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arXiv 1109.4499cs.ITcs.NAmath.ITmath.NA
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PhaseLift: 通过凸规划从幅度测量中精确且稳定地恢复信号

PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements via Convex Programming

Stanford University(斯坦福大学);University of California at Davis(加州大学戴维斯分校);University of California at Berkeley(加州大学伯克利分校)

Emmanuel J. Candes, Thomas Strohmer, Vladislav Voroninski

AI总结:

针对相位缺失的强度测量问题,提出通过迹范数最小化的半定规划实现信号精确恢复,证明在测量数 m 约为 n log n 时以高概率成功,且对加性噪声具有鲁棒性。

摘要:

假设我们希望通过 m 个形如 |<x,z_i>|^2, i = 1, 2,..., m 的强度测量来恢复 C^n 中的信号 x;即从缺少相位信息的数据中恢复。我们证明,如果向量 z_i 在单位球面上独立均匀随机采样,则通过求解一个合适的半定规划——迹范数最小化问题,可以精确恢复信号 x(相差一个全局相位因子);当 m 的量级为 n log n 时,这一结果以高概率成立,且对信号没有任何假设。这一新颖结果表明,在某些情况下,组合相位恢复问题可以通过凸规划技术求解。最后,我们还证明了我们的方法对加性噪声具有鲁棒性。

英文摘要:

Suppose we wish to recover a signal x in C^n from m intensity measurements of the form |<x,z_i>|^2, i = 1, 2,..., m; that is, from data in which phase information is missing. We prove that if the vectors z_i are sampled independently and uniformly at random on the unit sphere, then the signal x can be recovered exactly (up to a global phase factor) by solving a convenient semidefinite program---a trace-norm minimization problem; this holds with large probability provided that m is on the order of n log n, and without any assumption about the signal whatsoever. This novel result demonstrates that in some instances, the combinatorial phase retrieval problem can be solved by convex programming techniques. Finally, we also prove that our methodology is robust vis a vis additive noise.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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