Approximate support recovery of atomic line spectral estimation: a tale of resolution and precision

DOI10.1016/J.ACHA.2018.09.005MaRDI QIDQ2300766zbMATH OpenOpenAlexWikidataFDO

Authors Qiuwei Li, Gongguo Tang

Publication date 28 February 2020

Published in Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.01459

zbMATH Keywords

atomic normline spectral estimationparameter estimationprimal-dual witness constructionsuper-resolutionsupport recovery

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to physics (62P35) Nonconvex programming, global optimization (90C26) Channel models (including quantum) in information and communication theory (94A40)

Abstract: This work investigates the parameter estimation performance of super-resolution line spectral estimation using atomic norm minimization. The focus is on analyzing the algorithm's accuracy of inferring the frequencies and complex magnitudes from noisy observations. When the Signal-to-Noise Ratio is reasonably high and the true frequencies are separated by $O(frac1n)$, the atomic norm estimator is shown to localize the correct number of frequencies, each within a neighborhood of size $O(sqrtlogn/n^{3}sigma)$ of one of the true frequencies. Here $n$ is half the number of temporal samples and $sigm{a}^2$ is the Gaussian noise variance. The analysis is based on a primal-dual witness construction procedure. The obtained error bound matches the Cram'er-Rao lower bound up to a logarithmic factor. The relationship between resolution (separation of frequencies) and precision or accuracy of the estimator is highlighted. Our analysis also reveals that the atomic norm minimization can be viewed as a convex way to solve a $el{l}_1$-norm regularized, nonlinear and nonconvex least-squares problem to global optimality.

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Cited in

(5)

• Approximation properties of the sampling Kantorovich operators: regularization, saturation, inverse results and Favard classes in \(L^p\)-spaces
• Noisy matrix completion: understanding statistical guarantees for convex relaxation via nonconvex optimization
• Separation-free spectral super-resolution via convex optimization
• Effectiveness of the tail-atomic norm in gridless spectrum estimation
• Letter to the editor. The general tail-atomic norm for gridless spectral estimations-II

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