Computing a k-sparse n-length Discrete Fourier Transform using at most 4k samples and O(k log k) complexity

Abstract

Given an $n$-length input signal \mbf{x}, it is well known that its Discrete Fourier Transform (DFT), \mbf{X}, can be computed in $O(n \log n)$ complexity using a Fast Fourier Transform (FFT). If the spectrum \mbf{X} is exactly $k$-sparse (where $k<<n$), can we do better? We show that asymptotically in $k$ and $n$, when $k$ is sub-linear in $n$ (precisely, $k \propto n^{\delta}$ where $0 < \delta <1$), and the support of the non-zero DFT coefficients is uniformly random, we can exploit this sparsity in two fundamental ways (i) {\bf {sample complexity}}: we need only $M=rk$ deterministically chosen samples of the input signal \mbf{x} (where $r < 4$ when $0 < \delta < 0.99$); and (ii) {\bf {computational complexity}}: we can reliably compute the DFT \mbf{X} using $O(k \log k)$ operations, where the constants in the big Oh are small and are related to the constants involved in computing a small number of DFTs of length approximately equal to the sparsity parameter $k$. Our algorithm succeeds with high probability, with the probability of failure vanishing to zero asymptotically in the number of samples acquired, $M$.Comment: 36 pages, 15 figures. To be presented at ISIT-2013, Istanbul Turke