通过凸规划从二次测量中恢复稀疏信号
Sparse Signal Recovery from Quadratic Measurements via Convex Programming
AI总结:
本文研究从二次测量中恢复稀疏信号的问题,提出通过凸优化程序以高概率恢复信号(至多相差一个常数因子),并给出稀疏度的充分和必要条件。
摘要:
本文考虑二次方程组 |<z_j, x>|^2 = b_j, j = 1, ..., m,其中 x ∈ R^n 未知,而正态随机向量 z_j ∈ R^n 和二次测量值 b_j ∈ R 已知。假设系统是欠定的,即 m < n。我们证明,如果存在稀疏解 x(即 x 最多有 k 个非零分量),则通过求解凸优化程序,可以以高概率恢复 x(至多相差一个常数因子),只要 k ≤ O((m/log n)^(1/2))。另一方面,我们证明对于一类朴素的凸松弛方法,k ≤ O(log n (m)^(1/2)) 是精确恢复的必要条件。
英文摘要:
In this paper we consider a system of quadratic equations |<z_j, x>|^2 = b_j, j = 1, ..., m, where x in R^n is unknown while normal random vectors z_j in R_n and quadratic measurements b_j in R are known. The system is assumed to be underdetermined, i.e., m < n. We prove that if there exists a sparse solution x, i.e., at most k components of x are non-zero, then by solving a convex optimization program, we can solve for x up to a multiplicative constant with high probability, provided that k <= O((m/log n)^(1/2)). On the other hand, we prove that k <= O(log n (m)^(1/2)) is necessary for a class of naive convex relaxations to be exact.
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