A Sparsity-Based Method for the Estimation of Spectral Lines From Irregularly Sampled Data

• Published in: IEEE journal of selected topics in signal processing Vol. 1; no. 4; pp. 575 - 585
• Main Authors: Bourguignon, S., Carfantan, H., Idier, J.
• Format: Journal Article
• Language: English
• Published: New York IEEE 01-12-2007; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Cost function; Dictionaries; estimation; Frequency; Inverse problems; Iterative algorithms; Matching pursuit algorithms; Noise reduction; optimization methods; Robustness; Sampling methods; sparse representations; Sparsity; Spectral analysis; Studies; time series
• ISSN: 1932-4553; 1941-0484
• DOI: 10.1109/JSTSP.2007.910275

We address the problem of estimating spectral lines from irregularly sampled data within the framework of sparse representations. Spectral analysis is formulated as a linear inverse problem, which is solved by minimizing an l 1 -norm penalized cost function. This approach can be viewed as a basis pursuit de-noising (BPDN) problem using a dictionary of cisoids with high frequency resolution. In the studied case, however, usual BPDN characterizations of uniqueness and sparsity do not apply. This paper deals with the l 1 -norm penalization of complex-valued variables, that brings satisfactory prior modeling for the estimation of spectral lines. An analytical characterization of the minimizer of the criterion is given and geometrical properties are derived about the uniqueness and the sparsity of the solution. An efficient optimization strategy is proposed. Convergence properties of the iterative coordinate descent (ICD) and iterative reweighted least-squares (IRLS) algorithms are first examined. Then, both strategies are merged in a convergent procedure, that takes advantage of the specificities of ICD and IRLS, considerably improving the convergence speed. The computation of the resulting spectrum estimator can be implemented efficiently for any sampling scheme. Algorithm performance and estimation quality are illustrated throughout the paper using an artificial data set, typical of some astrophysical problems, where sampling irregularities are caused by day/night alternation. We show that accurate frequency location is achieved with high resolution. In particular, compared with sequential Matching Pursuit methods, the proposed approach is shown to achieve more robustness regarding sampling artifacts.