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This work is concerned with uncertainty quantification in reduced-order dynamical system identification. Reduced-order models for system dynamics are ubiquitous in design and control applications and recent efforts focus on their…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Prem Ratan Mohan Ram , Ulrich Römer , Richard Semaan

Phase retrieval problems occur in a wide range of applications in physics and engineering. Usually, these problems consist in the recovery of an unknown signal from the magnitudes of its Fourier transform. In some applications, however, the…

Numerical Analysis · Mathematics 2021-03-19 Robert Beinert

This is a survey paper discussing one specific (and classical) system of algebraic equations - the so called "Prony system". We provide a short overview of its unusually wide connections with many different fields of Mathematics, stressing…

Numerical Analysis · Mathematics 2018-04-24 Gil Goldman , Yehonatan Salman , Yosef Yomdin

We consider the recovery of sparse signals subject to sparse interference, as introduced in Studer et al., IEEE Trans. IT, 2012. We present novel probabilistic recovery guarantees for this framework, covering varying degrees of knowledge of…

Information Theory · Computer Science 2012-09-27 Graeme Pope , Annina Bracher , Christoph Studer

It is known that the unified transform method may be used to solve any well-posed initial-boundary value problem for a linear constant-coefficient evolution equation on the finite interval or the half-line. In contrast, classical methods…

Spectral Theory · Mathematics 2014-08-19 David A. Smith

For the first time, this paper investigates the phase retrieval problem with the assumption that the phase (of the complex signal) is sparse in contrast to the sparsity assumption on the signal itself as considered in the literature of…

Optimization and Control · Mathematics 2019-01-29 Hieu Thao Nguyen , D. Russell Luke , Oleg Soloviev , Michel Verhaegen

The problem of recovering a signal from its power spectrum, called phase retrieval, arises in many scientific fields. One of many examples is ultra-short laser pulse characterization in which the electromagnetic field is oscillating with…

Information Theory · Computer Science 2017-04-26 Tamir Bendory , Pavel Sidorenko , Yonina C. Eldar

We consider an important class of signal processing problems where the signal of interest is known to be sparse, and can be recovered from data given auxiliary information about how the data was generated. For example, a sparse Green's…

Optimization and Control · Mathematics 2012-12-06 Aleksandr Y. Aravkin , Tristan van Leeuwen , Ning Tu

Compressed sensing provided a data-acquisition paradigm for sparse signals. Remarkably, it has been shown that practical algorithms provide robust recovery from noisy linear measurements acquired at a near optimal sampling rate. In many…

Information Theory · Computer Science 2017-08-03 Kiryung Lee , Yanjun Li , Kyong Hwan Jin , Jong Chul Ye

It has been shown both experimentally and theoretically that sparse signal recovery can be significantly improved given that part of the signal's support is known \emph{a priori}. In practice, however, such prior knowledge is usually…

Information Theory · Computer Science 2014-10-21 Jun Fang , Yanning Shen , Fuwei Li , Hongbin Li

We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is…

Machine Learning · Statistics 2010-10-06 Ryota Tomioka , Masashi Sugiyama

To interpolate a supersparse polynomial with integer coefficients, two alternative approaches are the Prony-based "big prime" technique, which acts over a single large finite field, or the more recently-proposed "small primes" technique,…

Symbolic Computation · Computer Science 2015-06-16 Mohamed Khochtali , Daniel S. Roche , Xisen Tian

We consider the problem of phase retrieval, namely, recovery of a signal from the magnitude of its Fourier transform, or of any other linear transform. Due to the loss of the Fourier phase information, this problem is ill-posed. Therefore,…

Information Theory · Computer Science 2023-07-19 Yoav Shechtman , Amir Beck , Yonina C. Eldar

The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much…

Functional Analysis · Mathematics 2018-04-13 Enrico Au-Yeung

Recovering an unknown but structured signal from its measurements is a challenging problem with significant applications in fields such as imaging restoration, wireless communications, and signal processing. In this paper, we consider the…

Information Theory · Computer Science 2026-01-09 Yijun Zhong , Yi Shen

Suppose that we observe noisy linear measurements of an unknown signal that can be modeled as the sum of two component signals, each of which arises from a nonlinear sub-manifold of a high dimensional ambient space. We introduce SPIN, a…

Information Theory · Computer Science 2012-06-11 Chinmay Hegde , Richard G. Baraniuk

Line spectral estimation theory aims to estimate the off-the-grid spectral components of a time signal with optimal precision. Recent results have shown that it is possible to recover signals having sparse line spectra from few temporal…

Information Theory · Computer Science 2017-01-31 Maxime Ferreira Da Costa , Wei Dai

Line spectral estimation is the problem of recovering the frequencies and amplitudes of a mixture of a few sinusoids from equispaced samples. However, in a variety of signal processing problems arising in imaging, radar, and localization we…

Information Theory · Computer Science 2016-09-28 Reinhard Heckel , Mahdi Soltanolkotabi

We address the problem of super-resolution frequency recovery using prior knowledge of the structure of a spectrally sparse, undersampled signal. In many applications of interest, some structure information about the signal spectrum is…

Information Theory · Computer Science 2014-09-08 Kumar Vijay Mishra , Myung Cho , Anton Kruger , Weiyu Xu

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li