This paper considers recovering @math -dimensional vectors @math , and @math from their circular convolutions @math . The vector @math is assumed to be @math -sparse in a known basis that is spread out in the Fourier domain, and each input @math is a member of a known @math -dimensional random subspace. We prove that whenever @math , the problem can be solved effectively by using only the nuclear-norm minimization as the convex relaxation, as long as the inputs are sufficiently diverse and obey @math . By "diverse inputs", we mean that the @math 's belong to different, generic subspaces. To our knowledge, this is the first theoretical result on blind deconvolution where the subspace to which @math belongs is not fixed, but needs to be determined. We discuss the result in the context of multipath channel estimation in wireless communications. Both the fading coefficients, and the delays in the channel impulse response @math are unknown. The encoder codes the @math -dimensional message vectors randomly and then transmits coded messages @math 's over a fixed channel one after the other. The decoder then discovers all of the messages and the channel response when the number of samples taken for each received message are roughly greater than @math , and the number of messages is roughly at least @math .
The multichannel blind deconvolution was first modeled as a rank-1 recovery problem in @cite_18 and the experimental results show the successful joint recovery of Gaussian channel responses with known support that are fed with a single Gaussian noise source. Other interesting works include @cite_22 @cite_25 , where a least squares method is proposed. The approach is deterministic in the sense that the input statistics are not assumed to be known though the channel subspaces are known. Some of the results with various assumptions on input statistics can be found in @cite_17 . Owing to the importance of the blind deconvolution problem, an expansive literature is available and the discussion here cannot possibly cover all the related material, however, an interested reader might start with the some nice survey articles @cite_24 @cite_26 @cite_0 and the references therein.
@cite_18 @cite_26 @cite_22 @cite_24 @cite_0 @cite_25 @cite_17
2012163634 2140867429 2963464803 2963393250
We introduce a new algorithm for multichannel blind deconvolution. Given the outputs of K linear time- invariant channels driven by a common source, we wish to recover their impulse responses without knowledge of the source signal. Abstractly, this problem amounts to finding a solution to an overdetermined system of quadratic equations. We show how we can recast the problem as solving a system of underdetermined linear equations with a rank constraint. Recent results in the area of low rank recovery have shown that there are effective convex relaxations to problems of this type that are also scalable computationally, allowing us to recover 100s of channel responses after a moderate observation time. We illustrate the effectiveness of our methodology with a numerical simulation of a passive noise imaging" experiment. We consider the problem of recovering two unknown vectors, w and x, of length L from their circular convolution. We make the structural assumption that the two vectors are members of known subspaces, one with dimension N and the other with dimension K. Although the observed convolution is nonlinear in both w and x, it is linear in the rank-1 matrix formed by their outer product wx*. This observation allows us to recast the deconvolution problem as low-rank matrix recovery problem from linear measurements, whose natural convex relaxation is a nuclear norm minimization program. We prove the effectiveness of this relaxation by showing that, for “generic” signals, the program can deconvolve w and x exactly when the maximum of N and K is almost on the order of L. That is, we show that if x is drawn from a random subspace of dimension N, and w is a vector in a subspace of dimension K whose basis vectors are spread out in the frequency domain, then nuclear norm minimization recovers wx* without error. We discuss this result in the context of blind channel estimation in communications. If we have a message of length N, which we code using a random L x N coding matrix, and the encoded message travels through an unknown linear time-invariant channel of maximum length K, then the receiver can recover both the channel response and the message when L ≳ N + K, to within constant and log factors. We consider the multichannel blind deconvolution problem where we observe the output of multiple channels that are all excited with the same unknown input. From these observations, we wish to estimate the impulse responses of each of the channels. We show that this problem is well-posed if the channels follow a bilinear model where the ensemble of channel responses is modeled as lying in a low-dimensional subspace but with each channel modulated by an independent gain. Under this model, we show how the channel estimates can be found by minimizing a quadratic function over a non-convex set. We analyze two methods for solving this non-convex program, and provide performance guarantees for each. The first is a method of alternating eigenvectors that breaks the program down into a series of eigenvalue problems. The second is a truncated power iteration, which can roughly be interpreted as a method for finding the largest eigenvector of a symmetric matrix with the additional constraint that it adheres to our bilinear model. As with most non-convex optimization algorithms, the performance of both of these algorithms is highly dependent on having a good starting point. We show how such a starting point can be constructed from the channel measurements. Our performance guarantees are non-asymptotic, and provide a sufficient condition on the number of samples observed per channel in order to guarantee channel estimates of certain accuracy. Our analysis uses a model with a “generic” subspace that is drawn at random, and we show the performance bounds hold with high probability. Mathematically, the key estimates are derived by quantifying how well the eigenvectors of certain random matrices approximate the eigenvectors of their mean. We also present a series of numerical results demonstrating that the empirical performance is consistent with the presented theory. We consider the problem of estimating the unknown response function in the multichannel deconvolution model with long-range dependent Gaussian or sub-Gaussian errors. We do not limit our consideration to a specific type of long-range dependence rather we assume that the errors should satisfy a general assumption in terms of the smallest and largest eigenvalues of their covariance matrices. We derive minimax lower bounds for the quadratic risk in the proposed multichannel deconvolution model when the response function is assumed to belong to a Besov ball and the blurring function is assumed to possess some smoothness properties, including both regular-smooth and super-smooth convolutions. Furthermore, we propose an adaptive wavelet estimator of the response function that is asymptotically optimal (in the minimax sense), or nearoptimal (within a logarithmic factor), in a wide range of Besov balls, for both Gaussian and sub-Gaussian errors. It is shown that the optimal convergence rates depend on the balance between the smoothness parameter of the response function, the kernel parameters of the blurring function, the long memory parameters of the errors, and how the total number of observations is distributed among the total number of channels. Some examples of inverse problems in mathematical physics where one needs to recover initial or boundary conditions on the basis of observations from a noisy solution of a partial differential equation are used to illustrate the application of the theory we developed. The optimal convergence rates and the adaptive estimators we consider extend the ones studied by Pensky and Sapatinas (2009, 2010) for independent and identically distributed Gaussian errors to the case of long-range dependent Gaussian or sub-Gaussian errors.