Recovery of nonuniformdirac pulses from noisy linear measurements

We consider the recovery of a finite stream of Dirac pulses at nonuniform locations, from noisy lowpass-filtered samples. We show that maximum-likelihood estimation of the unknown parameters can be formulated as structured low rank approximation of an appropriate matrix. To solve this difficult, believed NP-hard, problem, we propose a new heuristic iterative algorithm, based on a recently proposed splitting method for convex nonsmooth optimization. Although the algorithm comes, in absence of convexity, with no convergence proof, it converges in practice to a local solution, and even to the global solution of the problem, when the noise level is not too high. It is also fast and easy to implement.

[1]  Vivek K. Goyal,et al.  Estimating Signals With Finite Rate of Innovation From Noisy Samples: A Stochastic Algorithm , 2007, IEEE Transactions on Signal Processing.

[2]  C. Sinclair,et al.  Number Theory and Polynomials: Self-inversive polynomials with all zeros on the unit circle , 2008 .

[3]  Akira Hirabayashi,et al.  Reconstruction of the sequence of Diracs from noisy samples via maximum likelihood estimation , 2012, 2012 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[4]  Jonathan Gillard,et al.  Analysis of Structured Low Rank Approximation as an Optimization Problem , 2011, Informatica.

[5]  Ivan Markovsky,et al.  Software for weighted structured low-rank approximation , 2014, J. Comput. Appl. Math..

[6]  Srinivasan Umesh,et al.  Estimation of parameters of exponentially damped sinusoids using fast maximum likelihood estimation with application to NMR spectroscopy data , 1996, IEEE Trans. Signal Process..

[7]  Yonina C. Eldar,et al.  Performance Bounds and Design Criteria for Estimating Finite Rate of Innovation Signals , 2010, IEEE Transactions on Information Theory.

[8]  R. O. Schmidt,et al.  Multiple emitter location and signal Parameter estimation , 1986 .

[9]  Laurent Condat,et al.  Cadzow Denoising Upgraded: A New Projection Method for the Recovery of Dirac Pulses from Noisy Linear Measurements , 2015 .

[10]  Robert H. Halstead,et al.  Matrix Computations , 2011, Encyclopedia of Parallel Computing.

[11]  R. Plemmons,et al.  Structured low rank approximation , 2003 .

[12]  Laurent Condat,et al.  A Primal–Dual Splitting Method for Convex Optimization Involving Lipschitzian, Proximable and Linear Composite Terms , 2013, J. Optim. Theory Appl..

[13]  Ivan Markovsky,et al.  Low Rank Approximation - Algorithms, Implementation, Applications , 2018, Communications and Control Engineering.

[14]  Pedro M. Crespo,et al.  A new stochastic algorithm inspired on genetic algorithms to estimate signals with finite rate of innovation from noisy samples , 2010, Signal Process..

[15]  Thierry Blu,et al.  Sampling signals with finite rate of innovation , 2002, IEEE Trans. Signal Process..

[16]  Ivan Markovsky,et al.  Structured low-rank approximation and its applications , 2008, Autom..

[17]  James A. Cadzow,et al.  Signal enhancement-a composite property mapping algorithm , 1988, IEEE Trans. Acoust. Speech Signal Process..

[18]  Yonina C. Eldar,et al.  Sampling at the rate of innovation: theory and applications , 2012, Compressed Sensing.

[19]  Yonina C. Eldar,et al.  Sub-Nyquist Sampling , 2011, IEEE Signal Processing Magazine.

[20]  Golub Gene H. Et.Al Matrix Computations, 3rd Edition , 2007 .

[21]  Yonina C. Eldar,et al.  Innovation Rate Sampling of Pulse Streams With Application to Ultrasound Imaging , 2010, IEEE Transactions on Signal Processing.

[22]  Nicolas Gillis,et al.  Low-Rank Matrix Approximation with Weights or Missing Data Is NP-Hard , 2010, SIAM J. Matrix Anal. Appl..

[23]  Petre Stoica,et al.  Spectral Analysis of Signals , 2009 .

[24]  Lee C. Potter,et al.  On Model Order Determination For Complex Exponential Signals: Performance Of An FFT-initialized ML Algorithm , 1994, IEEE Seventh SP Workshop on Statistical Signal and Array Processing.

[25]  P. Stoica,et al.  Cyclic minimizers, majorization techniques, and the expectation-maximization algorithm: a refresher , 2004, IEEE Signal Process. Mag..

[26]  Yonina C. Eldar,et al.  Multichannel Sampling of Pulse Streams at the Rate of Innovation , 2010, IEEE Transactions on Signal Processing.

[27]  Yonina C. Eldar,et al.  Sub-Nyquist Sampling: Bridging Theory and Practice , 2011, ArXiv.

[28]  C. Radhakrishna Rao,et al.  Asymptotic behavior of maximum likelihood estimates of superimposed exponential signals , 1993, IEEE Trans. Signal Process..

[29]  Ohad Shamir,et al.  Large-Scale Convex Minimization with a Low-Rank Constraint , 2011, ICML.

[30]  Ta-Hsin Li,et al.  On Asymptotic Normality of Nonlinear Least Squares for Sinusoidal Parameter Estimation , 2008, IEEE Transactions on Signal Processing.

[31]  M. Vetterli,et al.  Sparse Sampling of Signal Innovations , 2008, IEEE Signal Processing Magazine.

[32]  Thomas Kailath,et al.  ESPRIT-A subspace rotation approach to estimation of parameters of cisoids in noise , 1986, IEEE Trans. Acoust. Speech Signal Process..

[33]  Andrzej Schinzel,et al.  Self-Inversive Polynomials with All Zeros on the Unit Circle , 2005 .

[34]  D. Russell Luke Prox-Regularity of Rank Constraint Sets and Implications for Algorithms , 2012, Journal of Mathematical Imaging and Vision.