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Vandermonde Decomposition of Multilevel Toeplitz Matrices with Application to Multidimensional Super-Resolution

机译:多层Toeplitz矩阵的Vandermonde分解   多维超分辨率的应用

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摘要

The Vandermonde decomposition of Toeplitz matrices, discovered byCarath\'{e}odory and Fej\'{e}r in the 1910s and rediscovered by Pisarenko inthe 1970s, forms the basis of modern subspace methods for 1D frequencyestimation. Many related numerical tools have also been developed formultidimensional (MD), especially 2D, frequency estimation; however, afundamental question has remained unresolved as to whether an analog of theVandermonde decomposition holds for multilevel Toeplitz matrices in the MDcase. In this paper, an affirmative answer to this question and a constructivemethod for finding the decomposition are provided when the matrix rank is lowerthan the dimension of each Toeplitz block. A numerical method for searching fora decomposition is also proposed when the matrix rank is higher. The newresults are applied to studying MD frequency estimation within the recentsuper-resolution framework. A precise formulation of the atomic $\ell_0$ normis derived using the Vandermonde decomposition. Practical algorithms forfrequency estimation are proposed based on relaxation techniques. Extensivenumerical simulations are provided to demonstrate the effectiveness of thesealgorithms compared to the existing atomic norm and subspace methods.
机译:卡拉瑟·奥多里(Feathy)和费耶·费勒(Fej \ r){e} r在1910年代发现并在1970年代由皮萨连科(Pisarenko)重新发现的Toeplitz矩阵的范德蒙德分解,构成了一维频率估计的现代子空间方法的基础。还开发了许多相关的数值工具来进行多维(MD)尤其是2D频率估计;然而,关于MDcase中多级Toeplitz矩阵是否适用Vandermonde分解的基本问题尚未解决。在本文中,当矩阵秩低于每个Toeplitz块的维数时,提供了对该问题的肯定答案和用于找到分解的构造方法。当矩阵秩较高时,还提出了一种寻找分解的数值方法。新的结果被用于在最近的超分辨率框架内研究MD频率估计。使用范德蒙德分解得出的原子\\ ell_0 $范数的精确公式。提出了基于松弛技术的实用频率估计算法。与现有的原子范数和子空间方法相比,提供了广泛的数值模拟,以证明这些算法的有效性。

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