Optimization and Systems Theory Seminar

September 21, at 11.00, room 3721, Lindstedtsvägen 25, KTH:
Henrik Ohlsson, Division of Automatic Control, Department of Electrical Engineering, Linköping University.

An Extension of Compressive Sensing to the Phase Retrieval Problem

Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear program, namely, l1-minimization, guarantees recovery of sparse parameter signals even when the system is underdetermined. In this presentation, we consider a more challenging problem: when the phase of the output measurements from a linear system is omitted. Using a lifting technique, we show that even though the phase information is missing, the sparse signal can be recovered exactly by solving a simple semidefinite program when the sampling rate is sufficiently high, albeit the exact solutions to both sparse signal recovery and phase retrieval are combinatorial. The results extend the type of applications that compressive sensing can be applied to those where only output magnitudes can be observed. A potential application of interest with this property is x-ray diffraction. We demonstrate the accuracy of the method through extensive simulations and derive theory for exact recovery of the true signal.

Calendar of seminars Last update: May 11, 2012.