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Phase Retrieval for Signals in Union of Subspaces

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 Added by M. Salman Asif
 Publication date 2018
and research's language is English




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We consider the phase retrieval problem for signals that belong to a union of subspaces. We assume that amplitude measurements of the signal of length $n$ are observed after passing it through a random $m times n$ measurement matrix. We also assume that the signal belongs to the span of a single $d$-dimensional subspace out of $R$ subspaces, where $dll n$. We assume the knowledge of all possible subspaces, but the true subspace of the signal is unknown. We present an algorithm that jointly estimates the phase of the measurements and the subspace support of the signal. We discuss theoretical guarantees on the recovery of signals and present simulation results to demonstrate the empirical performance of our proposed algorithm. Our main result suggests that if properly initialized, then $O(d+log R)$ random measurements are sufficient for phase retrieval if the unknown signal belongs to the union of $R$ low-dimensional subspaces.



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In a variety of fields, in particular those involving imaging and optics, we often measure signals whose phase is missing or has been irremediably distorted. Phase retrieval attempts the recovery of the phase information of a signal from the magnitude of its Fourier transform to enable the reconstruction of the original signal. A fundamental question then is: Under which conditions can we uniquely recover the signal of interest from its measured magnitudes? In this paper, we assume the measured signal to be sparse. This is a natural assumption in many applications, such as X-ray crystallography, speckle imaging and blind channel estimation. In this work, we derive a sufficient condition for the uniqueness of the solution of the phase retrieval (PR) problem for both discrete and continuous domains, and for one and multi-dimensional domains. More precisely, we show that there is a strong connection between PR and the turnpike problem, a classic combinatorial problem. We also prove that the existence of collisions in the autocorrelation function of the signal may preclude the uniqueness of the solution of PR. Then, assuming the absence of collisions, we prove that the solution is almost surely unique on 1-dimensional domains. Finally, we extend this result to multi-dimensional signals by solving a set of 1-dimensional problems. We show that the solution of the multi-dimensional problem is unique when the autocorrelation function has no collisions, significantly improving upon a previously known result.
In a variety of fields, in particular those involving imaging and optics, we often measure signals whose phase is missing or has been irremediably distorted. Phase retrieval attempts to recover the phase information of a signal from the magnitude of its Fourier transform to enable the reconstruction of the original signal. Solving the phase retrieval problem is equivalent to recovering a signal from its auto-correlation function. In this paper, we assume the original signal to be sparse; this is a natural assumption in many applications, such as X-ray crystallography, speckle imaging and blind channel estimation. We propose an algorithm that resolves the phase retrieval problem in three stages: i) we leverage the finite rate of innovation sampling theory to super-resolve the auto-correlation function from a limited number of samples, ii) we design a greedy algorithm that identifies the locations of a sparse solution given the super-resolved auto-correlation function, iii) we recover the amplitudes of the atoms given their locations and the measured auto-correlation function. Unlike traditional approaches that recover a discrete approximation of the underlying signal, our algorithm estimates the signal on a continuous domain, which makes it the first of its kind. Along with the algorithm, we derive its performance bound with a theoretical analysis and propose a set of enhancements to improve its computational complexity and noise resilience. Finally, we demonstrate the benefits of the proposed method via a comparison against Charge Flipping, a notable algorithm in crystallography.
We introduce Xampling, a unified framework for signal acquisition and processing of signals in a union of subspaces. The main functions of this framework are two. Analog compression that narrows down the input bandwidth prior to sampling with commercial devices. A nonlinear algorithm then detects the input subspace prior to conventional signal processing. A representative union model of spectrally-sparse signals serves as a test-case to study these Xampling functions. We adopt three metrics for the choice of analog compression: robustness to model mismatch, required hardware accuracy and software complexities. We conduct a comprehensive comparison between two sub-Nyquist acquisition strategies for spectrally-sparse signals, the random demodulator and the modulated wideband converter (MWC), in terms of these metrics and draw operative conclusions regarding the choice of analog compression. We then address lowrate signal processing and develop an algorithm for that purpose that enables convenient signal processing at sub-Nyquist rates from samples obtained by the MWC. We conclude by showing that a variety of other sampling approaches for different union classes fit nicely into our framework.
In recent years, the mathematical and algorithmic aspects of the phase retrieval problem have received considerable attention. Many papers in this area mention crystallography as a principal application. In crystallography, the signal to be recovered is periodic and comprised of atomic distributions arranged homogeneously in the unit cell of the crystal. The crystallographic problem is both the leading application and one of the hardest forms of phase retrieval. We have constructed a graded set of benchmark problems for evaluating algorithms that perform this type of phase retrieval. The data, publicly available online, is provided in an easily interpretable format. We also propose a simple and unambiguous success/failure criterion based on the actual needs in crystallography. Baseline runtimes were obtained with an iterative algorithm that is similar but more transparent than those used in crystallography. Empirically, the runtimes grow exponentially with respect to a new hardness parameter: the sparsity of the signal autocorrelation. We also review the algorithms used by the leading software packages. This set of benchmark problems, we hope, will encourage the development of new algorithms for the phase retrieval problem in general, and crystallography in particular.
Traditional sampling theories consider the problem of reconstructing an unknown signal $x$ from a series of samples. A prevalent assumption which often guarantees recovery from the given measurements is that $x$ lies in a known subspace. Recently, there has been growing interest in nonlinear but structured signal models, in which $x$ lies in a union of subspaces. In this paper we develop a general framework for robust and efficient recovery of such signals from a given set of samples. More specifically, we treat the case in which $x$ lies in a sum of $k$ subspaces, chosen from a larger set of $m$ possibilities. The samples are modelled as inner products with an arbitrary set of sampling functions. To derive an efficient and robust recovery algorithm, we show that our problem can be formulated as that of recovering a block-sparse vector whose non-zero elements appear in fixed blocks. We then propose a mixed $ell_2/ell_1$ program for block sparse recovery. Our main result is an equivalence condition under which the proposed convex algorithm is guaranteed to recover the original signal. This result relies on the notion of block restricted isometry property (RIP), which is a generalization of the standard RIP used extensively in the context of compressed sensing. Based on RIP we also prove stability of our approach in the presence of noise and modelling errors. A special case of our framework is that of recovering multiple measurement vectors (MMV) that share a joint sparsity pattern. Adapting our results to this context leads to new MMV recovery methods as well as equivalence conditions under which the entire set can be determined efficiently.
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