A Non-Convex Blind Calibration Method for Randomised Sensing Strategies (1605.02615v3)

Abstract: The implementation of computational sensing strategies often faces calibration problems typically solved by means of multiple, accurately chosen training signals, an approach that can be resource-consuming and cumbersome. Conversely, blind calibration does not require any training, but corresponds to a bilinear inverse problem whose algorithmic solution is an open issue. We here address blind calibration as a non-convex problem for linear random sensing models in which we aim to recover an unknown signal from its projections on sub-Gaussian random vectors, each of which is subject to an unknown multiplicative factor (gain). To solve this optimisation problem we resort to projected gradient descent starting from a suitable initialisation. An analysis of this algorithm allows us to show that it converges to the global optimum provided a sample complexity requirement is met, i.e., relating convergence to the amount of information collected during the sensing process. Finally, we present some numerical experiments in which our algorithm allows for a simple solution to blind calibration of sensor gains in computational sensing applications.