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动态采样下的鲁棒频谱恢复

Robust Spectral Recovery for Dynamical Sampling

University of Central Florida(中佛罗里达大学);Michigan State University(密歇根州立大学);Southwestern University of Finance and Economics(西南财经大学);Wuhan University(武汉大学)

HanQin Cai, Longxiu Huang, Tianming Wang, Juntao You

AI总结:

本文提出一种鲁棒频谱恢复方法,针对动态采样中存在异常值的问题,通过低秩Hankel恢复和补全任务,结合Prony型谱估计,实现频谱准确恢复。

摘要:

我们研究了在有限循环网格上动态采样下的频谱恢复问题。给定从固定均匀空间子采样得到的时间快照,我们旨在恢复未知圆卷积算子A的频谱。然而,在存在异常值的情况下,即使仅在少数快照中,现有方法往往难以恢复频谱。我们通过提出一种新的鲁棒频谱恢复模型来解决这一挑战,在存在时间稀疏损坏的情况下,我们提出了一种鲁棒流程,将问题提升为一系列鲁棒低秩Hankel恢复和补全任务,随后进行Prony型谱估计。数值实验证实了所提方法在频谱恢复上的准确性,并展示了其在各种设置下对最新方法的优越鲁棒性。

英文摘要:

We study the spectral recovery problem for dynamical sampling on a finite cyclic grid. Given time snapshots obtained from a fixed uniform spatial subsampling of the orbit $x_{\ell}=A^{\ell}f$, we aim to recover the spectrum of the unknown circular convolution operator $A$. However, in the presence of outliers, even in only a few snapshots, existing approaches often struggle to recover the spectrum. We address this challenge by proposing a novel robust spectral recovery model in the presence of time-sparse corruptions. We propose a robust pipeline that lifts the problem to a sequence of robust low-rank Hankel recovery and completion tasks, followed by Prony-type spectral estimation. Numerical experiments confirm the accurate spectral recovery of the proposed approach and exhibit its superior robustness against state-of-the-art under various settings.

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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