Phase Retrieval Using Feasible Point Pursuit: Algorithms and Cramér–Rao Bound

DOI10.1109/TSP.2016.2593688zbMATH Open1414.94488arXiv1509.08451MaRDI QIDQ4620982FDOQ4620982

Authors: Cheng Qian, Nicholas D. Sidiropoulos, Kejun Huang, Lei Huang, H. C. So 

Publication date: 8 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: Reconstructing a signal from squared linear (rank-one quadratic) measurements is a challenging problem with important applications in optics and imaging, where it is known as phase retrieval. This paper proposes two new phase retrieval algorithms based on non-convex quadratically constrained quadratic programming (QCQP) formulations, and a recently proposed approximation technique dubbed feasible point pursuit (FPP). The first is designed for uniformly distributed bounded measurement errors, such as those arising from high-rate quantization (B-FPP). The second is designed for Gaussian measurement errors, using a least squares criterion (LS-FPP). Their performance is measured against state-of-the-art algorithms and the Cram'er-Rao bound (CRB), which is also derived here. Simulations show that LS-FPP outperforms the state-of-art and operates close to the CRB. Compact CRB expressions, properties, and insights are obtained by explicitly computing the CRB in various special cases -- including when the signal of interest admits a sparse parametrization, using harmonic retrieval as an example.

Full work available at URL: https://arxiv.org/abs/1509.08451

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Mathematics Subject Classification ID

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

Cited In (4)

• Polarimetric Fourier phase retrieval
• Quantization-aware phase retrieval
• Local and global phaseless sampling in real spline spaces
• Fourier phase retrieval with a single mask by Douglas-Rachford algorithms

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