Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
11010182 | Applied and Computational Harmonic Analysis | 2019 | 28 Pages |
Abstract
A spectrally sparse signal of order r is a mixture of r damped or undamped complex sinusoids. This paper investigates the problem of reconstructing spectrally sparse signals from a random subset of n regular time domain samples, which can be reformulated as a low rank Hankel matrix completion problem. We introduce an iterative hard thresholding (IHT) algorithm and a fast iterative hard thresholding (FIHT) algorithm for efficient reconstruction of spectrally sparse signals via low rank Hankel matrix completion. Theoretical recovery guarantees have been established for FIHT, showing that O(r2log2â¡(n)) number of samples are sufficient for exact recovery with high probability. Empirical performance comparisons establish significant computational advantages for IHT and FIHT. In particular, numerical simulations on 3D arrays demonstrate the capability of FIHT on handling large and high-dimensional real data.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Jian-Feng Cai, Tianming Wang, Ke Wei,