Recovery of piecewise finite-dimensional continuous signals by exploiting sparsity

Many inverse problems in science and engineering are formulated as recovery of piecewise finite-dimensional continuous (PFC) signals. Although the higher-order total variation (HTV) is known to be particularly effective for the sparsity-aware recovery of piecewise polynomials, it remains unclear so far whether the HTV can be extended to other signal models. In this paper, we present a convex regularizer which becomes a generalization of the HTV for the PFC signals. We first design a linear transformation which induces a certain group sparsity of samples of the PFC signals. This linear transformation is designed based on the fact that most of local samples can be interpolated by a fixed linear combination of known basis. Moreover, we provide theoretical evidence that the linear transformed samples have the group sparsity. Then, the proposed regularizer is designed to promote the group sparsity by using the ℓ1,2 norm. A numerical experiment on recovery of piecewise sinusoidal signals shows the effectiveness of the proposed regularization.

[1]  Ivan W. Selesnick,et al.  Generalized Total Variation: Tying the Knots , 2015, IEEE Signal Processing Letters.

[2]  Bang Công Vu,et al.  A splitting algorithm for dual monotone inclusions involving cocoercive operators , 2011, Advances in Computational Mathematics.

[3]  Mathews Jacob,et al.  Recovery of Discontinuous Signals Using Group Sparse Higher Degree Total Variation , 2015, IEEE Signal Processing Letters.

[4]  Nikos D. Sidiropoulos,et al.  Estimating Multiple Frequency-Hopping Signal Parameters via Sparse Linear Regression , 2010, IEEE Transactions on Signal Processing.

[5]  Nikos D. Sidiropoulos,et al.  Stochastic Modeling and Particle Filtering Algorithms for Tracking a Frequency-Hopped Signal , 2009, IEEE Transactions on Signal Processing.

[6]  René Vidal,et al.  Block-Sparse Recovery via Convex Optimization , 2011, IEEE Transactions on Signal Processing.

[7]  Junzhou Huang,et al.  The Benefit of Group Sparsity , 2009 .

[8]  Jean-Philippe Vert,et al.  Group lasso with overlap and graph lasso , 2009, ICML '09.

[9]  Babak Hassibi,et al.  On the Reconstruction of Block-Sparse Signals With an Optimal Number of Measurements , 2008, IEEE Transactions on Signal Processing.

[10]  Michael Elad,et al.  The Cosparse Analysis Model and Algorithms , 2011, ArXiv.

[11]  Laurent Condat,et al.  A Primal–Dual Splitting Method for Convex Optimization Involving Lipschitzian, Proximable and Linear Composite Terms , 2012, Journal of Optimization Theory and Applications.

[12]  Michael Elad,et al.  Analysis versus synthesis in signal priors , 2006, 2006 14th European Signal Processing Conference.

[13]  A. Swami,et al.  Blind high resolution localization and tracking of multiple frequency hopped signals , 2001 .

[14]  B. R. Hunt,et al.  Biased estimation for nonparametric identification of linear systems , 1971 .

[15]  Yonina C. Eldar,et al.  Block-Sparse Signals: Uncertainty Relations and Efficient Recovery , 2009, IEEE Transactions on Signal Processing.

[16]  S. Twomey The application of numerical filtering to the solution of integral equations encountered in indirect sensing measurements , 1965 .

[17]  Arnold Neumaier,et al.  Introduction to Numerical Analysis , 2001 .

[18]  Francis R. Bach,et al.  Structured Variable Selection with Sparsity-Inducing Norms , 2009, J. Mach. Learn. Res..

[19]  Nikos D. Sidiropoulos,et al.  Sparse Parametric Models for Robust Nonstationary Signal Analysis: Leveraging the Power of Sparse Regression , 2013, IEEE Signal Processing Magazine.

[20]  Zafer Dogan,et al.  Reconstruction of Finite Rate of Innovation Signals with Model-Fitting Approach , 2015, IEEE Transactions on Signal Processing.

[21]  Thierry Blu,et al.  Sampling Moments and Reconstructing Signals of Finite Rate of Innovation: Shannon Meets Strang–Fix , 2007, IEEE Transactions on Signal Processing.

[22]  Laurent Condat,et al.  Sampling Signals with Finite Rate of Innovation and Recovery by Maximum Likelihood Estimation , 2013, IEICE Trans. Fundam. Electron. Commun. Comput. Sci..

[23]  Shunsuke Ono,et al.  Exploiting Group Sparsity in Nonlinear Acoustic Echo Cancellation by Adaptive Proximal Forward-Backward Splitting , 2013, IEICE Trans. Fundam. Electron. Commun. Comput. Sci..

[24]  R. Tibshirani Adaptive piecewise polynomial estimation via trend filtering , 2013, 1304.2986.

[25]  M. Yuan,et al.  Model selection and estimation in regression with grouped variables , 2006 .

[26]  David L. Phillips,et al.  A Technique for the Numerical Solution of Certain Integral Equations of the First Kind , 1962, JACM.

[27]  Mohamed-Jalal Fadili,et al.  Robust Sparse Analysis Regularization , 2011, IEEE Transactions on Information Theory.

[28]  Sergey Bakin,et al.  Adaptive regression and model selection in data mining problems , 1999 .

[29]  Thierry Blu,et al.  Sampling Piecewise Sinusoidal Signals With Finite Rate of Innovation Methods , 2010, IEEE Transactions on Signal Processing.

[30]  M. Vetterli,et al.  Sparse Sampling of Signal Innovations , 2008, IEEE Signal Processing Magazine.

[31]  Stephen P. Boyd,et al.  1 Trend Filtering , 2009, SIAM Rev..

[32]  Thierry Blu,et al.  Sampling signals with finite rate of innovation , 2002, IEEE Trans. Signal Process..

[33]  Masahiro Yukawa,et al.  Multikernel Adaptive Filtering , 2012, IEEE Transactions on Signal Processing.

[34]  Michael Elad,et al.  Sparsity Based Methods for Overparametrized Variational Problems , 2014, SIAM J. Imaging Sci..

[35]  Stephan Didas,et al.  Splines in Higher Order TV Regularization , 2006, International Journal of Computer Vision.