Phase retrieval for the Cauchy wavelet transform

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Abstract: We consider the phase retrieval problem in which one tries to reconstruct a function from the modulus of its wavelet transform. We study the unicity and stability of the reconstruction. In the case where the wavelets are Cauchy wavelets, we prove that the modulus of the wavelet transform uniquely determines the function up to a global phase. We show that the reconstruction operator is continuous but not uniformly continuous. We describe how to construct pairs of functions which are far away in L2-norm but whose wavelet transforms are very close, in modulus. The principle is to modulate the wavelet transform of a fixed initial function by a phase which varies slowly in both time and frequency. This construction seems to cover all the instabilities that we observe in practice; we give a partial formal justification to this fact. Finally, we describe an exact reconstruction algorithm and use it to numerically confirm our analysis of the stability question.


In the classical phase retrieval problem, one has to reconstruct a compactly supported function \(f\in L^2(\mathbb R)\) from the given modulus of its Fourier transform. In this interesting paper, the authors study a generalized phase retrieval problem in which one has to reconstruct \(f\in L^2(\mathbb R)\) from given moduli \(|f \ast \psi_j|\), \(j\in \mathbb Z\), where \(\psi \in L^1(\mathbb R) \cap L^2(\mathbb R)\) is a Cauchy wavelet, \(\ast\) denotes the convolution, and \(\psi_j(x) := a^{-j}\,\psi(a^{-j}\,x)\) with a dilation factor \(a>1\). The authors investigate mainly the uniqueness and stability of the reconstruction. It is shown that the reconstruction is unique up to a global phase, and that the reconstruction is continuous, but not uniformly continuous. Modulating the wavelet transform of a function by slow-varying phases, the authors construct very different functions with almost the same moduli of wavelet transforms. Finally, the authors present a reconstruction algorithm, where an error function is minimized by gradient descent and refined by the Gerchberg-Saxton algorithm. Numerical experiments investigate mainly the stability of the reconstruction.




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