2013/07/16 by Badri Narayan Bhaskar, Gongguo Tang, Benjamin Recht · 19 citations
Engineering · Computer Science · #Sparse and Compressive Sensing Techniques #Distributed Sensor Networks and Detection Algorithms #Microwave Imaging and Scattering Analysis
paper · doi:10.1109/tsp.2013.2273443
Motivated by recent work on atomic norms in inverse problems, we propose a new approach to line spectral estimation that provides theoretical guarantees for the mean-squared-error (MSE) performance in the presence of noise and without knowledge of the model order. We propose an abstract theory of denoising with atomic norms and specialize this theory to provide a convex optimization problem for estimating the frequencies and phases of a mixture of complex exponentials. We show that the associated convex optimization problem can be solved in polynomial time via semidefinite programming (SDP). We also show that the SDP can be approximated by anℓ1-regularized least-squares problem that achieves nearly the same error rate as the SDP but can scale to much larger problems. We compare both SDP andℓ1-based approaches with classical line spectral analysis methods and demonstrate that the SDP outperforms theℓ1optimization which outperforms MUSIC, Cadzow's, and Matrix Pencil approaches in terms of MSE over a wide range of signal-to-noise ratios.