Fast and provable algorithms for spectrally sparse signal reconstruction via low-rank Hankel matrix completion
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Publication:1990969
Abstract: A spectrally sparse signal of order is a mixture of damped or undamped complex sinusoids. This paper investigates the problem of reconstructing spectrally sparse signals from a random subset of regular time domain samples, which can be reformulated as a low rank Hankel matrix completion problem. We introduce an iterative hard thresholding (IHT) algorithm and a fast iterative hard thresholding (FIHT) algorithm for efficient reconstruction of spectrally sparse signals via low rank Hankel matrix completion. Theoretical recovery guarantees have been established for FIHT, showing that number of samples are sufficient for exact recovery with high probability. Empirical performance comparisons establish significant computational advantages for IHT and FIHT. In particular, numerical simulations on D arrays demonstrate the capability of FIHT on handling large and high-dimensional real data.
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Cited in
(26)- Multichannel frequency estimation with constant amplitude via convex structured low-rank approximation
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