Spectral Compressed Sensing via Projected Gradient Descent
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Inverse problems in linear algebra (15A29) Matrix completion problems (15A83) Approximation with constraints (41A29) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Ill-posedness and regularization problems in numerical linear algebra (65F22) Nonconvex programming, global optimization (90C26) Control/observation systems with incomplete information (93C41) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Abstract: Let be a spectrally sparse signal consisting of complex sinusoids with or without damping. We consider the spectral compressed sensing problem, which is about reconstructing from its partial revealed entries. By utilizing the low rank structure of the Hankel matrix corresponding to , we develop a computationally efficient algorithm for this problem. The algorithm starts from an initial guess computed via one-step hard thresholding followed by projection, and then proceeds by applying projected gradient descent iterations to a non-convex functional. Based on the sampling with replacement model, we prove that observed entries are sufficient for our algorithm to achieve the successful recovery of a spectrally sparse signal. Moreover, extensive empirical performance comparisons show that our algorithm is competitive with other state-of-the-art spectral compressed sensing algorithms in terms of phase transitions and overall computational time.
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Cited in
(22)- Exact matrix completion based on low rank Hankel structure in the Fourier domain
- Fast and provable algorithms for spectrally sparse signal reconstruction via low-rank Hankel matrix completion
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- scientific article; zbMATH DE number 6907423 (Why is no real title available?)
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