ITNAITNAOCSTTHOct 27, 2015

Efficient Compressive Phase Retrieval with Constrained Sensing Vectors

arXiv:1507.08254
Originality Incremental advance
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It provides a robust and efficient solution to compressive phase retrieval with near-optimal sample complexity, addressing a key bottleneck in signal processing.

This paper proposes a two-stage convex optimization method for compressive phase retrieval that decouples low-rank and sparse structures using constrained sensing vectors, achieving sample complexity O(k log(d/k)) for recovering a k-sparse d-dimensional signal from magnitude-only measurements.

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on constrained sensing vectors and a two-stage reconstruction method that consists of two standard convex programs that are solved sequentially. In recent years, various methods are proposed for compressive phase retrieval, but they have suboptimal sample complexity or lack robustness guarantees. The main obstacle has been that there is no straightforward convex relaxations for the type of structure in the target. Given a set of underdetermined measurements, there is a standard framework for recovering a sparse matrix, and a standard framework for recovering a low-rank matrix. However, a general, efficient method for recovering a jointly sparse and low-rank matrix has remained elusive. Deviating from the models with generic measurements, in this paper we show that if the sensing vectors are chosen at random from an incoherent subspace, then the low-rank and sparse structures of the target signal can be effectively decoupled. We show that a recovery algorithm that consists of a low-rank recovery stage followed by a sparse recovery stage will produce an accurate estimate of the target when the number of measurements is $\mathsf{O}(k\,\log\frac{d}{k})$, where $k$ and $d$ denote the sparsity level and the dimension of the input signal. We also evaluate the algorithm through numerical simulation.

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