We develop sub-Nyquist sampling systems for analog signals comprised of several, possibly overlapping, finite duration pulses with unknown shapes and time positions. Efficient sampling schemes when either the pulse shape or the locations of the pulses are known have been previously developed. To the best of our knowledge, stable and low-rate sampling strategies for continuous signals that are superpositions of unknown pulses without knowledge of the pulse locations have not been derived. The goal in this paper is to fill this gap. We propose a multichannel scheme based on Gabor frames that exploits the sparsity of signals in time and enables sampling multipulse signals at sub-Nyquist rates. Moreover, if the signal is additionally essentially multiband, then the sampling scheme can be adapted to lower the sampling rate without knowing the band locations. We show that, with proper preprocessing, the necessary Gabor coefficients, can be recovered from the samples using standard methods of compressed sensing. In addition, we provide error estimates on the reconstruction and analyze the proposed architecture in the presence of noise.
Another related signal model is that of multipulse signals with known pulse shapes @cite_35 , @cite_11 , @cite_29 : where @math is known. This problem reduces to finding the amplitudes @math and time delays @math . Under certain assumptions on the pulse @math it is possible to recover the amplitudes and shifts from a finite number of Fourier coefficients of @math , and therefore to reconstruct @math perfectly. The recovery process is a two step method. First the time-delays can be estimated using nonlinear techniques e.g. the annihilating filter method @cite_29 , as long as the number of measurements @math satisfies @math and the time-delays are distinct. Once the time delays are known, the amplitudes can be found via a least squares approach. The number of channels is motivated by the number of unknown parameters @math which equals @math .
@cite_35 @cite_29 @cite_11
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Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this problem, known as PhaseMax. Standard convex-relaxation-based methods in phase retrieval resort to the idea of “lifting” which makes them computationally inefficient, since the number of unknowns is effectively squared. In contrast, PhaseMax is a novel convex relaxation that does not increase the number of unknowns. Instead it relies on an initial estimate of the true signal which must be externally provided. In this paper, we investigate the required number of measurements for exact recovery of the signal in the large system limit and when the linear measurement matrix is random with iid standard normal entries. If @math denotes the dimension of the unknown complex signal and @math the number of phaseless measurements, then in the large system limit, @math measurements is necessary and sufficient to recover the signal with high probability, where @math is the angle between the initial estimate and the true signal. Our result indicates a sharp phase transition in the asymptotic regime which matches the empirical result in numerical simulations. Consider the recovery of an unknown signal @math from quantized linear measurements. In the one-bit compressive sensing setting, one typically assumes that @math is sparse, and that the measurements are of the form @math . Since such measurements give no information on the norm of @math , recovery methods typically assume that @math . We show that if one allows more generally for quantized affine measurements of the form @math , and if the vectors @math are random, an appropriate choice of the affine shifts @math allows norm recovery to be easily incorporated into existing methods for one-bit compressive sensing. In addition, we show that for arbitrary fixed @math in the annulus @math , one may estimate the norm @math up to additive error @math from @math such binary measurements through a single evaluation of the inverse Gaussian error function. Finally, all of our recovery guarantees can be made universal over sparse vectors in the sense that with high probability, one set of measurements and thresholds can successfully estimate all sparse vectors @math in a Euclidean ball of known radius. Consider the recovery of an unknown signal @math from quantized linear measurements. In the one-bit compressive sensing setting, one typically assumes that @math is sparse, and that the measurements are of the form @math . Since such measurements give no information on the norm of @math , recovery methods from such measurements typically assume that @math . We show that if one allows more generally for quantized affine measurements of the form @math , and if the vectors @math are random, an appropriate choice of the affine shifts @math allows norm recovery to be easily incorporated into existing methods for one-bit compressive sensing. Additionally, we show that for arbitrary fixed @math in the annulus @math , one may estimate the norm @math up to additive error @math from @math such binary measurements through a single evaluation of the inverse Gaussian error function. Finally, all of our recovery guarantees can be made universal over sparse vectors, in the sense that with high probability, one set of measurements and thresholds can successfully estimate all sparse vectors @math within a Euclidean ball of known radius. The recovery of signal parameters from noisy sampled data is a fundamental problem in digital signal processing. In this paper, we consider the following spectral analysis problem: Let f be a real-valued sum of complex exponentials. Determine all parameters of f, i.e., all different frequencies, all coefficients, and the number of exponentials from finitely many equispaced sampled data of f. This is a nonlinear inverse problem. In this paper, we present new results on an approximate Prony method (APM) which is based on [1]. In contrast to [1], we apply matrix perturbation theory such that we can describe the properties and the numerical behavior of the APM in detail. The number of sampled data acts as regularization parameter. The first part of APM estimates the frequencies and the second part solves an overdetermined linear Vandermonde-type system in a stable way. We compare the first part of APM also with the known ESPRIT method. The second part is related to the nonequispaced fast Fourier transform (NFFT). Numerical experiments show the performance of our method.