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Register a new userRecursive Sparse Recovery in Large but Structured Noise - Part 2
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Added by
Chenlu Qiu
Publication date
2013
fields
Informatics Engineering
and research's language is
English
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We study the problem of recursively recovering a time sequence of sparse vectors, St, from measurements Mt := St + Lt that are corrupted by structured noise Lt which is dense and can have large magnitude. The structure that we require is that Lt should lie in a low dimensional subspace that is either fixed or changes slowly enough; and the eigenvalues of its covariance matrix are clustered. We do not assume any model on the sequence of sparse vectors. Their support sets and their nonzero element values may be either independent or correlated over time (usually in many applications they are correlated). The only thing required is that there be some support change every so often. We introduce a novel solution approach called Recursive Projected Compressive Sensing with cluster-PCA (ReProCS-cPCA) that addresses some of the limitations of earlier work. Under mild assumptions, we show that, with high probability, ReProCS-cPCA can exactly recover the support set of St at all times; and the reconstruction errors of both St and Lt are upper bounded by a time-invariant and small value.
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This work studies the recursive robust principal components analysis (PCA) problem. Here, robust refers to robustness to both independent and correlated sparse outliers, although we focus on the latter. A key application where this problem occurs is in video surveillance where the goal is to separate a slowly changing background from moving foreground objects on-the-fly. The background sequence is well modeled as lying in a low dimensional subspace, that can gradually change over time, while the moving foreground objects constitute the correlated sparse outliers. In this and many other applications, the foreground is an outlier for PCA but is actually the signal of interest for the application; where as the background is the corruption or noise. Thus our problem can also be interpreted as one of recursively recovering a time sequence of sparse signals in the presence of large but spatially correlated noise. This work has two key contributions. First, we provide a new way of looking at this problem and show how a key part of our solution strategy involves solving a noisy compressive sensing (CS) problem. Second, we show how we can utilize the correlation of the outliers to our advantage in order to even deal with very large support sized outliers. The main idea is as follows. The correlation model applied to the previous support estimate helps predict the current support. This prediction serves as partial support knowledge for solving the modified-CS problem instead of CS. The support estimate of the modified-CS reconstruction is, in turn, used to update the correlation model parameters using a Kalman filter (or any adaptive filter). We call the resulting approach support-predicted modified-CS.
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.
The task of finding a sparse signal decomposition in an overcomplete dictionary is made more complicated when the signal undergoes an unknown modulation (or convolution in the complementary Fourier domain). Such simultaneous sparse recovery and blind demodulation problems appear in many applications including medical imaging, super resolution, self-calibration, etc. In this paper, we consider a more general sparse recovery and blind demodulation problem in which each atom comprising the signal undergoes a distinct modulation process. Under the assumption that the modulating waveforms live in a known common subspace, we employ the lifting technique and recast this problem as the recovery of a column-wise sparse matrix from structured linear measurements. In this framework, we accomplish sparse recovery and blind demodulation simultaneously by minimizing the induced atomic norm, which in this problem corresponds to the block $ell_1$ norm minimization. For perfect recovery in the noiseless case, we derive near optimal sample complexity bounds for Gaussian and random Fourier overcomplete dictionaries. We also provide bounds on recovering the column-wise sparse matrix in the noisy case. Numerical simulations illustrate and support our theoretical results.
Reed-Muller (RM) codes are one of the oldest families of codes. Recently, a recursive projection aggregation (RPA) decoder has been proposed, which achieves a performance that is close to the maximum likelihood decoder for short-length RM codes. One of its main drawbacks, however, is the large amount of computations needed. In this paper, we devise a new algorithm to lower the computational budget while keeping a performance close to that of the RPA decoder. The proposed approach consists of multiple sparse RPAs that are generated by performing only a selection of projections in each sparsified decoder. In the end, a cyclic redundancy check (CRC) is used to decide between output codewords. Simulation results show that our proposed approach reduces the RPA decoders computations up to $80%$ with negligible performance loss.
This paper studies the problem of recovering a structured signal from a relatively small number of corrupted non-linear measurements. Assuming that signal and corruption are contained in some structure-promoted set, we suggest an extended Lasso to disentangle signal and corruption. We also provide conditions under which this recovery procedure can successfully reconstruct both signal and corruption.
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