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Register a new userSparse Signal Recovery using Generalized Approximate Message Passing with Built-in Parameter Estimation
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Added by
Shuai Huang
Publication date
2016
fields
Informatics Engineering
and research's language is
English
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The generalized approximate message passing (GAMP) algorithm under the Bayesian setting shows advantage in recovering under-sampled sparse signals from corrupted observations. Compared to conventional convex optimization methods, it has a much lower complexity and is computationally tractable. In the GAMP framework, the sparse signal and the observation are viewed to be generated according to some pre-specified probability distributions in the input and output channels. However, the parameters of the distributions are usually unknown in practice. In this paper, we propose an extended GAMP algorithm with built-in parameter estimation (PE-GAMP) and present its empirical convergence analysis. PE-GAMP treats the parameters as unknown random variables with simple priors and jointly estimates them with the sparse signals. Compared with Expectation Maximization (EM) based parameter estimation methods, the proposed PE-GAMP could draw information from the prior distributions of the parameters to perform parameter estimation. It is also more robust and much simpler, which enables us to consider more complex signal distributions apart from the usual Bernoulli-Gaussian (BGm) mixture distribution. Specifically, the formulations of Bernoulli-Exponential mixture (BEm) distribution and Laplace distribution are given in this paper. Simulated noiseless sparse signal recovery experiments demonstrate that the performance of the proposed PE-GAMP matches the oracle GAMP algorithm. When noise is present, both the simulated experiments and the real image recovery experiments show that PE-GAMP is still able to maintain its robustness and outperform EM based parameter estimation method when the sampling ratio is small. Additionally, using the BEm formulation of the PE-GAMP, we can successfully perform non-negative sparse coding of local image patches and provide useful features for the image classification task.
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1-bit compressive sensing aims to recover sparse signals from quantized 1-bit measurements. Designing efficient approaches that could handle noisy 1-bit measurements is important in a variety of applications. In this paper we use the approximate message passing (AMP) to achieve this goal due to its high computational efficiency and state-of-the-art performance. In AMP the signal of interest is assumed to follow some prior distribution, and its posterior distribution can be computed and used to recover the signal. In practice, the parameters of the prior distributions are often unknown and need to be estimated. Previous works tried to find the parameters that maximize either the measurement likelihood or the Bethe free entropy, which becomes increasingly difficult to solve in the case of complicated probability models. Here we propose to treat the parameters as unknown variables and compute their posteriors via AMP as well, so that the parameters and the signal can be recovered jointly. This leads to a much simpler way to perform parameter estimation compared to previous methods and enables us to work with noisy 1-bit measurements. We further extend the proposed approach to the general quantization noise model that outputs multi-bit measurements. Experimental results show that the proposed approach generally perform much better than the other state-of-the-art methods in the zero-noise and moderate-noise regimes, and outperforms them in most of the cases in the high-noise regime.
The orthogonal time frequency space (OTFS) modulation has emerged as a promising modulation scheme for high mobility wireless communications. To enable efficient OTFS detection in the delay-Doppler (DD) domain, the DD domain channels need to be acquired accurately. To achieve the low latency requirement in future wireless communications, the time duration of the OTFS block should be small, therefore fractional Doppler shifts have to be considered to avoid significant modelling errors due to the assumption of integer Doppler shifts. However, there lack investigations on the estimation of OTFS channels with fractional Doppler shifts in the literature. In this work, we develop a high performing channel estimator for OTFS with the bi-orthogonal waveform or the rectangular waveform. Instead of estimating the DD domain channel directly, we estimate the channel gains and (fractional) Doppler shifts that parameterize the DD domain channel. The estimation is formulated as a structured signal recovery problem with a Bayesian treatment. Based on a factor graph representation of the problem, an efficient message passing algorithm is developed to recover the structured sparse signal (thereby the OTFS channel). The Cramer-Rao Lower Bound (CRLB) for the estimation is developed and the effectiveness of the algorithm is demonstrated through simulations.
In this paper, we extend the bilinear generalized approximate message passing (BiG-AMP) approach, originally proposed for high-dimensional generalized bilinear regression, to the multi-layer case for the handling of cascaded problem such as matrix-factorization problem arising in relay communication among others. Assuming statistically independent matrix entries with known priors, the new algorithm called ML-BiGAMP could approximate the general sum-product loopy belief propagation (LBP) in the high-dimensional limit enjoying a substantial reduction in computational complexity. We demonstrate that, in large system limit, the asymptotic MSE performance of ML-BiGAMP could be fully characterized via a set of simple one-dimensional equations termed state evolution (SE). We establish that the asymptotic MSE predicted by ML-BiGAMP SE matches perfectly the exact MMSE predicted by the replica method, which is well known to be Bayes-optimal but infeasible in practice. This consistency indicates that the ML-BiGAMP may still retain the same Bayes-optimal performance as the MMSE estimator in high-dimensional applications, although ML-BiGAMPs computational burden is far lower. As an illustrative example of the general ML-BiGAMP, we provide a detector design that could estimate the channel fading and the data symbols jointly with high precision for the two-hop amplify-and-forward relay communication systems.
Due to the massive number of devices in the M2M communication era, new challenges have been brought to the existing random-access (RA) mechanism, such as severe preamble collisions and resource block (RB) wastes. To address these problems, a novel sparse message passing (SMP) algorithm is proposed, based on a factor graph on which Bernoulli messages are updated. The SMP enables an accurate estimation on the activity of the devices and the identity of the preamble chosen by each active device. Aided by the estimation, the RB efficiency for the uplink data transmission can be improved, especially among the collided devices. In addition, an analytical tool is derived to analyze the iterative evolution and convergence of the SMP algorithm. Finally, numerical simulations are provided to verify the validity of our analytical results and the significant improvement of the proposed SMP on estimation error rate even when preamble collision occurs.
Compressive sensing relies on the sparse prior imposed on the signal of interest to solve the ill-posed recovery problem in an under-determined linear system. The objective function used to enforce the sparse prior information should be both effective and easily optimizable. Motivated by the entropy concept from information theory, in this paper we propose the generalized Shannon entropy function and R{e}nyi entropy function of the signal as the sparsity promoting regularizers. Both entropy functions are nonconvex, non-separable. Their local minimums only occur on the boundaries of the orthants in the Euclidean space. Compared to other popular objective functions, minimizing the generalized entropy functions adaptively promotes multiple high-energy coefficients while suppressing the rest low-energy coefficients. The corresponding optimization problems can be recasted into a series of reweighted $l_1$-norm minimization problems and then solved efficiently by adapting the FISTA. Sparse signal recovery experiments on both the simulated and real data show the proposed entropy functions minimization approaches perform better than other popular approaches and achieve state-of-the-art performances.
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