Approximate support recovery of atomic line spectral estimation: A tale of resolution and precision

Approximate support recovery of atomic line spectral estimation: A tale of resolution and precision
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原子线谱估计的近似支持恢复:分辨率和精度的故事

DOI:
10.1016/j.acha.2018.09.005
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发表时间:
2018
影响因子:
2.5
通讯作者:
Tang, Gongguo
Tang, Gongguo
中科院分区:
数学1区
文献类型:
--
作者:
Li, Qiuwei;Tang, Gongguo

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这项工作研究了使用原子范数最小化的超分辨率线谱估计的参数估计性能。重点是分析算法从噪声观测中推断频率和复数幅度的准确性。当信噪比相当高并且真实频率相隔 O (1 n) 时,原子范数估计器可以定位正确数量的频率,每个频率都在真实频率之一的大小为 O (log⁡ n/n 3 σ) 的邻域内。这里 n 是时间样本数量的一半,σ 2 是高斯噪声方差。该分析基于原始-双重见证构建程序。获得的误差范围与 Cramér-Rao 下限匹配至对数因子。突出显示了分辨率(频率分离)和估计器的精度或准确度之间的关系。我们的分析还表明,原子范数最小化可以被视为解决 ℓ 1-范数正则化、非线性和非凸最小二乘问题以获得全局最优性的凸方法。
This work investigates the parameter estimation performance of super-resolution line spectral estimation using atomic norm minimization. The focus is on analyzing the algorithm's accuracy of inferring the frequencies and complex magnitudes from noisy observations. When the Signal-to-Noise Ratio is reasonably high and the true frequencies are separated by O (1 n), the atomic norm estimator is shown to localize the correct number of frequencies, each within a neighborhood of size O (log⁡ n/n 3 σ) of one of the true frequencies. Here n is half the number of temporal samples and σ 2 is the Gaussian noise variance. The analysis is based on a primal–dual witness construction procedure. The obtained error bound matches the Cramér–Rao lower bound up to a logarithmic factor. The relationship between resolution (separation of frequencies) and precision or accuracy of the estimator is highlighted. Our analysis also reveals that the atomic norm minimization can be viewed as a convex way to solve a ℓ 1-norm regularized, nonlinear and nonconvex least-squares problem to global optimality.
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