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Recovery of Sparse 1-D Signals from the Magnitudes of their Fourier Transform
Kishore Jaganathan, Samet Oymak, Babak Hassibi
TL;DR
In one dimension, autocorrelation is not a one-to-one signal map, so additional prior information is needed to determine the signal. The paper uses dimension counting to establish recovery conditions and proposes two non-iterative sparse-signal algorithms, one combinatorial and one convex-optimization based. Signals with non-uniform support are uniquely recoverable almost surely; simulations show Algorithm 1 succeeds for s = o(n1/3), while simulations suggest Algorithm 2 can recover signals with sparsity upto s = o(n1/2).
Problem
In one dimension, autocorrelation is not a one-to-one signal map, so additional prior information is needed to determine the signal.
Source: §1 · p. 1Method
The paper uses dimension counting to establish recovery conditions and proposes two non-iterative sparse-signal algorithms, one combinatorial and one convex-optimization based.
Source: §1 · p. 2, §4.1 · p. 5Results
Signals with non-uniform support are uniquely recoverable almost surely; simulations show Algorithm 1 succeeds for s = o(n1/3), while simulations suggest Algorithm 2 can recover signals with sparsity upto s = o(n1/2).
Source: §3 · p. 4, §5 · pp. 9–10Takeaways & Limitations
For sparse signals, support constraints narrow the valid phase combinations that otherwise make one-dimensional recovery non-unique.
Source: §1 · pp. 1–2Algorithm 1 is computationally cheap but not robust to noise because of error propagation.
Source: §5 · p. 10
Abstract
from arXiv · showhide
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 upto sparsity $o(n^{1/3})$ with very high probability, and the other is developed using a convex optimization based framework, which numerical simulations suggest can recover signals upto sparsity $o(n^{1/2})$ with very high probability.
1 Introduction
Because one-dimensional autocorrelation does not uniquely determine a signal, the paper studies sparse signals, proves recovery conditions, and proposes two non-iterative algorithms.
- Phase retrieval arises in applications including X-ray crystallography, astronomical imaging, and speech recognition.Source: §1 · p. 1
- In one dimension, autocorrelation is not a one-to-one map, so recovering a signal generally requires additional prior information.Source: §1 · p. 1
- Sparsity limits the valid phase combinations, and naturally sparse signals occur in applications such as astronomy and electron microscopy.Source: §1 · p. 2
- The paper proves almost-sure recovery conditions and proposes two non-iterative algorithms for extracting sparse signals from autocorrelation.Source: §1 · p. 2
2 Theory
The theory explains the ambiguity of recovering a real signal from its autocorrelation through the possible assignments of symmetric zero quadruples in spectral factorization.
- The autocorrelation definition uses cyclic indexing before it is rewritten in the z-domain.Source: §2 · p. 2
- For real signals, conjugate and reciprocal symmetries make autocorrelation zeros occur in quadruples.Source: §2 · p. 2
- Spectral factorization assigns each zero quadruple between X(z) and X(z−1), yielding exponentially many valid factorizations as the number of quadruples grows.Source: §2 · p. 2
- Lemma 2.1 frames distinct real signals with identical autocorrelation through finite-length signals g and h, including the time reversal of h.Source: §2 · p. 3
3 Unique Recovery
The section establishes almost-sure unique recovery from autocorrelation precisely for signals with non-uniform support, using dimension-counting arguments.
- Uniform support means the support indices form an arithmetic progression, and sparsity is the support size.Source: §3 · p. 3
- For f=g*h, support sparsity kgh equals kg+kh−1 iff both factor supports are uniform; missing support locations reduce the resulting manifold dimension by γ=kgh−k.Source: §3 · p. 4
- Dimension counting shows that added zero constraints lower the dimension of ambiguous factorizations when both the signal and its alternative have non-uniform support.Source: §3 · p. 4, Case II: kgh = kg + kh −1 · p. 5
- Signals are uniquely recoverable from autocorrelation almost surely iff their support is non-uniform.Source: §3 · p. 4
- When f or its alternative has uniform support, there is no additional dimension reduction, and unique recovery is almost surely not possible.Source: Case II: kgh = kg + kh −1 · p. 5
4 Recovery Algorithms
The paper presents two non-iterative algorithms for recovering sparse signals from autocorrelation. The combinatorial algorithm has a very-high-probability guarantee at sparsity o(n^1/3), while the convex-optimization algorithm uses a two-stage recovery procedure.
4.1 Algorithm 1
- At sparsity o(n^1/3), Algorithm 1 recovers support and then the signal from autocorrelation with very high probability.Its support-recovery guarantee and endpoint-gap recovery both hold in this regime.Source: §4.1 · p. 5, Algorithm 1 · pp. 6–7
Algorithm 1
- Algorithm 1 identifies support using autocorrelation distances and set intersections, then recovers the signal from a connected graph with an odd cycle.The graph's weighted edges encode autocorrelation values for support pairs whose separation is unique.Source: Algorithm 1 · p. 7
- The graph needed for signal extraction is connected and contains an odd cycle with very high probability when sparsity is o(n^1/3).Under these conditions, the signal is recovered up to a global sign.Source: Algorithm 1 · p. 7
4.2 Algorithm 2
- Algorithm 2 uses semidefinite relaxation and separates recovery into support estimation followed by signal estimation on that support.The paper assumes the signal's sparsity is known for support estimation.Source: §4.2 · p. 8, §4.2.1 · p. 8
4.2.1 Support Recovery
- For support recovery, the method assumes signal support is contained in autocorrelation support (no cancellation); it lifts binary support u to PSD S=uuT with entries in [0, 1].It assumes the signal’s sparsity, meaning its number of nonzero locations, is known.Source: §4.2.1 · p. 8
4.2.2 Signal Recovery
- For signal recovery, Algorithm 2 lifts x to X=xxT, zero-pads the signal for an m=2n DFT, and uses squared Fourier magnitudes and support constraints in L1-minimization.The Fourier-domain constraints equate measured squared magnitudes with traces involving X.Source: §4.2.2 · p. 9
5 Simulation Results
The simulations report high-probability recovery by Algorithm 1 below sparsity o(n^1/3), while Algorithm 2 is suggested to work up to o(n^1/2) and is robust to noise. Algorithm 1 is computationally cheap but sensitive to noise.
5 Simulation Results
- Figure 1 reports successful recovery using Algorithm 1 for signals with sparsity s = o(n^1/3), plotting success rate against sparsity at n = 8192 (n^1/3 ≈ 20).Source: §5 · p. 9, Figure 1 · p. 9
- Algorithm 1 is computationally very cheap but is not robust to noise because of error propagation.Source: §5 · p. 10
- Numerical simulations suggest Algorithm 2 recovers signals up to sparsity s = o(n^1/2) and is robust to noise.Figure 2 plots success rate against sparsity for n = 64, where n^1/2 = 8.Source: §5 · p. 10, Figure 2 · p. 10
6 Appendix
The appendix states a probability bound for a pair of geometric random variables and identifies two proof subsections related to that result and Corollary 4.2.
6 Appendix
- Lemma 6.1 bounds P(X1 − pX2 = c) by s/n for geometric random variables when s = n^alpha, alpha < 1.The stated condition also requires n > n(ε).Source: §6 · p. 10
6.1 Proof of Lemma 6.1
- The proof of Lemma 6.1 states its condition for n > n(ε).Source: §6.1 · p. 11
6.2 Proof of Corollary 4.2
- The proof of Corollary 4.2 invokes Lemma 6.1.Source: §6.2 · p. 11