Phase Retrieval Using Feasible Point Pursuit: Algorithms and Cram\'er-Rao Bound

28 Mar 2016  ·  Qian Cheng, Sidiropoulos Nicholas D., Huang Kejun, Huang Lei, So H. C. ·

Reconstructing a signal from squared linear (rank-one quadratic) measurements is a challenging problem with important applications in optics and imaging, where it is known as phase retrieval. This paper proposes two new phase retrieval algorithms based on non-convex quadratically constrained quadratic programming (QCQP) formulations, and a recently proposed approximation technique dubbed feasible point pursuit (FPP)... The first is designed for uniformly distributed bounded measurement errors, such as those arising from high-rate quantization (B-FPP). The second is designed for Gaussian measurement errors, using a least squares criterion (LS-FPP). Their performance is measured against state-of-the-art algorithms and the Cram\'er-Rao bound (CRB), which is also derived here. Simulations show that LS-FPP outperforms the state-of-art and operates close to the CRB. Compact CRB expressions, properties, and insights are obtained by explicitly computing the CRB in various special cases -- including when the signal of interest admits a sparse parametrization, using harmonic retrieval as an example. read more

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Information Theory Information Theory Numerical Analysis Optimization and Control Statistics Theory Statistics Theory

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