Sparse Representations and Low-Rank Tensor Approximation

We discuss a technique that allows blind recovery of signals or blind identification of mixtures in instances where such recovery or identification were previously thought to be impossible: (i) closely located or highly correlated sources in antenna array processing, (ii) highly correlated spreading codes in CDMA radio communication, (iii) nearly dependent spectra in fluorescent spectroscopy. This has important implications -- in the case of antenna array processing, it allows for joint localization and extraction of multiple sources from the measurement of a noisy mixture recorded on multiple sensors in an entirely deterministic manner. In the case of CDMA, it allows the possibility of having a number of users larger than the spreading gain. In the case of fluorescent spectroscopy, it allows for detection of nearly identical chemical constituents. The proposed technique involves the solution of a bounded coherence low-rank multilinear approximation problem. We show that bounded coherence allows us to establish existence and uniqueness of the recovered solution.

[1]  J. Chang,et al.  Analysis of individual differences in multidimensional scaling via an n-way generalization of “Eckart-Young” decomposition , 1970 .

[2]  R. DeVore,et al.  Compressed sensing and best k-term approximation , 2008 .

[3]  Richard A. Harshman,et al.  Foundations of the PARAFAC procedure: Models and conditions for an "explanatory" multi-model factor analysis , 1970 .

[4]  Michael Elad,et al.  Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ1 minimization , 2003, Proceedings of the National Academy of Sciences of the United States of America.

[5]  David Gross,et al.  Recovering Low-Rank Matrices From Few Coefficients in Any Basis , 2009, IEEE Transactions on Information Theory.

[6]  Emmanuel J. Candès,et al.  Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information , 2004, IEEE Transactions on Information Theory.

[7]  P. Comon Independent Component Analysis , 1992 .

[8]  Nikos D. Sidiropoulos,et al.  Parallel factor analysis in sensor array processing , 2000, IEEE Trans. Signal Process..

[9]  P. Paatero A weighted non-negative least squares algorithm for three-way ‘PARAFAC’ factor analysis , 1997 .

[10]  Eric Moulines,et al.  Asymptotic performance analysis of direction-finding algorithms based on fourth-order cumulants , 1995, IEEE Trans. Signal Process..

[11]  Stephen P. Boyd,et al.  A rank minimization heuristic with application to minimum order system approximation , 2001, Proceedings of the 2001 American Control Conference. (Cat. No.01CH37148).

[12]  Tamara G. Kolda,et al.  Orthogonal Tensor Decompositions , 2000, SIAM J. Matrix Anal. Appl..

[13]  P. Comon Contrasts, independent component analysis, and blind deconvolution , 2004 .

[14]  E. Candès,et al.  Inverse Problems Sparsity and incoherence in compressive sampling , 2007 .

[15]  A. Stegeman,et al.  On Kruskal's uniqueness condition for the Candecomp/Parafac decomposition , 2007 .

[16]  João Cesar M. Mota,et al.  Blind channel identification algorithms based on the Parafac decomposition of cumulant tensors: The single and multiuser cases , 2008, Signal Process..

[17]  David L Donoho,et al.  Compressed sensing , 2006, IEEE Transactions on Information Theory.

[18]  Rémi Gribonval,et al.  Sparse representations in unions of bases , 2003, IEEE Trans. Inf. Theory.

[19]  Pierre Comon,et al.  Nonnegative approximations of nonnegative tensors , 2009, ArXiv.

[20]  Johan Håstad,et al.  Tensor Rank is NP-Complete , 1989, ICALP.

[21]  J. Kruskal Three-way arrays: rank and uniqueness of trilinear decompositions, with application to arithmetic complexity and statistics , 1977 .

[22]  Christopher J. Hillar,et al.  Most Tensor Problems Are NP-Hard , 2009, JACM.

[23]  F. L. Hitchcock Multiple Invariants and Generalized Rank of a P‐Way Matrix or Tensor , 1928 .

[24]  Vin de Silva,et al.  Tensor rank and the ill-posedness of the best low-rank approximation problem , 2006, math/0607647.

[25]  Emmanuel J. Candès,et al.  The Power of Convex Relaxation: Near-Optimal Matrix Completion , 2009, IEEE Transactions on Information Theory.

[26]  Jean-Christophe Pesquet,et al.  Cumulant-based independence measures for linear mixtures , 2001, IEEE Trans. Inf. Theory.

[27]  Emmanuel J. Candès,et al.  Exact Matrix Completion via Convex Optimization , 2009, Found. Comput. Math..

[28]  Nikos D. Sidiropoulos,et al.  Kruskal's permutation lemma and the identification of CANDECOMP/PARAFAC and bilinear models with constant modulus constraints , 2004, IEEE Transactions on Signal Processing.

[29]  Georgios B. Giannakis,et al.  Modeling of non-Gaussian array data using cumulants: DOA estimation of more sources with less sensors , 1993, Signal Process..

[30]  P. Comon,et al.  Tensor decompositions, alternating least squares and other tales , 2009 .