Robust line spectral estimation

Line spectral estimation is a classical signal processing problem that finds numerous applications in array signal processing and speech analysis. We propose a robust approach for line spectral estimation based on atomic norm minimization that is able to recover the spectrum exactly even when the observations are corrupted by arbitrary but sparse outliers. The resulting optimization problem is reformulated as a semidefinite program. Our work extends previous work on robust uncertainty principles by allowing the frequencies to assume values in a continuum rather than a discrete set.

[1]  Tapan K. Sarkar,et al.  Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise , 1990, IEEE Trans. Acoust. Speech Signal Process..

[2]  Xiaoming Huo,et al.  Uncertainty principles and ideal atomic decomposition , 2001, IEEE Trans. Inf. Theory.

[3]  D. Donoho,et al.  Uncertainty principles and signal recovery , 1989 .

[4]  Emmanuel J. Candès,et al.  Quantitative Robust Uncertainty Principles and Optimally Sparse Decompositions , 2004, Found. Comput. Math..

[5]  Petre Stoica,et al.  Spectral Analysis of Signals , 2009 .

[6]  Petre Stoica List of references on spectral line analysis , 1993, Signal Process..

[7]  Joel A. Tropp,et al.  Sharp Recovery Bounds for Convex Demixing, with Applications , 2012, Found. Comput. Math..

[8]  Emmanuel J. Cand Towards a Mathematical Theory of Super-Resolution , 2012 .

[9]  Yuxin Chen,et al.  Robust Spectral Compressed Sensing via Structured Matrix Completion , 2013, IEEE Transactions on Information Theory.

[10]  Benjamin Recht,et al.  Atomic norm denoising with applications to line spectral estimation , 2011, Allerton.

[11]  Kim-Chuan Toh,et al.  SDPT3 — a Matlab software package for semidefinite-quadratic-linear programming, version 3.0 , 2001 .

[12]  Pablo A. Parrilo,et al.  The Convex Geometry of Linear Inverse Problems , 2010, Foundations of Computational Mathematics.

[13]  Badri Narayan Bhaskar,et al.  Compressed Sensing o the Grid , 2013 .

[14]  Gongguo Tang,et al.  Near minimax line spectral estimation , 2013, 2013 47th Annual Conference on Information Sciences and Systems (CISS).