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Convolutional Phase Retrieval via Gradient Descent

3 December 2017
Qing Qu
Yuqian Zhang
Yonina C. Eldar
John N. Wright
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Abstract

We study the convolutional phase retrieval problem, of recovering an unknown signal x∈Cn\mathbf x \in \mathbb C^n x∈Cn from mmm measurements consisting of the magnitude of its cyclic convolution with a given kernel a∈Cm\mathbf a \in \mathbb C^m a∈Cm. This model is motivated by applications such as channel estimation, optics, and underwater acoustic communication, where the signal of interest is acted on by a given channel/filter, and phase information is difficult or impossible to acquire. We show that when a\mathbf aa is random and the number of observations mmm is sufficiently large, with high probability x\mathbf xx can be efficiently recovered up to a global phase shift using a combination of spectral initialization and generalized gradient descent. The main challenge is coping with dependencies in the measurement operator. We overcome this challenge by using ideas from decoupling theory, suprema of chaos processes and the restricted isometry property of random circulant matrices, and recent analysis of alternating minimization methods.

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