Matched Filtering From Limited Frequency Samples

DOI10.1109/TIT.2013.2243495zbMATH Open1364.94123arXiv1101.2713MaRDI QIDQ2989188FDOQ2989188

Armin Eftekhari, Michael B. Wakin, Justin Romberg

Publication date: 8 June 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Abstract: In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-domain samples. We model the output of this "compressive matched filter" as a random process whose mean equals the scaled, shifted autocorrelation function of the template signal. Using tools from the theory of empirical processes, we prove that the expected maximum deviation of this process from its mean decreases sharply as the number of measurements increases, and we also derive a probabilistic tail bound on the maximum deviation. Putting all of this together, we bound the minimum number of measurements required to guarantee that the empirical maximum of this random process occurs sufficiently close to the true peak of its mean function. We conclude that for broad classes of signals, this compressive matched filter will successfully estimate the unknown delay (with high probability, and within a prescribed tolerance) using a number of random frequency-domain samples that scales inversely with the signal-to-noise ratio and only logarithmically in the in the observation bandwidth and the possible range of delays.

Full work available at URL: https://arxiv.org/abs/1101.2713

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (6)

• New analysis of manifold embeddings and signal recovery from compressive measurements
• Finite length discrete matched filters
• When Randomness Helps in Undersampling
• Approximating sampled sinusoids and multiband signals using multiband modulated DPSS dictionaries
• Sparse Inverse Problems over Measures: Equivalence of the Conditional Gradient and Exchange Methods
• Performance analysis of a novel matched filter detector with reduced out-of-band response for narrowband signals

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