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      Robust recovery of complex exponential signals from random Gaussian projections via low rank Hankel matrix reconstruction

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          Abstract

          This paper explores robust recovery of a superposition of \(R\) distinct complex exponential functions from a few random Gaussian projections. We assume that the signal of interest is of \(2N-1\) dimensional and \(R<<2N-1\). This framework covers a large class of signals arising from real applications in biology, automation, imaging science, etc. To reconstruct such a signal, our algorithm is to seek a low-rank Hankel matrix of the signal by minimizing its nuclear norm subject to the consistency on the sampled data. Our theoretical results show that a robust recovery is possible as long as the number of projections exceeds \(O(R\ln^2N)\). No incoherence or separation condition is required in our proof. Our method can be applied to spectral compressed sensing where the signal of interest is a superposition of \(R\) complex sinusoids. Compared to existing results, our result here does not need any separation condition on the frequencies, while achieving better or comparable bounds on the number of measurements. Furthermore, our method provides theoretical guidance on how many samples are required in the state-of-the-art non-uniform sampling in NMR spectroscopy. The performance of our algorithm is further demonstrated by numerical experiments.

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          Compressed sensing

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            Exact Matrix Completion via Convex Optimization

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              Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

              The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system identification and control, Euclidean embedding, and collaborative filtering. Although specific instances can often be solved with specialized algorithms, the general affine rank minimization problem is NP-hard. In this paper, we show that if a certain restricted isometry property holds for the linear transformation defining the constraints, the minimum rank solution can be recovered by solving a convex optimization problem, namely the minimization of the nuclear norm over the given affine space. We present several random ensembles of equations where the restricted isometry property holds with overwhelming probability. The techniques used in our analysis have strong parallels in the compressed sensing framework. We discuss how affine rank minimization generalizes this pre-existing concept and outline a dictionary relating concepts from cardinality minimization to those of rank minimization.
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