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arXiv 1908.10776eess.SPcs.LGeess.IVmath.OCstat.ML

A Nonconvex Approach for Exact and Efficient Multichannel Sparse Blind Deconvolution

New York University(纽约大学);the Chinese University of Hong Kong(香港中文大学);Johns Hopkins University(约翰斯·霍普金斯大学)

Qing Qu, Xiao Li, Zhihui Zhu

英文摘要:

We study the multi-channel sparse blind deconvolution (MCS-BD) problem, whose task is to simultaneously recover a kernel $\mathbf a$ and multiple sparse inputs $\{\mathbf x_i\}_{i=1}^p$ from their circulant convolution $\mathbf y_i = \mathbf a \circledast \mathbf x_i $ ($i=1,\cdots,p$). We formulate the task as a nonconvex optimization problem over the sphere. Under mild statistical assumptions of the data, we prove that the vanilla Riemannian gradient descent (RGD) method, with random initializations, provably recovers both the kernel $\mathbf a$ and the signals $\{\mathbf x_i\}_{i=1}^p$ up to a signed shift ambiguity. In comparison with state-of-the-art results, our work shows significant improvements in terms of sample complexity and computational efficiency. Our theoretical results are corroborated by numerical experiments, which demonstrate superior performance of the proposed approach over the previous methods on both synthetic and real datasets.

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