Motivated by recent work on atomic norms in inverse problems, we propose a new approach to line spectral estimation that provides theoretical guarantees for the mean-squared-error (MSE) performance in the presence of noise and without knowledge of the model order. We propose an abstract theory of denoising with atomic norms and specialize this theory to provide a convex optimization problem for estimating the frequencies and phases of a mixture of complex exponentials. We show that the associated convex optimization problem can be solved in polynomial time via semidefinite programming (SDP). We also show that the SDP can be approximated by an l1-regularized least-squares problem that achieves nearly the same error rate as the SDP but can scale to much larger problems. We compare both SDP and l1-based approaches with classical line spectral analysis methods and demonstrate that the SDP outperforms the l1 optimization which outperforms MUSIC, Cadzow's, and Matrix Pencil approaches in terms of MSE over a wide range of signal-to-noise ratios.
@cite_30: This paper develops a mathematical theory of super-resolution. Broadly speaking, super-resolution is the problem of recovering the fine details of an object—the high end of its spectrum—from coarse scale information only—from samples at the low end of the spectrum. Suppose we have many point sources at unknown locations in [0,1] and with unknown complex-valued amplitudes. We only observe Fourier samples of this object up to a frequency cutoff fc. We show that one can super-resolve these point sources with infinite precision—i.e., recover the exact locations and amplitudes—by solving a simple convex optimization problem, which can essentially be reformulated as a semidefinite program. This holds provided that the distance between sources is at least 2 fc. This result extends to higher dimensions and other models. In one dimension, for instance, it is possible to recover a piecewise smooth function by resolving the discontinuity points with infinite precision as well. We also show that the theory and methods are robust to noise. In particular, in the discrete setting we develop some theoretical results explaining how the accuracy of the super-resolved signal is expected to degrade when both the noise level and the super-resolution factor vary. © 2014 Wiley Periodicals, Inc.
We circumvent the problems in the conventional compresssive sensing analysis by directly working in the continuous parameter space and hence step away from such notions as coherence, focussing on the geometry of the atomic set as the critical feature. By showing that the continuous approach is the limiting case of the Lasso based methods using the convergence of the corresponding atomic norms, we justify denoising line spectral signals using Lasso on a large grid. Since the original submission of this manuscript, Cand es and Fernandez-Granda @cite_30 showed that our SDP formulation exactly recovers the correct frequencies in the noiseless case.