A spectrally sparse signal of order r is a mixture of r damped or undamped complex sinusoids. This talk investigates the problem of reconstructing spectrally sparse signals from a random subset of n regular time domain samples, which can be reformulated as a low rank Hankel matrix completion problem. We introduce an iterative hard thresholding (IHT) algorithm and a fast iterative hard thresholding (FIHT) algorithm for efficient reconstruction of spectrally sparse signals via low rank Hankel matrix completion. Theoretical recovery guarantees have been established for FIHT, showing that O(r^2log^2(n)) number of samples are sufficient for exact recovery with high probability. Empirical performance comparisons establish significant computational advantages for IHT and FIHT. In particular, numerical simulations on 3D arrays demonstrate the capability of FIHT on handling large and high-dimensional real data.
We propose a fast algorithm to reconstruct spectrally sparse signals from a small number of randomly observed time domain samples. Different from conventional compressed sensing where frequencies are discretized, we consider the super-resolution case where the frequencies can be any values in the normalized continuous frequency domain [0; 1). We first convert our signal recovery problem into a low rank Hankel matrix completion problem, for which we then propose an efficient feasible point algorithm named projected Wirtinger gradient algorithm(PWGA). The algorithm can be further accelerated by a scheme inspired by the fast iterative shrinkage-thresholding algorithm (FISTA). Numerical experiments are provided to illustrate the effectiveness of our proposed algorithm. Different from earlier approaches, our algorithm can solve problems of large scale efficiently.