Stable Signal Recovery from Phaseless Measurements

The aim of this paper is to study the stability of the \(\ell _1\) minimization for the compressive phase retrieval and to extend the instance-optimality in compressed sensing to the real phase retrieval setting. We first show that \(m={\mathcal {O}}(k\log (N/k))\) measurements are enough to guarantee the \(\ell _1\) minimization to recover k-sparse signals stably provided the measurement matrix A satisfies the strong RIP property. We second investigate the phaseless instance-optimality presenting a null space property of the measurement matrix A under which there exists a decoder \(\Delta \) so that the phaseless instance-optimality holds. We use the result to study the phaseless instance-optimality for the \(\ell _1\) norm. This builds a parallel for compressive phase retrieval with the classical compressive sensing.     

Stable Optimizationless Recovery from Phaseless Linear Measurements

We address the problem of recovering an n-vector from m linear measurements lacking sign or phase information. We show that lifting and semidefinite relaxation suffice by themselves for stable recovery in the setting of m=O(nlogn) random sensing vectors, with high probability. The recovery method is optimizationless in the sense that trace minimization in the PhaseLift procedure is unnecessary. That is, PhaseLift reduces to a feasibility problem. The optimizationless perspective allows for a Douglas-Rachford numerical algorithm that is unavailable for PhaseLift. This method exhibits linear convergence with a favorable convergence rate and without any parameter tuning.     

基于基底合并的分片稀疏恢复

如我们所知,诸如视频和图像等信号可以在某些框架下被表示为稀疏信号,因此稀疏恢复(或稀疏表示)是信号处理、图像处理、计算机视觉、机器学习等领域中被广泛研究的问题之一.通常大多数在稀疏恢复中的有效快速算法都是基于求解$l^0$或者$l^1$优化问题.但是,对于求解$l^0$或者$l^1$优化问题以及相关算法所得到的理论充分性条件对信号的稀疏性要求过严.考虑到在很多实际应用中,信号是具有一定结构的,也即,信号的非零元素具有一定的分布特点.在本文中,我们研究分片稀疏恢复的唯一性条件和可行性条件.分片稀疏性是指一个稀疏信号由多个稀疏的子信号合并所得.相应的采样矩阵是由多个基底合并组成.考虑到采样矩阵的分块结构,我们引入了子矩阵的互相干性,由此可以得到相应$l^0$或者$l^1$优化问题可精确恢复解的稀疏度的新上界.本文结果表明.通过引入采样矩阵的分块结构信息.可以改进分片稀疏恢复的充分性条件.以及相应$l^0$或者$l^1$优化问题整体稀疏解的可靠性条件.     

利用分片贪婪算法求解分片稀疏恢复问题

在实际应用中,有一些信号是具有分片的结构的.本文我们提出一种分片正交匹配追踪算法(P\_OMP)来求解分片稀疏恢复问题,旨在保护分片信号中的分片结构(或者小尺度非零元).P\_OMP算法是基于CoSaMP和OMMP算法的思想上延伸出的一种针对分片稀疏问题的贪婪算法. P\_OMP算法不仅仅具有OMP算法的优势,还能够在比CoSaMP方法更松弛的条件下得到同样的误差下降速率.进一步,P\_OMP~算法在保护分片稀疏信号的尺度细节信息上表现的更好.数值实验表明相比于CoSaMP, OMP, OMMP和BP算法, P\_OMP算法在分片稀疏恢复上更有效更稳定.     

基于稀疏重建的航空货运量模型研究

压缩感知(Compressed Sensing CS)理论广泛应用于应用数学、图像重建、信道估计以及谱估计等不同领域.在理论方面,依据压缩感知基本理论建立差分稀疏凸优化模型,并推导差分稀疏重建限制子空间特征值的稳定性条件;在应用方面,研究此模型在我国航空货运量建模与预测中的应用,以1998-2007年我国航空货运量的统计数据为基础,利用凸优化理论建立我国航空货运量的差分稀疏模型.通过拟合误差指标的详细比较可知:相对于灰色理论模型、回归分析模型,航空货运量的差分稀疏模型具有更高拟合精度.实验证明,差分稀疏理论可以为航空货运量的短期预测以及航空货运业调控提供有效理论支持.     

Optimal Recovery of Functions and Their Derivatives from Inaccurate Information about the Spectrum and Inequalities for Derivatives

We study problems of optimal recovery of functions and their derivatives in the L ₂ metric on the line from information about the Fourier transform of the function in question known approximately on a finite interval or on the entire line. Exact values of optimal recovery errors and closed-form expressions for optimal recovery methods are obtained. We also prove a sharp inequality for derivatives (closely related to these recovery problems), which estimates the th derivative of a function in the L ₂-norm on the line via the L ₂-norm of the th derivative and the -norm of the Fourier transform of the function.     

Recovering Linear Operators from Inaccurate Data

This paper deals with approximating linear operators from information contaminated with bounded noise. We derive some upper and lower estimates on the diameter of inaccurate information and compare it to that of exact information. We also point out conditions under which the bounds coincide and yield the diameter exactly.     

Support Recovery for Sparse Super-Resolution of Positive Measures

We study sparse spikes super-resolution over the space of Radon measures on \(\mathbb {R}\) or \(\mathbb {T}\) when the input measure is a finite sum of positive Dirac masses using the BLASSO convex program. We focus on the recovery properties of the support and the amplitudes of the initial measure in the presence of noise as a function of the minimum separation t of the input measure (the minimum distance between two spikes). We show that when \({w}/\lambda \), \({w}/t^{2N-1}\) and \(\lambda /t^{2N-1}\) are small enough (where \(\lambda \) is the regularization parameter, w the noise and N the number of spikes), which corresponds roughly to a sufficient signal-to-noise ratio and a noise level small enough with respect to the minimum separation, there exists a unique solution to the BLASSO program with exactly the same number of spikes as the original measure. We show that the amplitudes and positions of the spikes of the solution both converge toward those of the input measure when the noise and the regularization parameter drops to zero faster than \(t^{2N-1}\).     

弱化限制等距性的稀疏信号恢复

众所周知,传统的信号压缩和重建遵循香农一耐奎斯特采样定律,即采样率必须至少为信号最高频率的两倍,才能保证在重建时不产生失真,这无疑将给信号采样,传输和存储过程带来越来越大的压力.随着科技的飞速发展,特别是近年来传感器技术获取数据能力提高,物联网等促使人类社会的数据规模遽增,大数据时代正式到来.大数据的规模效应给数据存储,传输,管理以及数据分析带来了极大的挑战.压缩采样应运而生.限制等距性(Restricted Isometry Property,RIP)在压缩传感中起着关键的作用.只有满足限制等距条件的压缩矩阵才能平稳恢复原始信号.RIP作为衡量矩阵是否能作为测量矩阵得到了认可,但是此理论的缺陷在于对任一矩阵,很难有通用,快速的算法来验证其是否满足RIP条件.很多学者尝试弱化RIP条件以找到测量矩阵构造的突破口.首先构造了新的限制等距条件δ_(1.5k)+θ_(k,1.5k)≤1,然后证明在这个条件下无噪声稀疏信号能被精确的恢复,并且噪声稀疏信号能被平稳的估计.最后,通过比较表明δ_(1.5k)+θ_(k,1.5k)≤1优于现存的条件.     

PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements via Convex Programming

Suppose we wish to recover a signal \input amssym $\font\abc=cmmib10\def\bi#1{\hbox{\abc#1}} {\bi x} \in {\Bbb C}^n$ from m intensity measurements of the form $\font\abc=cmmib10\def\bi#1{\hbox{\abc#1}} |\langle \bi x,\bi z_i \rangle|^2$ , $i = 1, 2, \ldots, m$ ; that is, from data in which phase information is missing. We prove that if the vectors $\font\abc=cmmib10\def\bi#1{\hbox{\abc#1}}{\bi z}_i$ are sampled independently and uniformly at random on the unit sphere, then the signal x can be recovered exactly (up to a global phase factor) by solving a convenient semidefinite program–‐a trace‐norm minimization problem; this holds with large probability provided that m is on the order of $n {\log n}$ , and without any assumption about the signal whatsoever. This novel result demonstrates that in some instances, the combinatorial phase retrieval problem can be solved by convex programming techniques. Finally, we also prove that our methodology is robust vis‐à‐vis additive noise. © 2012 Wiley Periodicals, Inc.     

基于最小化似零伪范数的稀疏信号恢复算法

针对欠定系统中出现的稀疏信号恢复问题,提出了一种基于最小化近似零伪范数的处理方法,算法首先结合反正切函数构造出代价函数,再融合最速下降法和扩展牛顿迭代法逐步迭代寻优,并给出了算法的收敛性分析,数值仿真实验结果表明,与经典的稀疏信号恢复算法相比,方法有更好的计算速度和恢复精度.     

A New Sparse Recovery Method for the Inverse Acoustic Scattering Problem

Based on sparse information recovery,we develop a new method for locating multiple multiscale acoustic scatterers.Firstly,with the prior information of the scatterers’shape,we reformulate the location identification problem into a sparse information recovery model which brought the power of sparse recovery method into this type of inverse scattering problems.Specifically,the new model can advance the judgment of the existence of alternative scatterers and,in the meantime,conclude the number and locating of each existing scatterers.Secondly,as well known,the core model(l0-minimization)in sparse information recovery is an NP-hard problem.According to the characteristics of the proposed sparse model,we present a new substitute method and give a detailed theoretical analysis of the new substitute model.Relying on the properties of the new model,we construct a basic algorithm and an improved one.Finally,we verify the validity of the proposed method through two numerical experiments.     

Weighted $\ell_p$-Minimization for Sparse Signal Recovery under Arbitrary Support Prior

Weighted $\ell_p$ ($0相似文献   

Required Number of Iterations for Sparse Signal Recovery via Orthogonal Least Squares

In countless applications, we need to reconstruct a $K$-sparse signal $\mathbf{x}\in\mathbb{R}^n$ from noisy measurements $\mathbf{y}=\mathbf{\Phi}\mathbf{x}+\mathbf{v}$, where $\mathbf{\Phi}\in\mathbb{R}^{m\times n}$ is a sensing matrix and $\mathbf{v}\in\mathbb{R}^m$ is a noise vector. Orthogonal least squares (OLS), which selects at each step the column that results in the most significant decrease in the residual power, is one of the most popular sparse recovery algorithms. In this paper, we investigate the number of iterations required for recovering $\mathbf{x}$ with the OLS algorithm. We show that OLS provides a stable reconstruction of all $K$-sparse signals $\mathbf{x}$ in $\lceil2.8K\rceil$ iterations provided that $\mathbf{\Phi}$ satisfies the restricted isometry property (RIP). Our result provides a better recovery bound and fewer number of required iterations than those proposed by Foucart in 2013.     

Iterative Potts Minimization for the Recovery of Signals with Discontinuities from Indirect Measurements: The Multivariate Case

Foundations of Computational Mathematics - Signals and images with discontinuities appear in many problems in such diverse areas as biology, medicine, mechanics and electrical engineering. The...     

Recovery of a Heat Equation by Four Measurements at One End

We consider the reconstruction of a heat equation modeling the temperature distribution of a rod from readings at one end only. We assume that the rod, whose length is unknown, is totally buried except for a neighborhood of one of its ends, which is accessible for temperature measurements. We show that, under very mild restrictions, the heat coefficient and the length of the rod can be reconstructed from at most four measurements at one end.     

一类具有非线性出生率和饱和恢复率的SEIRS传染病模型的后向分支

主要讨论一类具有非线性出生率和饱和恢复率的SEIRS传染病模型的后向分支.当R_01时,存在无病平衡点,且局部渐近稳定;考虑R_0及R_0~c的关系,得到地方病平衡点存在的条件.当R_1~*1,R_0=1时,系统出现后向分支,若R_1~*1,R_0=1,系统出现前向分支.     

Phase Retrieval from Gabor Measurements

Compressed sensing investigates the recovery of sparse signals from linear measurements. But often, in a wide range of applications, one is given only the absolute values (squared) of the linear measurements. Recovering such signals (not necessarily sparse) is known as the phase retrieval problem. We consider this problem in the case when the measurements are time-frequency shifts of a suitably chosen generator, i.e. coming from a Gabor frame. We prove an easily checkable injectivity condition for recovery of any signal from all \(N^2\) time-frequency shifts, and for recovery of sparse signals, when only some of those measurements are given.