Kishore Jaganathan

Recovery of sparse 1-D signals from the magnitudes of their Fourier transform

The problem of signal recovery from the autocorrelation, or equivalently, the magnitudes of the Fourier transform, is of paramount importance in various fields of engineering. In this work, for one-dimensional signals, we give conditions, which when satisfied, allow unique recovery from the autocorrelation with very high probability. In particular, for sparse signals, we develop two non-iterative recovery algorithms. One of them is based on combinatorial analysis, which we prove can recover signals up to sparsity o(n1/3) with very high probability, and the other is developed using a convex optimization based framework, which numerical simulations suggest can recover signals upto sparsity o(n1/2) with very high probability.

Sparse phase retrieval: Convex algorithms and limitations

We consider the problem of recovering signals from their power spectral densities. This is a classical problem referred to in literature as the phase retrieval problem, and is of paramount importance in many fields of applied sciences. In general, additional prior information about the signal is required to guarantee unique recovery as the mapping from signals to power spectral densities is not one-to-one. In this work, we assume that the underlying signals are sparse. Recently, semidefinite programming (SDP) based approaches were explored by various researchers. Simulations of these algorithms strongly suggest that signals upto O(n1/2- ϵ) sparsity can be recovered by this technique. In this work, we develop a tractable algorithm based on reweighted ℓ1-minimization that recovers a sparse signal from its power spectral density for significantly higher sparsities, which is unprecedented. We also discuss the limitations of the existing SDP algorithms and provide a combinatorial algorithm which requires significantly fewer ”phaseless” measurements to guarantee recovery.

STFT Phase Retrieval: Uniqueness Guarantees and Recovery Algorithms

The problem of recovering a signal from its Fourier magnitude is of paramount importance in various fields of engineering and applied physics. Due to the absence of Fourier phase information, some form of additional information is required in order to be able to uniquely, efficiently, and robustly identify the underlying signal. Inspired by practical methods in optical imaging, we consider the problem of signal reconstruction from the short-time Fourier transform (STFT) magnitude. We first develop conditions under, which the STFT magnitude is an almost surely unique signal representation. We then consider a semidefinite relaxation-based algorithm (STliFT) and provide recovery guarantees. Numerical simulations complement our theoretical analysis and provide directions for future work.

Phase retrieval for sparse signals using rank minimization

Signal recovery from the amplitudes of the Fourier transform, or equivalently from the autocorrelation function is a classical problem. Due to the absence of phase information, signal recovery requires some form of additional prior information. In this paper, the prior information we assume is sparsity. We develop a convex optimization based framework to retrieve the signal support from the support of the autocorrelation, and propose an iterative algorithm which terminates in a signal with the least sparsity satisfying the autocorrelation constraints. Numerical results suggest that unique recovery up to a global sign change, time shift and/or time reversal is possible with a very high probability for sufficiently sparse signals.

On robust phase retrieval for sparse signals

Recovering signals from their Fourier transform magnitudes is a classical problem referred to as phase retrieval and has been around for decades. In general, the Fourier transform magnitudes do not carry enough information to uniquely identify the signal and therefore additional prior information is required. In this paper, we shall assume that the underlying signal is sparse, which is true in many applications such as X-ray crystallography, astronomical imaging, etc. Recently, several techniques involving semidefinite relaxations have been proposed for this problem, however very little analysis has been performed. The phase retrieval problem can be decomposed into two tasks - (i) identifying the support of the sparse signal from the Fourier transform magnitudes, and (ii) recovering the signal using the support information. In earlier work [13], we developed algorithms for (i) which provably recovered the support for sparsities upto O(n1/3-ϵ). Simulations suggest that support recovery is possible upto sparsity O(n1/2-ϵ). In this paper, we focus on (ii) and propose an algorithm based on semidefinite relaxation, which provably recovers the signal from its Fourier transform magnitude and support knowledge with high probability if the support size is O(n1/2-ϵ).

Phase retrieval with masks using convex optimization

Signal recovery from the magnitude of the Fourier transform, or equivalently, from the autocorrelation, is a classical problem known as phase retrieval. Due to the absence of phase information, some form of additional information is required in order to be able to uniquely identify the underlying signal. In this work, we consider the problem of phase retrieval using masks. Due to our interest in developing robust algorithms with theoretical guarantees, we explore a convex optimization-based framework. In this work, we show that two specific masks (each mask provides 2n Fourier magnitude measurements) or five specific masks (each mask provides n Fourier magnitude measurements) are sufficient for a convex relaxation of the phase retrieval problem to provably recover almost all signals (up to global phase). We also show that the recovery is stable in the presence of measurement noise. This is a significant improvement over the existing results, which require O(log2 n) random masks (each mask provides n Fourier magnitude measurements) in order to guarantee unique recovery (up to global phase). Numerical experiments complement our theoretical analysis and show interesting trends, which we hope to explain in a future publication.

Reconstruction of integers from pairwise distances

Given a set of integers, one can easily construct the set of their pairwise distances. We consider the inverse problem: given a set of pairwise distances, find the integer set which realizes the pairwise distance set. This problem arises in a lot of fields in engineering and applied physics, and has confounded researchers for over 60 years. It is one of the few fundamental problems that are neither known to be NP-hard nor solvable by polynomial-time algorithms. Whether unique recovery is possible also remains an open question. In many practical applications where this problem occurs, the integer set is naturally sparse (i.e., the integers are sufficiently spaced), a property which has not been explored. In this work, we exploit the sparse nature of the integer set and develop a polynomial-time algorithm which provably recovers the set of integers (up to linear shift and reversal) from the set of their pairwise distances with arbitrarily high probability if the sparsity is O(n1/2-ε). Numerical simulations verify the effectiveness of the proposed algorithm.

Recovering signals from the Short-Time Fourier Transform magnitude

The problem of recovering signals from the Short-Time Fourier Transform (STFT) magnitude is of paramount importance in many areas of engineering and physics. This problem has received a lot of attention over the last few decades, but not much is known about conditions under which the STFT magnitude is a unique signal representation. Also, the recovery techniques proposed by researchers are mostly heuristic in nature. In this work, we first show that almost all signals can be uniquely identified by their STFT magnitude under mild conditions. Then, we consider a semidefinite relaxation-based algorithm and provide the first theoretical guarantees for the same. Numerical simulations complement our theoretical analysis and provide many directions for future work.

Multiple illumination phaseless super-resolution (MIPS) with applications to phaseless DoA estimation and diffraction imaging

Phaseless super-resolution is the problem of recovering an unknown signal from measurements of the “magnitudes” of the “low frequency” Fourier transform of the signal. This problem arises in applications where measuring the phase, and making high-frequency measurements, are either too costly or altogether infeasible. The problem is especially challenging because it combines the difficult problems of phase retrieval and classical super-resolution. Recently, the authors in [1] demonstrated that by making three phaseless low-frequency measurements, obtained by appropriately “masking” the signal, one can uniquely and robustly identify the phase using convex programming and obtain the same super-resolution performance reported in [2]. However, the masks proposed in [1] are very specific and in many applications cannot be directly implemented. In this paper, we broadly extend the class of masks that can be used to recover the phase and show how their effect can be emulated in coherent diffraction imaging using multiple illuminations, as well as in direction-of-arrival (DoA) estimation using multiple sources to excite the environment. We provide numerical simulations to demonstrate the efficacy of the method and approach.

Phaseless super-resolution using masks

Phaseless super-resolution is the problem of reconstructing a signal from its low-frequency Fourier magnitude measurements. It is the combination of two classic signal processing problems: phase retrieval and super-resolution. Due to the absence of phase and high-frequency measurements, additional information is required in order to be able to uniquely reconstruct the signal of interest. In this work, we use masks to introduce redundancy in the phaseless measurements. We develop an analysis framework for this setup, and use it to show that any super-resolution algorithm can be seamlessly extended to solve phaseless superresolution (up to a global phase), when measurements are obtained using a certain set of masks. In particular, we focus our attention on a robust semidefinite relaxation-based algorithm, and provide reconstruction guarantees. Numerical simulations complement our theoretical analysis.