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  4. CPGD: Cadzow Plug-and-Play Gradient Descent for Generalised FRI
 
research article

CPGD: Cadzow Plug-and-Play Gradient Descent for Generalised FRI

Simeoni, Matthieu  
•
Besson, Adrien Georges Jean  
•
Hurley, Paul
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May 1, 2020
IEEE Transactions on Signal Processing

Finite rate of innovation (FRI) is a powerful reconstruction framework enabling the recovery of sparse Dirac streams from uniform low-pass filtered samples. An extension of this framework, called generalised FRI (genFRI), has been recently proposed for handling cases with arbitrary linear measurement models. In this context, signal reconstruction amounts to solving a joint constrained optimisation problem, yielding estimates of both the Fourier series coefficients of the Dirac stream and its so-called annihilating filter, involved in the regularisation term. This optimisation problem is however highly non convex and non linear in the data. Moreover, the proposed numerical solver is computationally intensive and without convergence guarantee. In this work, we propose an implicit formulation of the genFRI problem. To this end, we leverage a novel regularisation term which does not depend explicitly on the unknown annihilating filter yet enforces sufficient structure in the solution for stable recovery. The resulting optimisation problem is still non convex, but simpler since linear in the data and with less unknowns. We solve it by means of a provably convergent proximal gradient descent (PGD) method. Since the proximal step does not admit a simple closed-form expression, we propose an inexact PGD method, coined as Cadzow plug-and-play gradient descent (CPGD). The latter approximates the proximal steps by means of Cadzow denoising, a well-known denoising algorithm in FRI. We provide local fixed-point convergence guarantees for CPGD. Through extensive numerical simulations, we demonstrate the superiority of CPGD against the state-of-the-art in the case of non uniform time samples.

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Type
research article
DOI
10.1109/TSP.2020.3041089
Author(s)
Simeoni, Matthieu  
Besson, Adrien Georges Jean  
Hurley, Paul
Vetterli, Martin  
Date Issued

2020-05-01

Published in
IEEE Transactions on Signal Processing
Volume

69

Start page

42

End page

57

Subjects

finite rate of innovation

•

non bandlimited sampling

•

Dirac streams

•

non convex optimisation

•

Cadzow denoising

•

proximal gradient descent

•

alternating projections

•

LCAV-MSP

Note

Preprint, under review

URL

GitHub Repository

https://github.com/matthieumeo/pyoneer

Supplementary material

https://ieeexplore.ieee.org/ielx7/78/9307529/9272882/supp1-3041089.pdf?tp=&arnumber=9272882
Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LCAV  
Available on Infoscience
May 1, 2020
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/168516
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