Journal
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Volume 64, Issue 5, Pages 1257-1269Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSP.2015.2496294
Keywords
Atomic norm; basis mismatch; covariance estimation; multiple measurement vectors
Categories
Funding
- NSF [CCF-1422966]
- AFOSR [FA9550-15-1-0205]
- ONR [N00014-15-1-2387]
- Ralph E. Powe Junior Faculty Enhancement Award from the Oak Ridge Associated Universities
- Division of Computing and Communication Foundations
- Direct For Computer & Info Scie & Enginr [1422966] Funding Source: National Science Foundation
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Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is the spectrally-sparse signal, which is composed of a small number of spectral atoms with arbitrary frequencies on the unit interval. In this paper we study the problem of line spectrum denoising and estimation with an ensemble of spectrally-sparse signals composed of the same set of continuous-valued frequencies from their partial and noisy observations. Two approaches are developed based on atomic norm minimization and structured covariance estimation, both of which can be solved efficiently via semidefinite programming. The first approach aims to estimate and denoise the set of signals from their partial and noisy observations via atomic norm minimization, and recover the frequencies via examining the dual polynomial of the convex program. We characterize the optimality condition of the proposed algorithm and derive the expected error rate for denoising, demonstrating the benefit of including multiple measurement vectors. The second approach aims to recover the population covariance matrix from the partially observed sample covariance matrix by motivating its low-rank Toeplitz structure without recovering the signal ensemble. Performance guarantee is derived with a finite number of measurement vectors. The frequencies can be recovered via conventional spectrum estimation methods such as MUSIC from the estimated covariance matrix. Finally, numerical examples are provided to validate the favorable performance of the proposed algorithms, with comparisons against several existing approaches.
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