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Jiale Tang

Publications and source records attributed to Jiale Tang.

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Line Spectral Estimation Using a G-Filter: Atomic Norm Minimization with Multiple Output Vectors

We propose an atomic norm minimization (ANM) estimator of frequencies in a noisy complex sinusoidal signal that integrates Georgiou's filter bank (G-filter) with multiple output vectors (MOV). Unlike our previous work on the G-filter version of ANM which is restricted to a single filtered output vector, the proposed method in this paper uses MOV to improve data utilization and robustness of the estimate. The ANM problem with MOV can be reformulated as a semidefinite program thanks to a Carath\'eodory--Fej\'er-type decomposition for output covariance matrices of the G-filter. Numerical simulations demonstrate that the proposed approach significantly outperforms the standard ANM and the G-filter version of ANM with a single output vector in recovering the correct number of frequency components when the frequencies fall within the band(s) selected by the G-filter, particularly in the low SNR regime.

math.OC

When atomic norm meets the G-filter: A general framework for line spectral estimation

This paper proposes a novel approach for line spectral estimation which combines Georgiou's filter bank (G-filter) with atomic norm minimization (ANM). A key ingredient is a Carath\'{e}odory--Fej\'{e}r-type decomposition for the covariance matrix of the filter output. The resulting optimization problem can be characterized via semidefinite programming and contains the standard ANM for line spectral estimation as a special case. Simulations show that our approach outperforms the standard ANM in terms of recovering the number of spectral lines when the signal-to-noise ratio is no lower than 0 dB and the G-filter is suitably designed.

eess.SP

Line Spectral Analysis Using the G-Filter: An Atomic Norm Minimization Approach

The area of spectral analysis has a traditional dichotomy between continuous spectra (spectral densities) which correspond to purely nondeterministic processes, and line spectra (Dirac impulses) which represent sinusoids. While the former case is important in the identification of discrete-time linear stochastic systems, the latter case is essential for the analysis and modeling of time series with notable applications in radar systems. In this paper, we develop a novel approach for line spectral estimation which combines ideas of Georgiou's filter banks (G-filters) and atomic norm minimization (ANM), a mainstream method for line spectral analysis in the last decade following the theory of compressed sensing. Such a combination is only possible because a Carath\'{e}odory--Fej\'{e}r-type decomposition is available for the covariance matrix of the filter output. The ANM problem can be characterized via semidefinite programming which can be solved efficiently. As a consequence, our optimization scheme can be seen as a substantial generalization of the standard ANM for line spectral estimation. Moreover, our ANM approach with a G-filter has significant advantages over subspace methods because it can work with just one output vector and without \emph{a priori} knowledge about the number of sinusoids in the input. Simulation results show that our approach performs favorably against the standard ANM, the frequency-selective ANM, and standard subspace methods MUSIC and ESPRIT under a variety of parameter configurations when the G-filter is suitably designed.

eess.SP