Recovery under Side Constraints

This paper addresses sparse signal reconstruction under various types of structural side constraints with applications in multi-antenna systems. Side constraints may result from prior information on the measurement system and the sparse signal structure. They may involve the structure of the sensing matrix, the structure of the non-zero support values, the temporal structure of the sparse representationvector, and the nonlinear measurement structure. First, we demonstrate how a priori information in form of structural side constraints influence recovery guarantees (null space properties) using L1-minimization. Furthermore, for constant modulus signals, signals with row-, block- and rank-sparsity, as well as non-circular signals, we illustrate how structural prior information can be used to devise efficient algorithms with improved recovery performance and reduced computational complexity. Finally, we address the measurement system design for linear and nonlinear measurements of sparse signals. Moreover, we discuss the linear mixing matrix design based on coherence minimization. Then we extend our focus to nonlinear measurement systems where we design parallel optimization algorithms to efficiently compute stationary points in the sparse phase retrieval problem with and without dictionary learning

Compressive Phase Retrieval From Squared Output Measurements Via Semidefinite Programming

Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear program, namely, l1-minimization, guarantees recovery of sparse parameter signals even when the system is underdetermined. In this paper, we consider a more challenging problem: when the phase of the output measurements from a linear system is omitted. Using a lifting technique, we show that even though the phase information is missing, the sparse signal can be recovered exactly by solving a simple semidefinite program when the sampling rate is sufficiently high, albeit the exact solutions to both sparse signal recovery and phase retrieval are combinatorial. The results extend the type of applications that compressive sensing can be applied to those where only output magnitudes can be observed. We demonstrate the accuracy of the algorithms through theoretical analysis, extensive simulations and a practical experiment.Comment: Parts of the derivations have submitted to the 16th IFAC Symposium on System Identification, SYSID 2012, and parts to the 51st IEEE Conference on Decision and Control, CDC 201

Phase Retrieval for Sparse Signals

The aim of this paper is to build up the theoretical framework for the recovery of sparse signals from the magnitude of the measurement. We first investigate the minimal number of measurements for the success of the recovery of sparse signals without the phase information. We completely settle the minimality question for the real case and give a lower bound for the complex case. We then study the recovery performance of the $\ell_1$ minimization. In particular, we present the null space property which, to our knowledge, is the first sufficient and necessary condition for the success of $\ell_1$ minimization for $k$-sparse phase retrievable.Comment: 14 page

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

Phase Retrieval with Application to Optical Imaging

This review article provides a contemporary overview of phase retrieval in optical imaging, linking the relevant optical physics to the information processing methods and algorithms. Its purpose is to describe the current state of the art in this area, identify challenges, and suggest vision and areas where signal processing methods can have a large impact on optical imaging and on the world of imaging at large, with applications in a variety of fields ranging from biology and chemistry to physics and engineering