Céline Aubel | Searcharxiv

arXiv2017

Vandermonde Matrices with Nodes in the Unit Disk and the Large Sieve

We derive bounds on the extremal singular values and the condition number of NxK, with N>=K, Vandermonde matrices with nodes in the unit disk. The mathematical techniques we develop to prove our main results are inspired by a link---first established by by Selberg [1] and later extended by Moitra [2]---between the extremal singular values of Vandermonde matrices with nodes on the unit circle and large sieve inequalities. Our main conceptual contribution lies in establishing a connection between the extremal singular values of Vandermonde matrices with nodes in the unit disk and a novel large sieve inequality involving polynomials in z \in C with |z|<=1. Compared to Bazán's upper bound on the condition number [3], which, to the best of our knowledge, constitutes the only analytical result---available in the literature---on the condition number of Vandermonde matrices with nodes in the unit disk, our bound not only takes a much simpler form, but is also sharper for certain node configurations. Moreover, the bound we obtain can be evaluated consistently in a numerically stable fashion, whereas the evaluation of Bazán's bound requires the solution of a linear system of equations which has the same condition number as the Vandermonde matrix under consideration and can therefore lead to numerical instability in practice. As a byproduct, our result---when particularized to the case of nodes on the unit circle---slightly improves upon the Selberg-Moitra bound.

cs.IT↗

arXiv2017

A Theory of Super-Resolution from Short-Time Fourier Transform Measurements

While spike trains are obviously not band-limited, the theory of super-resolution tells us that perfect recovery of unknown spike locations and weights from low-pass Fourier transform measurements is possible provided that the minimum spacing, $Δ$, between spikes is not too small. Specifically, for a measurement cutoff frequency of $f_c$, Donoho [2] showed that exact recovery is possible if the spikes (on $\mathbb{R}$) lie on a lattice and $Δ> 1/f_c$, but does not specify a corresponding recovery method. Cand$\text{è}$s and Fernandez-Granda [3, 4] provide a convex programming method for the recovery of periodic spike trains (i.e., spike trains on the torus $\mathbb{T}$), which succeeds provably if $Δ> 2/f_c$ and $f_c \geq 128$ or if $Δ> 1.26/f_c$ and $f_c \geq 10^3$, and does not need the spikes within the fundamental period to lie on a lattice. In this paper, we develop a theory of super-resolution from short-time Fourier transform (STFT) measurements. Specifically, we present a recovery method similar in spirit to the one in [3] for pure Fourier measurements. For a STFT Gaussian window function of width $σ= 1/(4f_c)$ this method succeeds provably if $Δ> 1/f_c$, without restrictions on $f_c$. Our theory is based on a measure-theoretic formulation of the recovery problem, which leads to considerable generality in the sense of the results being grid-free and applying to spike trains on both $\mathbb{R}$ and $\mathbb{T}$. The case of spike trains on $\mathbb{R}$ comes with significant technical challenges. For recovery of spike trains on $\mathbb{T}$ we prove that the correct solution can be approximated---in weak-* topology---by solving a sequence of finite-dimensional convex programming problems.

cs.IT↗

arXiv2016

Deterministic Performance Analysis of Subspace Methods for Cisoid Parameter Estimation

Performance analyses of subspace algorithms for cisoid parameter estimation available in the literature are predominantly of statistical nature with a focus on asymptotic$-$either in the sample size or the SNR$-$statements. This paper presents a deterministic, finite sample size, and finite-SNR performance analysis of the ESPRIT algorithm and the matrix pencil method. Our results are based, inter alia, on a new upper bound on the condition number of Vandermonde matrices with nodes inside the unit disk. This bound is obtained through a generalization of Hilbert's inequality frequently used in large sieve theory.

cs.IT↗

arXiv2015

Density Criteria for the Identification of Linear Time-Varying Systems

This paper addresses the problem of identifying a linear time-varying (LTV) system characterized by a (possibly infinite) discrete set of delays and Doppler shifts. We prove that stable identifiability is possible if the upper uniform Beurling density of the delay-Doppler support set is strictly smaller than 1/2 and stable identifiability is impossible for densities strictly larger than 1/2. The proof of this density theorem reveals an interesting relation between LTV system identification and interpolation in the Bargmann-Fock space. Finally, we introduce a subspace method for solving the system identification problem at hand.

cs.IT↗

arXiv2014

Super-Resolution from Short-Time Fourier Transform Measurements

While spike trains are obviously not band-limited, the theory of super-resolution tells us that perfect recovery of unknown spike locations and weights from low-pass Fourier transform measurements is possible provided that the minimum spacing, $Δ$, between spikes is not too small. Specifically, for a cutoff frequency of $f_c$, Donoho [2] shows that exact recovery is possible if $Δ> 1/f_c$, but does not specify a corresponding recovery method. On the other hand, Candès and Fernandez-Granda [3] provide a recovery method based on convex optimization, which provably succeeds as long as $Δ> 2/f_c$. In practical applications one often has access to windowed Fourier transform measurements, i.e., short-time Fourier transform (STFT) measurements, only. In this paper, we develop a theory of super-resolution from STFT measurements, and we propose a method that provably succeeds in recovering spike trains from STFT measurements provided that $Δ> 1/f_c$.

cs.IT↗

arXiv2012

Sparse Signal Separation in Redundant Dictionaries

We formulate a unified framework for the separation of signals that are sparse in "morphologically" different redundant dictionaries. This formulation incorporates the so-called "analysis" and "synthesis" approaches as special cases and contains novel hybrid setups. We find corresponding coherence-based recovery guarantees for an l1-norm based separation algorithm. Our results recover those reported in Studer and Baraniuk, ACHA, submitted, for the synthesis setting, provide new recovery guarantees for the analysis setting, and form a basis for comparing performance in the analysis and synthesis settings. As an aside our findings complement the D-RIP recovery results reported in Candès et al., ACHA, 2011, for the "analysis" signal recovery problem: minimize_x ||Ψx||_1 subject to ||y - Ax||_2 \leq ε, by delivering corresponding coherence-based recovery results.

cs.IT↗