SPARSE SIGNAL RECOVERY FROM QUADRATIC MEASUREMENTS VIA CONVEX PROGRAMMING

被引:137
|
作者
Li, Xiaodong [1 ]
Voroninski, Vladislav [2 ]
机构
[1] Stanford Univ, Dept Math, Stanford, CA 94305 USA
[2] Univ Calif Berkeley, Dept Math, Berkeley, CA 94709 USA
关键词
l1-minimization; trace minimization; Shor's SDP-relaxation; compressed sensing; PhaseLift; KKT condition; approximate dual certificate; golfing scheme; random matrices with IID rows; RECONSTRUCTION;
D O I
10.1137/120893707
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we consider a system of quadratic equations vertical bar < z(j), x > |(2) = b(j), j - 1,..., m, where x is an element of R-n is unknown while normal random vectors z is an element of R-n and quadratic measurements b I R are known. The system is assumed to be underdetermined, i.e., m < n. We prove that if there exists a sparse solution x, i.e., at most k components of x are nonzero, then by solving a convex optimization program, we can solve for x up to a multiplicative constant with high probability, provided that k <= O root m/log n). On the other hand, we prove that k <= O( log n root m) is necessary for a class of natural convex relaxations to be exact.
引用
收藏
页码:3019 / 3033
页数:15
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