comment: 8 pages, 5 figure

Design of interpolative sigma delta modulators via a semi- infinite programming approach

This paper considers the design of interpolative sigma delta modulators (SDMs). The design problem is formulated as two different optimization problems. The first optimization problem is to determine the denominator coefficients. The objective of the optimization problem is to minimize the energy of the error function in the passband of the loop filter in which the error function reflects the noise output transfer function and the ripple of the input output transfer function. The constraint of the optimization problem refers to the specification of the error function defined in the frequency domain. The second optimization problem is to determine the numerator coefficients in which the cost function is to minimize the stopband ripple energy of the loop filter subject to the stability condition of the noise output and input output transfer functions. These two optimization problems are actually quadratic semi-infinite programming (SIP) problems. By employing our recently proposed dual parameterization method for solving the problems, global optimal solutions that satisfy the corresponding continuous constraint are guaranteed if the solutions exist. The advantages of this formulation are the guarantee of the stability of the noise output and input output transfer functions, applicability to design rational IIR filters without imposing specific filter structures such as Laguerre filter and Butterworth filter structures, and the avoidance of the iterative design of numerator and the denominator coefficients because the convergence of the iterative design is not guaranteed. Our simulation results show that this proposed design yields a significant improvement in the signal-to-noise ratio (SNR) compared to the existing designs