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PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements
via Convex Programming
PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements
via Convex Programming
2011-09-21
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arxiv.org/abs/1109.4499v1
Computer Science
Information Theory
Scientific paper
Suppose we wish to recover a signal x in C^n from m intensity measurements of the form ||^2, i = 1, 2,..., m; that is, from data in which phase information is missing. We prove that if the vectors z_i are sampled independently and uniformly at random on the unit sphere, then the signal x can be recovered exactly (up to a global phase factor) by solving a convenient semidefinite program---a trace-norm minimization problem; this holds with large probability provided that m is on the order of n log n, and without any assumption about the signal whatsoever. This novel result demonstrates that in some instances, the combinatorial phase retrieval problem can be solved by convex programming techniques. Finally, we also prove that our methodology is robust vis a vis additive noise.
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