arXiv subjects

Yonina C. Eldar

Publications and source records attributed to Yonina C. Eldar.

At least 451 records · Page 25Linked to original sources

arXiv2010

Performance Bounds and Design Criteria for Estimating Finite Rate of Innovation Signals

In this paper, we consider the problem of estimating finite rate of innovation (FRI) signals from noisy measurements, and specifically analyze the interaction between FRI techniques and the underlying sampling methods. We first obtain a fundamental limit on the estimation accuracy attainable regardless of the sampling method. Next, we provide a bound on the performance achievable using any specific sampling approach. Essential differences between the noisy and noise-free cases arise from this analysis. In particular, we identify settings in which noise-free recovery techniques deteriorate substantially under slight noise levels, thus quantifying the numerical instability inherent in such methods. This instability, which is only present in some families of FRI signals, is shown to be related to a specific type of structure, which can be characterized by viewing the signal model as a union of subspaces. Finally, we develop a methodology for choosing the optimal sampling kernels based on a generalization of the Karhunen--Loève transform. The results are illustrated for several types of time-delay estimation problems.

cs.IT↗

arXiv2010

Sensing Matrix Optimization for Block-Sparse Decoding

Recent work has demonstrated that using a carefully designed sensing matrix rather than a random one, can improve the performance of compressed sensing. In particular, a well-designed sensing matrix can reduce the coherence between the atoms of the equivalent dictionary, and as a consequence, reduce the reconstruction error. In some applications, the signals of interest can be well approximated by a union of a small number of subspaces (e.g., face recognition and motion segmentation). This implies the existence of a dictionary which leads to block-sparse representations. In this work, we propose a framework for sensing matrix design that improves the ability of block-sparse approximation techniques to reconstruct and classify signals. This method is based on minimizing a weighted sum of the inter-block coherence and the sub-block coherence of the equivalent dictionary. Our experiments show that the proposed algorithm significantly improves signal recovery and classification ability of the Block-OMP algorithm compared to sensing matrix optimization methods that do not employ block structure.

cs.IT↗

arXiv2010

Wideband Spectrum Sensing at Sub-Nyquist Rates

We present a mixed analog-digital spectrum sensing method that is especially suited to the typical wideband setting of cognitive radio (CR). The advantages of our system with respect to current architectures are threefold. First, our analog front-end is fixed and does not involve scanning hardware. Second, both the analog-to-digital conversion (ADC) and the digital signal processing (DSP) rates are substantially below Nyquist. Finally, the sensing resources are shared with the reception path of the CR, so that the lowrate streaming samples can be used for communication purposes of the device, besides the sensing functionality they provide. Combining these advantages leads to a real time map of the spectrum with minimal use of mobile resources. Our approach is based on the modulated wideband converter (MWC) system, which samples sparse wideband inputs at sub-Nyquist rates. We report on results of hardware experiments, conducted on an MWC prototype circuit, which affirm fast and accurate spectrum sensing in parallel to CR communication.

cs.AR↗

arXiv2010

Near-Oracle Performance of Greedy Block-Sparse Estimation Techniques from Noisy Measurements

This paper examines the ability of greedy algorithms to estimate a block sparse parameter vector from noisy measurements. In particular, block sparse versions of the orthogonal matching pursuit and thresholding algorithms are analyzed under both adversarial and Gaussian noise models. In the adversarial setting, it is shown that estimation accuracy comes within a constant factor of the noise power. Under Gaussian noise, the Cramer-Rao bound is derived, and it is shown that the greedy techniques come close to this bound at high SNR. The guarantees are numerically compared with the actual performance of block and non-block algorithms, highlighting the advantages of block sparse techniques.

cs.IT↗

arXiv2010

Unbiased Estimation of a Sparse Vector in White Gaussian Noise

We consider unbiased estimation of a sparse nonrandom vector corrupted by additive white Gaussian noise. We show that while there are infinitely many unbiased estimators for this problem, none of them has uniformly minimum variance. Therefore, we focus on locally minimum variance unbiased (LMVU) estimators. We derive simple closed-form lower and upper bounds on the variance of LMVU estimators or, equivalently, on the Barankin bound (BB). Our bounds allow an estimation of the threshold region separating the low-SNR and high-SNR regimes, and they indicate the asymptotic behavior of the BB at high SNR. We also develop numerical lower and upper bounds which are tighter than the closed-form bounds and thus characterize the BB more accurately. Numerical studies compare our characterization of the BB with established biased estimation schemes, and demonstrate that while unbiased estimators perform poorly at low SNR, they may perform better than biased estimators at high SNR. An interesting conclusion of our analysis is that the high-SNR behavior of the BB depends solely on the value of the smallest nonzero component of the sparse vector, and that this type of dependence is also exhibited by the performance of certain practical estimators.

math.ST↗

arXiv2010

Dictionary Optimization for Block-Sparse Representations

Recent work has demonstrated that using a carefully designed dictionary instead of a predefined one, can improve the sparsity in jointly representing a class of signals. This has motivated the derivation of learning methods for designing a dictionary which leads to the sparsest representation for a given set of signals. In some applications, the signals of interest can have further structure, so that they can be well approximated by a union of a small number of subspaces (e.g., face recognition and motion segmentation). This implies the existence of a dictionary which enables block-sparse representations of the input signals once its atoms are properly sorted into blocks. In this paper, we propose an algorithm for learning a block-sparsifying dictionary of a given set of signals. We do not require prior knowledge on the association of signals into groups (subspaces). Instead, we develop a method that automatically detects the underlying block structure. This is achieved by iteratively alternating between updating the block structure of the dictionary and updating the dictionary atoms to better fit the data. Our experiments show that for block-sparse data the proposed algorithm significantly improves the dictionary recovery ability and lowers the representation error compared to dictionary learning methods that do not employ block structure.

cs.IT↗

arXiv2010

Blind Compressed Sensing

The fundamental principle underlying compressed sensing is that a signal, which is sparse under some basis representation, can be recovered from a small number of linear measurements. However, prior knowledge of the sparsity basis is essential for the recovery process. This work introduces the concept of blind compressed sensing, which avoids the need to know the sparsity basis in both the sampling and the recovery process. We suggest three possible constraints on the sparsity basis that can be added to the problem in order to make its solution unique. For each constraint we prove conditions for uniqueness, and suggest a simple method to retrieve the solution. Under the uniqueness conditions, and as long as the signals are sparse enough, we demonstrate through simulations that without knowing the sparsity basis our methods can achieve results similar to those of standard compressed sensing, which relay on prior knowledge of the sparsity basis. This offers a general sampling and reconstruction system that fits all sparse signals, regardless of the sparsity basis, under the conditions and constraints presented in this work.

cs.IT↗

arXiv2010

Rank Awareness in Joint Sparse Recovery

In this paper we revisit the sparse multiple measurement vector (MMV) problem where the aim is to recover a set of jointly sparse multichannel vectors from incomplete measurements. This problem has received increasing interest as an extension of the single channel sparse recovery problem which lies at the heart of the emerging field of compressed sensing. However the sparse approximation problem has origins which include links to the field of array signal processing where we find the inspiration for a new family of MMV algorithms based on the MUSIC algorithm. We highlight the role of the rank of the coefficient matrix X in determining the difficulty of the recovery problem. We derive the necessary and sufficient conditions for the uniqueness of the sparse MMV solution, which indicates that the larger the rank of X the less sparse X needs to be to ensure uniqueness. We also show that the larger the rank of X the less the computational effort required to solve the MMV problem through a combinatorial search. In the second part of the paper we consider practical suboptimal algorithms for solving the sparse MMV problem. We examine the rank awareness of popular algorithms such as SOMP and mixed norm minimization techniques and show them to be rank blind in terms of worst case analysis. We then consider a family of greedy algorithms that are rank aware. The simplest such algorithm is a discrete version of MUSIC and is guaranteed to recover the sparse vectors in the full rank MMV case under mild conditions. We extend this idea to develop a rank aware pursuit algorithm that naturally reduces to Order Recursive Matching Pursuit (ORMP) in the single measurement case and also provides guaranteed recovery in the full rank multi-measurement case. Numerical simulations demonstrate that the rank aware algorithms are significantly better than existing algorithms in dealing with multiple measurements.

cs.IT↗

arXiv2010

Collaborative Hierarchical Sparse Modeling

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the sparsity-inducing property of the Lasso model, at the individual feature level, with the block-sparsity property of the group Lasso model, where sparse groups of features are jointly encoded, obtaining a sparsity pattern hierarchically structured. This results in the hierarchical Lasso, which shows important practical modeling advantages. We then extend this approach to the collaborative case, where a set of simultaneously coded signals share the same sparsity pattern at the higher (group) level but not necessarily at the lower one. Signals then share the same active groups, or classes, but not necessarily the same active set. This is very well suited for applications such as source separation. An efficient optimization procedure, which guarantees convergence to the global optimum, is developed for these new models. The underlying presentation of the new framework and optimization approach is complemented with experimental examples and preliminary theoretical results.

cs.IT↗

arXiv2010

On Unbiased Estimation of Sparse Vectors Corrupted by Gaussian Noise

We consider the estimation of a sparse parameter vector from measurements corrupted by white Gaussian noise. Our focus is on unbiased estimation as a setting under which the difficulty of the problem can be quantified analytically. We show that there are infinitely many unbiased estimators but none of them has uniformly minimum mean-squared error. We then provide lower and upper bounds on the Barankin bound, which describes the performance achievable by unbiased estimators. These bounds are used to predict the threshold region of practical estimators.

cs.IT↗

arXiv2009

Xampling: Analog to Digital at Sub-Nyquist Rates

We present a sub-Nyquist analog-to-digital converter of wideband inputs. Our circuit realizes the recently proposed modulated wideband converter, which is a flexible platform for sampling signals according to their actual bandwidth occupation. The theoretical work enables, for example, a sub-Nyquist wideband receiver, which has no prior information on the transmitter carrier positions. Our design supports input signals with 2 GHz Nyquist rate and 120 MHz spectrum occupancy, with arbitrary transmission frequencies. The sampling rate is as low as 280 MHz. To the best of our knowledge, this is the first reported wideband hardware for sub-Nyquist conversion. Furthermore, the modular design is proven to compete with state-of-the-art Nyquist ADCs in terms of resolution bits and full-scale range. We describe the various circuit design considerations, with an emphasis on the nonordinary challenges the converter introduces: mixing a signal with a multiple set of sinusoids, rather than a single local oscillator, and generation of highly-transient periodic waveforms, with transient intervals on the order of the Nyquist rate. A series of hardware experiments validates the design and demonstrate sub-Nyquist sampling.

nlin.CG↗

arXiv2009

Coherence-Based Performance Guarantees for Estimating a Sparse Vector Under Random Noise

We consider the problem of estimating a deterministic sparse vector x from underdetermined measurements Ax+w, where w represents white Gaussian noise and A is a given deterministic dictionary. We analyze the performance of three sparse estimation algorithms: basis pursuit denoising (BPDN), orthogonal matching pursuit (OMP), and thresholding. These algorithms are shown to achieve near-oracle performance with high probability, assuming that x is sufficiently sparse. Our results are non-asymptotic and are based only on the coherence of A, so that they are applicable to arbitrary dictionaries. Differences in the precise conditions required for the performance guarantees of each algorithm are manifested in the observed performance at high and low signal-to-noise ratios. This provides insight on the advantages and drawbacks of convex relaxation techniques such as BPDN as opposed to greedy approaches such as OMP and thresholding.

math.ST↗

arXiv2009

Time Delay Estimation from Low Rate Samples: A Union of Subspaces Approach

Time delay estimation arises in many applications in which a multipath medium has to be identified from pulses transmitted through the channel. Various approaches have been proposed in the literature to identify time delays introduced by multipath environments. However, these methods either operate on the analog received signal, or require high sampling rates in order to achieve reasonable time resolution. In this paper, our goal is to develop a unified approach to time delay estimation from low rate samples of the output of a multipath channel. Our methods result in perfect recovery of the multipath delays from samples of the channel output at the lowest possible rate, even in the presence of overlapping transmitted pulses. This rate depends only on the number of multipath components and the transmission rate, but not on the bandwidth of the probing signal. In addition, our development allows for a variety of different sampling methods. By properly manipulating the low-rate samples, we show that the time delays can be recovered using the well-known ESPRIT algorithm. Combining results from sampling theory with those obtained in the context of direction of arrival estimation methods, we develop necessary and sufficient conditions on the transmitted pulse and the sampling functions in order to ensure perfect recovery of the channel parameters at the minimal possible rate. Our results can be viewed in a broader context, as a sampling theorem for analog signals defined over an infinite union of subspaces.

cs.IT↗

arXiv2009

From Theory to Practice: Sub-Nyquist Sampling of Sparse Wideband Analog Signals

Conventional sub-Nyquist sampling methods for analog signals exploit prior information about the spectral support. In this paper, we consider the challenging problem of blind sub-Nyquist sampling of multiband signals, whose unknown frequency support occupies only a small portion of a wide spectrum. Our primary design goals are efficient hardware implementation and low computational load on the supporting digital processing. We propose a system, named the modulated wideband converter, which first multiplies the analog signal by a bank of periodic waveforms. The product is then lowpass filtered and sampled uniformly at a low rate, which is orders of magnitude smaller than Nyquist. Perfect recovery from the proposed samples is achieved under certain necessary and sufficient conditions. We also develop a digital architecture, which allows either reconstruction of the analog input, or processing of any band of interest at a low rate, that is, without interpolating to the high Nyquist rate. Numerical simulations demonstrate many engineering aspects: robustness to noise and mismodeling, potential hardware simplifications, realtime performance for signals with time-varying support and stability to quantization effects. We compare our system with two previous approaches: periodic nonuniform sampling, which is bandwidth limited by existing hardware devices, and the random demodulator, which is restricted to discrete multitone signals and has a high computational load. In the broader context of Nyquist sampling, our scheme has the potential to break through the bandwidth barrier of state-of-the-art analog conversion technologies such as interleaved converters.

cs.IT↗

arXiv2009

Super-Resolution and Reconstruction of Sparse Sub-Wavelength Images

We use compressed sensing to demonstrate theoretically the reconstruction of sub-wavelength features from measured far-field, and provide experimental proof-of-concept. The methods can be applied to non-optical microscopes, provided the information is sparse.

physics.optics↗

arXiv2009

The Cramer-Rao Bound for Sparse Estimation

The goal of this paper is to characterize the best achievable performance for the problem of estimating an unknown parameter having a sparse representation. Specifically, we consider the setting in which a sparsely representable deterministic parameter vector is to be estimated from measurements corrupted by Gaussian noise, and derive a lower bound on the mean-squared error (MSE) achievable in this setting. To this end, an appropriate definition of bias in the sparse setting is developed, and the constrained Cramer-Rao bound (CRB) is obtained. This bound is shown to equal the CRB of an estimator with knowledge of the support set, for almost all feasible parameter values. Consequently, in the unbiased case, our bound is identical to the MSE of the oracle estimator. Combined with the fact that the CRB is achieved at high signal-to-noise ratios by the maximum likelihood technique, our result provides a new interpretation for the common practice of using the oracle estimator as a gold standard against which practical approaches are compared.

math.ST↗

arXiv2009

Expected RIP: Conditioning of The Modulated Wideband Converter

The sensing matrix of a compressive system impacts the stability of the associated sparse recovery problem. In this paper, we study the sensing matrix of the modulated wideband converter, a recently proposed system for sub-Nyquist sampling of analog sparse signals. Attempting to quantify the conditioning of the converter sensing matrix with existing approaches leads to unreasonable rate requirements, due to the relatively small size of this matrix. We propose a new conditioning criterion, named the expected restricted isometry property, and derive theoretical guarantees for the converter to satisfy this property. We then show that applying these conditions to popular binary sequences, such as maximal codes or Gold codes, leads to practical rate requirements.

cs.IT↗

arXiv2009

Shrinkage Algorithms for MMSE Covariance Estimation

We address covariance estimation in the sense of minimum mean-squared error (MMSE) for Gaussian samples. Specifically, we consider shrinkage methods which are suitable for high dimensional problems with a small number of samples (large p small n). First, we improve on the Ledoit-Wolf (LW) method by conditioning on a sufficient statistic. By the Rao-Blackwell theorem, this yields a new estimator called RBLW, whose mean-squared error dominates that of LW for Gaussian variables. Second, to further reduce the estimation error, we propose an iterative approach which approximates the clairvoyant shrinkage estimator. Convergence of this iterative method is established and a closed form expression for the limit is determined, which is referred to as the oracle approximating shrinkage (OAS) estimator. Both RBLW and OAS estimators have simple expressions and are easily implemented. Although the two methods are developed from different persepctives, their structure is identical up to specified constants. The RBLW estimator provably dominates the LW method. Numerical simulations demonstrate that the OAS approach can perform even better than RBLW, especially when n is much less than p. We also demonstrate the performance of these techniques in the context of adaptive beamforming.

stat.ME↗