Adrien Besson | Searcharxiv

arXiv2026

Cadzow Projected Gradient Descent for Generalized Finite Rate of Innovation: A Quantitative Local Convergence Theory

The generalized finite rate of innovation~(GenFRI) framework aims at reconstructing finite-rate-of-innovation~(FRI) signals measured through a noisy linear measurement model. GenFRI has been recently recast as a structured low-rank optimization problem and the Cadzow projected gradient descent~(CPGD) algorithm has been suggested to solve it. While CPGD works well in practice, only qualitative local convergence guarantees have been established. We revisit GenFRI in the light of the regularization by denoising framework, recasting it as an optimization problem whose solutions lie in the fixed-point set of the Cadzow denoiser. We show that no algorithm in this family can enjoy global guarantees, and establish instead that the Cadzow denoiser is quasi-nonexpansive on an explicit neighborhood of the FRI model set, whose radius is governed by the conditioning of the underlying Dirac stream. Building on these results, we propose the generalized CPGD~(GCPGD) algorithm and prove its convergence from any initialization within an explicit basin of attraction, together with a reconstruction error bound proportional to the noise level. Numerical experiments validate the predicted contraction rates, recovery thresholds, and run-time certificates, and show that a single run of GCPGD outperforms state-of-the-art GenFRI algorithms.

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arXiv2020

CPGD: Cadzow Plug-and-Play Gradient Descent for Generalised FRI

Finite rate of innovation (FRI) is a powerful reconstruction framework enabling the recovery of sparse Dirac streams from uniform low-pass filtered samples. An extension of this framework, called generalised FRI (genFRI), has been recently proposed for handling cases with arbitrary linear measurement models. In this context, signal reconstruction amounts to solving a joint constrained optimisation problem, yielding estimates of both the Fourier series coefficients of the Dirac stream and its so-called annihilating filter, involved in the regularisation term. This optimisation problem is however highly non convex and non linear in the data. Moreover, the proposed numerical solver is computationally intensive and without convergence guarantee. In this work, we propose an implicit formulation of the genFRI problem. To this end, we leverage a novel regularisation term which does not depend explicitly on the unknown annihilating filter yet enforces sufficient structure in the solution for stable recovery. The resulting optimisation problem is still non convex, but simpler since linear in the data and with less unknowns. We solve it by means of a provably convergent proximal gradient descent (PGD) method. Since the proximal step does not admit a simple closed-form expression, we propose an inexact PGD method, coined as Cadzow plug-and-play gradient descent (CPGD). The latter approximates the proximal steps by means of Cadzow denoising, a well-known denoising algorithm in FRI. We provide local fixed-point convergence guarantees for CPGD. Through extensive numerical simulations, we demonstrate the superiority of CPGD against the state-of-the-art in the case of non uniform time samples.

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