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Numerous signals in relevant signal processing applications can be modeled as a sum of complex exponentials. Each exponential term entails a particular property of the modeled physical system, and it is possible to define families of…

Signal Processing · Electrical Eng. & Systems 2021-11-10 Magdalena Bouza , Andres Altieri , Cecilia G. Galarza

The one-dimensional phase retrieval problem consists in the recovery of a complex-valued signal from its Fourier intensity. Due to the well-known ambiguousness of this problem, the determination of the original signal within the extensive…

Numerical Analysis · Mathematics 2021-03-19 Robert Beinert

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

A quantum theory of multiphase estimation is crucial for quantum-enhanced sensing and imaging and may link quantum metrology to more complex quantum computation and communication protocols. In this letter we tackle one of the key…

The content of phase information of an arbitrary phase--sensitive measurement is evaluated using the maximum likelihood estimation. The phase distribution is characterized by the relative entropy--a nonlinear functional of input quantum…

Quantum Physics · Physics 2016-08-15 Zdeněk Hradil , Robert Myška , Tomáš Opatrný , Jiří Bajer

This paper presents a high-order differentiator for delayed measurement signal. The proposed differentiator not only can correct the delay in signal, but aslo can estimate the undelayed derivatives. The differentiator consists of two-step…

Systems and Control · Computer Science 2011-03-08 Xinhua Wang , Hai Lin

In many industrial applications, signals with short periodic pulses, caused by repeated steps in the manufacturing process, are present, and their fundamental frequency or period may be of interest. Fundamental frequency estimation is in…

One fundamental goal of high-dimensional statistics is to detect or recover planted structure (such as a low-rank matrix) hidden in noisy data. A growing body of work studies low-degree polynomials as a restricted model of computation for…

Statistics Theory · Mathematics 2022-06-22 Tselil Schramm , Alexander S. Wein

Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…

Machine Learning · Statistics 2020-11-04 Lorena Romero-Medrano , Pablo Moreno-Muñoz , Antonio Artés-Rodríguez

This paper considers the problem of recovering a $k$-sparse, $N$-dimensional complex signal from Fourier magnitude measurements. It proposes a Fourier optics setup such that signal recovery up to a global phase factor is possible with very…

Information Theory · Computer Science 2014-10-28 Çağkan Yapar , Volker Pohl , Holger Boche

This paper considers sequential adaptive estimation of sparse signals under a constraint on the total sensing effort. The advantage of adaptivity in this context is the ability to focus more resources on regions of space where signal…

Methodology · Statistics 2013-04-03 Dennis Wei , Alfred O. Hero

The sensitivity in optical interferometry is strongly affected by losses during the signal propagation or at the detection stage. The optimal quantum states of the probing signals in the presence of loss were recently found. However, in…

A generalized matrix-pencil approach is proposed for the estimation of complex exponential components with segmented signal samples, which is very efficient and provides super-resolution estimations. It is applicable to the signals sampled…

Signal Processing · Electrical Eng. & Systems 2022-10-28 Jianping Wang , Alexander Yarovoy

We consider the question of estimating a real low-complexity signal (such as a sparse vector or a low-rank matrix) from the phase of complex random measurements. We show that in this "phase-only compressive sensing" (PO-CS) scenario, we can…

Information Theory · Computer Science 2020-01-17 Laurent Jacques , Thomas Feuillen

We present the first phase retrieval algorithm guaranteed to solve the multidimensional phase retrieval problem in polynomial arithmetic complexity without prior information. The method successfully terminates in O(N log(N)) operations for…

Image and Video Processing · Electrical Eng. & Systems 2024-07-02 Cole Brabec , Sivan Trajtenberg-Mills , Luca Daniel , Dirk Englund

In recent years, there is a growing need for processing methods aimed at extracting useful information from large datasets. In many cases the challenge is to discover a low-dimensional structure in the data, often concealed by the existence…

Statistics Theory · Mathematics 2019-06-05 Yariv Aizenbud , Boris Landa , Yoel Shkolnisky

The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…

Information Theory · Computer Science 2020-10-19 Pavel Loskot

Single time-scale distributed estimation of dynamic systems via a network of sensors/estimators is addressed in this letter. In single time-scale distributed estimation, the two fusion steps, consensus and measurement exchange, are…

Systems and Control · Computer Science 2017-10-11 Mohammadreza Doostmohammadian , Hamid R. Rabiee , Houman Zarrabi , Usman A. Khan

Circular variables such as phase or orientation have received considerable attention throughout the scientific and engineering communities and have recently been quite prominent in the field of neuroscience. While many analytic techniques…

Neurons and Cognition · Quantitative Biology 2009-06-21 Charles F. Cadieu , Kilian Koepsell

In this paper, we observe a fixed number of unknown $2\pi$-periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name "shape invariant model." While the common…

Statistics Theory · Mathematics 2010-10-06 Myriam Vimond