Estimating Signals With Finite Rate of Innovation From Noisy Samples: A Stochastic Algorithm
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Publication:4569150
DOI10.1109/TSP.2008.928510zbMATH Open1390.94432arXiv0801.0275OpenAlexW2166493798MaRDI QIDQ4569150FDOQ4569150
Authors: Vincent Y. F. Tan, Vivek K. Goyal 
Publication date: 27 June 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Abstract: As an example of the recently-introduced concept of rate of innovation, signals that are linear combinations of a finite number of Diracs per unit time can be acquired by linear filtering followed by uniform sampling. However, in reality, samples are rarely noiseless. In this paper, we introduce a novel stochastic algorithm to reconstruct a signal with finite rate of innovation from its noisy samples. Even though variants of this problem has been approached previously, satisfactory solutions are only available for certain classes of sampling kernels, for example kernels which satisfy the Strang-Fix condition. In this paper, we consider the infinite-support Gaussian kernel, which does not satisfy the Strang-Fix condition. Other classes of kernels can be employed. Our algorithm is based on Gibbs sampling, a Markov chain Monte Carlo (MCMC) method. Extensive numerical simulations demonstrate the accuracy and robustness of our algorithm.
Full work available at URL: https://arxiv.org/abs/0801.0275
Cited In (7)
- Towards a Mathematical Theory of Super‐resolution
- Search for weights in the problem of finite-rank signal estimation in the presence of random noise
- A new stochastic algorithm inspired on genetic algorithms to estimate signals with finite rate of innovation from noisy samples
- Sparse sampling: theory, methods and an application in neuroscience
- Reconstruction of aperiodic FRI signals and estimation of the rate of innovation based on the state space method
- Some results on the stochastic signal parameter estimation problem
- Estimation of Continuous-Time Stochastic Signals From Sample Covariances
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