Demixing sines and spikes: Robust spectral super-resolution in the presence of outliers

被引:25
作者
Fernandez-Granda, Carlos [1 ]
Tang, Gongguo [2 ]
Wang, Xiaodong [3 ]
Zheng, Le [3 ]
机构
[1] NYU, Courant Inst Math Sci, Ctr Data Sci, 251 Mercer St, New York, NY 10003 USA
[2] Colorado Sch Mines, Dept Elect Engn & Comp Sci, 1500 Illinois St, Golden, CO 80401 USA
[3] Columbia Univ, Dept Elect Engn, 116th St & Broadway, New York, NY 10027 USA
基金
美国国家科学基金会;
关键词
atomic norm; continuous dictionary; convex optimization; greedy methods; line spectra estimation; outliers; semi-definite programming; sparse recovery; super-resolution;
D O I
10.1093/imaiai/iax005
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider the problem of super-resolving the line spectrum of a multisinusoidal signal from a finite number of samples, some of which may be completely corrupted. Measurements of this form can be modeled as an additive mixture of a sinusoidal and a sparse component. We propose to demix the two components and super-resolve the spectrum of the multisinusoidal signal by solving a convex program. Our main theoretical result is that-up to logarithmic factors-this approach is guaranteed to be successful with high probability for a number of spectral lines that is linear in the number of measurements, even if a constant fraction of the data are outliers. The result holds under the assumption that the phases of the sinusoidal and sparse components are random and the line spectrum satisfies a minimum-separation condition. We show that the method can be implemented via semi-definite programming, and explain how to adapt it in the presence of dense perturbations as well as exploring its connection to atomic-norm denoising. In addition, we propose a fast greedy demixing method that provides good empirical results when coupled with a local non-convex-optimization step.
引用
收藏
页码:105 / 168
页数:64
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