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GESPAR: Efficient Phase Retrieval of Sparse Signals (1301.1018v2)

Published 6 Jan 2013 in cs.IT and math.IT

Abstract: We consider the problem of phase retrieval, namely, recovery of a signal from the magnitude of its Fourier transform, or of any other linear transform. Due to the loss of the Fourier phase information, this problem is ill-posed. Therefore, prior information on the signal is needed in order to enable its recovery. In this work we consider the case in which the signal is known to be sparse, i.e., it consists of a small number of nonzero elements in an appropriate basis. We propose a fast local search method for recovering a sparse signal from measurements of its Fourier transform (or other linear transform) magnitude which we refer to as GESPAR: GrEedy Sparse PhAse Retrieval. Our algorithm does not require matrix lifting, unlike previous approaches, and therefore is potentially suitable for large scale problems such as images. Simulation results indicate that GESPAR is fast and more accurate than existing techniques in a variety of settings.

Citations (346)

Summary

  • The paper introduces GESPAR, a novel algorithm leveraging sparse signals and a 2-opt local search method to efficiently reconstruct signals from Fourier magnitude measurements.
  • Simulation results show GESPAR outperforms traditional methods in speed and accuracy, particularly in handling noise and scaling to larger dimensions.
  • The algorithm has practical implications for efficient phase retrieval in imaging and communication systems, offering a new perspective for future research in signal processing.

An Analysis of GESPAR: Efficient Phase Retrieval of Sparse Signals

The paper "GESPAR: Efficient Phase Retrieval of Sparse Signals" by Yoav Shechtman, Amir Beck, and Yonina C. Eldar addresses the challenging problem of phase retrieval for sparse signals. Phase retrieval is crucial in contexts where the phase information is inherently lost during measurements, such as optical imaging and crystallography. This fundamental problem involves reconstructing a signal from the magnitude of its Fourier transform, which requires additional information due to the ill-posed nature of phase loss.

GESPAR Algorithm Overview

The authors introduce GESPAR (GrEedy Sparse PhAse Retrieval), a novel algorithm that tackles phase retrieval by leveraging the sparsity of signals. GESPAR is conceptualized as a fast local search method that efficiently recovers sparse signals from Fourier magnitude measurements. The algorithm is structured around a non-convex optimization problem constrained by sparsity, which it addresses via a 2-opt local search approach. This involves an iterative process of updating the support set where non-zero signal components reside and refining the signal based on minimizing a quadratic objective function.

Methodological Advantages

GESPAR distinguishes itself from prior methods such as SDP-based techniques and iterative Fienup-type methods. Traditional SDP methods, through matrix lifting strategies, cannot scale well with problem size due to computational overhead. Conversely, Fienup approaches tend to struggle with convergence, particularly in one-dimensional cases with limited measurements. GESPAR circumvents these limitations by efficiently applying a damped Gauss-Newton (DGN) algorithm for local optimization paired with a series of intelligent support set swaps, fortifying its ability to tackle larger-scale problems while maintaining accuracy.

Simulation Results and Performance

The simulation results presented in the paper indicate that GESPAR is both faster and more accurate than competing methods under various conditions. Specifically, its performance is notable when dealing with noise, robustness, and scalability to larger dimensions. For instance, numerical experiments highlight that the algorithm requires fewer measurements for reliable recovery, scaling proportionally to the cube of the sparsity level. These findings align with the theoretical expectations for quadratic compressed sensing (QCS) problems.

Implications and Prospective Developments

The practical implications of this research are substantial for fields requiring efficient phase retrieval solutions, such as imaging and communication systems affected by phase loss. The algorithm's ability to process large-scale data efficiently can lead to innovative applications in real-time imaging and adaptive optics, where large datasets are prevalent. Theoretically, GESPAR's framework offers a new perspective on solving non-convex optimization problems in compressed sensing, potentially guiding future research into developing even more efficient phase retrieval algorithms.

Future Directions in AI and Signal Processing

Looking forward, one might consider extending GESPAR's methodology to incorporate advanced machine learning techniques that could predict optimal initial conditions for the iterations or dynamically adapt the swapping strategy based on observed convergence trends. Additionally, the incorporation of AI-driven heuristics could further enhance the algorithm's performance, particularly under scenarios with higher noise levels or more complex Fourier transform structures.

In conclusion, GESPAR provides a robust and efficient mechanism for phase retrieval of sparse signals, with its innovations holding promise for both immediate application and long-term evolution in signal processing and artificial intelligence domains.