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New Directions In Sparse Sampling and Estimation For Underdetermined Systems


Pal, Piya (2013) New Directions In Sparse Sampling and Estimation For Underdetermined Systems. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/P0E1-5G05.


A central objective in signal processing is to infer meaningful information from a set of measurements or data. While most signal models have an overdetermined structure (the number of unknowns less than the number of equations), traditionally very few statistical estimation problems have considered a data model which is underdetermined (number of unknowns more than the number of equations). However, in recent times, an explosion of theoretical and computational methods have been developed primarily to study underdetermined systems by imposing sparsity on the unknown variables. This is motivated by the observation that inspite of the huge volume of data that arises in sensor networks, genomics, imaging, particle physics, web search etc., their information content is often much smaller compared to the number of raw measurements. This has given rise to the possibility of reducing the number of measurements by down sampling the data, which automatically gives rise to underdetermined systems.

In this thesis, we provide new directions for estimation in an underdetermined system, both for a class of parameter estimation problems and also for the problem of sparse recovery in compressive sensing. There are two main contributions of the thesis: design of new sampling and statistical estimation algorithms for array processing, and development of improved guarantees for sparse reconstruction by introducing a statistical framework to the recovery problem.

We consider underdetermined observation models in array processing where the number of unknown sources simultaneously received by the array can be considerably larger than the number of physical sensors. We study new sparse spatial sampling schemes (array geometries) as well as propose new recovery algorithms that can exploit priors on the unknown signals and unambiguously identify all the sources. The proposed sampling structure is generic enough to be extended to multiple dimensions as well as to exploit different kinds of priors in the model such as correlation, higher order moments, etc.

Recognizing the role of correlation priors and suitable sampling schemes for underdetermined estimation in array processing, we introduce a correlation aware framework for recovering sparse support in compressive sensing. We show that it is possible to strictly increase the size of the recoverable sparse support using this framework provided the measurement matrix is suitably designed. The proposed nested and coprime arrays are shown to be appropriate candidates in this regard. We also provide new guarantees for convex and greedy formulations of the support recovery problem and demonstrate that it is possible to strictly improve upon existing guarantees.

This new paradigm of underdetermined estimation that explicitly establishes the fundamental interplay between sampling, statistical priors and the underlying sparsity, leads to exciting future research directions in a variety of application areas, and also gives rise to new questions that can lead to stand-alone theoretical results in their own right.

Item Type:Thesis (Dissertation (Ph.D.))
Subject Keywords:Statistical Signal Processing, Spectral Estimation, Sparse estimation, Compressive Sensing, Sampling and Reconstruction
Degree Grantor:California Institute of Technology
Division:Engineering and Applied Science
Major Option:Electrical Engineering
Awards:Charles Wilts Prize, 2014. Everhart Distinguished Graduate Student Lecturer Award, 2013.
Thesis Availability:Public (worldwide access)
Research Advisor(s):
  • Vaidyanathan, P. P.
Thesis Committee:
  • Hassibi, Babak
  • Abu-Mostafa, Yaser S.
  • van Zyl, Jakob J.
  • Tkacenko, Andre
  • Vaidyanathan, P. P. (chair)
Defense Date:3 June 2013
Non-Caltech Author (AT)
Funding AgencyGrant Number
Office of Naval ResearchUNSPECIFIED
Record Number:CaltechTHESIS:06072013-153438961
Persistent URL:
Default Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:7870
Deposited By: Piya Pal
Deposited On:12 Jun 2013 18:22
Last Modified:04 Oct 2019 00:02

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