2011

PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements via Convex Programming

Candes, Emmanuel J., Strohmer, Thomas, Voroninski, Vladislav

Understand

Suppose we wish to recover a signal x in C^n from m intensity measurements of the form |<x,z_i>|^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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