Non-Convex Phase Retrieval From STFT Measurements

DOI10.1109/TIT.2017.2745623zbMATH Open1390.94093arXiv1607.08218OpenAlexW2964201439MaRDI QIDQ4566646FDOQ4566646

Nicolas Boumal, Tamir Bendory, Y. C. Eldar

Publication date: 27 June 2018

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

Abstract: The problem of recovering a one-dimensional signal from its Fourier transform magnitude, called Fourier phase retrieval, is ill-posed in most cases. We consider the closely-related problem of recovering a signal from its phaseless short-time Fourier transform (STFT) measurements. This problem arises naturally in several applications, such as ultra-short laser pulse characterization and ptychography. The redundancy offered by the STFT enables unique recovery under mild conditions. We show that in some cases the unique solution can be obtained by the principal eigenvector of a matrix, constructed as the solution of a simple least-squares problem. When these conditions are not met, we suggest using the principal eigenvector of this matrix to initialize non-convex local optimization algorithms and propose two such methods. The first is based on minimizing the empirical risk loss function, while the second maximizes a quadratic function on the manifold of phases. We prove that under appropriate conditions, the proposed initialization is close to the underlying signal. We then analyze the geometry of the empirical risk loss function and show numerically that both gradient algorithms converge to the underlying signal even with small redundancy in the measurements. In addition, the algorithms are robust to noise.

Full work available at URL: https://arxiv.org/abs/1607.08218

Mathematics Subject Classification ID

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

Cited In (31)

• Polarimetric Fourier phase retrieval
• Phase retrieval from local measurements: improved robustness via eigenvector-based angular synchronization
• Phase retrieval from short-time fractional Fourier measurements using alternating direction method of multipliers
• On signal reconstruction from FROG measurements
• Lower Lipschitz bounds for phase retrieval from locally supported measurements
• Linear Convergence of Randomized Kaczmarz Method for Solving Complex-Valued Phaseless Equations
• Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval
• Near-optimal bounds for signal recovery from blind phaseless periodic short-time Fourier transform
• Admissible measurements and robust algorithms for ptychography
• The Estimation Performance of Nonlinear Least Squares for Phase Retrieval
• A Generalization of Wirtinger Flow for Exact Interferometric Inversion
• Solving phase retrieval with random initial guess is nearly as good as by spectral initialization
• Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution
• Uniqueness of phase retrieval with short-time linear canonical transform
• A geometric analysis of phase retrieval
• Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold
• Phaseless reconstruction from space-time samples
• Uniqueness of STFT Phase Retrieval for Bandlimited Vector Functions
• Nonconvex phase synchronization
• Riemannian trust region methods for \(\mathrm{SC}^1\) minimization
• Sensor calibration for off-the-grid spectral estimation
• Benchmark Problems for Phase Retrieval
• On connections between amplitude flow and error reduction for phase retrieval and ptychography
• No existence of a linear algorithm for the one-dimensional Fourier phase retrieval
• The Condition Number of Riemannian Approximation Problems
• S-transform based on optimally concentrated time-limited and band-limited windows
• Cholesky QR-based retraction on the generalized Stiefel manifold
• Adaptive trust-region method on Riemannian manifold
• Background removal for ptychography via Wigner distribution deconvolution
• Toward a Mathematical Theory of the Crystallographic Phase Retrieval Problem
• Nonsmooth optimization over the Stiefel manifold and beyond: proximal gradient method and recent variants

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