There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

Millimeter wave (mmWave) signals experience orders-of-magnitude more pathloss than the microwave signals currently used in most wireless applications and all cellular systems. MmWave systems must therefore leverage large antenna arrays, made possible by the decrease in wavelength, to combat pathloss with beamforming gain. Beamforming with multiple data streams, known as precoding, can be used to further improve mmWave spectral efficiency. Both beamforming and precoding are done digitally at baseband in traditional multi-antenna systems. The high cost and power consumption of mixed-signal devices in mmWave systems, however, make analog processing in the RF domain more attractive. This hardware limitation restricts the feasible set of precoders and combiners that can be applied by practical mmWave transceivers. In this paper, we consider transmit precoding and receiver combining in mmWave systems with large antenna arrays. We exploit the spatial structure of mmWave channels to formulate the precoding/combining problem as a sparse reconstruction problem. Using the principle of basis pursuit, we develop algorithms that accurately approximate optimal unconstrained precoders and combiners such that they can be implemented in low-cost RF hardware. We present numerical results on the performance of the proposed algorithms and show that they allow mmWave systems to approach their unconstrained performance limits, even when transceiver hardware constraints are considered.

Spatially Sparse Precoding in Millimeter Wave MIMO Systems

https://web.eecs.umich.edu/~martinjs/papers/TGS05-Algorithms-Simultaneous-I.pdf

Algorithms for simultaneous sparse approximation: part I: Greedy pursuit

We consider efficient methods for the recovery of block-sparse signals-ie, sparse signals that have nonzero entries occurring in clusters-from an underdetermined system of linear equations An uncertainty relation for block-sparse signals is derived, based on a block-coherence measure, which we introduce We then show that a block-version of the orthogonal matching pursuit algorithm recovers block -sparse signals in no more than steps if the block-coherence is sufficiently small The same condition on block-coherence is shown to guarantee successful recovery through a mixed -optimization approach This complements previous recovery results for the block-sparse case which relied on small block-restricted isometry constants The significance of the results presented in this paper lies in the fact that making explicit use of block-sparsity can provably yield better reconstruction properties than treating the signal as being sparse in the conventional sense, thereby ignoring the additional structure in the problem

/pdf/block-sparse-signals-uncertainty-relations-and-efficient-2tpk7raadk.pdf

Block-Sparse Signals: Uncertainty Relations and Efficient Recovery

Conventional sub-Nyquist sampling methods for analog signals exploit prior information about the spectral support. In this paper, we consider the challenging problem of blind sub-Nyquist sampling of multiband signals, whose unknown frequency support occupies only a small portion of a wide spectrum. Our primary design goals are efficient hardware implementation and low computational load on the supporting digital processing. We propose a system, named the modulated wideband converter, which first multiplies the analog signal by a bank of periodic waveforms. The product is then low-pass filtered and sampled uniformly at a low rate, which is orders of magnitude smaller than Nyquist. Perfect recovery from the proposed samples is achieved under certain necessary and sufficient conditions. We also develop a digital architecture, which allows either reconstruction of the analog input, or processing of any band of interest at a low rate, that is, without interpolating to the high Nyquist rate. Numerical simulations demonstrate many engineering aspects: robustness to noise and mismodeling, potential hardware simplifications, real-time performance for signals with time-varying support and stability to quantization effects. We compare our system with two previous approaches: periodic nonuniform sampling, which is bandwidth limited by existing hardware devices, and the random demodulator, which is restricted to discrete multitone signals and has a high computational load. In the broader context of Nyquist sampling, our scheme has the potential to break through the bandwidth barrier of state-of-the-art analog conversion technologies such as interleaved converters.

/pdf/from-theory-to-practice-sub-nyquist-sampling-of-sparse-4swzjs0wes.pdf

From Theory to Practice: Sub-Nyquist Sampling of Sparse Wideband Analog Signals

The sparse representation of a multiple-measurement vector (MMV) is a relatively new problem in sparse representation. Efficient methods have been proposed. Although many theoretical results that are available in a simple case-single-measurement vector (SMV)-the theoretical analysis regarding MMV is lacking. In this paper, some known results of SMV are generalized to MMV. Some of these new results take advantages of additional information in the formulation of MMV. We consider the uniqueness under both an lscr0-norm-like criterion and an lscr1-norm-like criterion. The consequent equivalence between the lscr0-norm approach and the lscr1-norm approach indicates a computationally efficient way of finding the sparsest representation in a redundant dictionary. For greedy algorithms, it is proven that under certain conditions, orthogonal matching pursuit (OMP) can find the sparsest representation of an MMV with computational efficiency, just like in SMV. Simulations show that the predictions made by the proved theorems tend to be very conservative; this is consistent with some recent advances in probabilistic analysis based on random matrix theory. The connections will be discussed

Theoretical Results on Sparse Representations of Multiple-Measurement Vectors

The multiple measurement vector (MMV), a newly emerged problem in sparse representation in an over-complete dictionary motivated by a neuro-magnetic inverse problem that arises in magnetoencephalography (MEG) - a modality for imaging the possible activation regions in the brain, poses new challenges. Efficient methods have been designed to search for sparse representations; however, we have not seen substantial development in the theoretical analysis, considering what has been done in a simpler case - single measurement vector (SMV) - in which many theoretical results are known. This paper extends the known results of SMV to MMV. Our theoretical results show the fundamental limitation on when a sparse representation is unique. Moreover, the relation between the solutions of /spl lscr//sub 0/-norm minimization and the solutions of /spl lscr//sub 1/-norm minimization indicates a computationally efficient approach to find a sparse representation. Interestingly, simulations show that the predictions made by these theorems tend to be conservative.

Sparse representations for multiple measurement vectors (MMV) in an over-complete dictionary

This paper proposes a novel nonparametric approach for the modeling and analysis of electricity price curves by applying the manifold learning methodology-locally linear embedding (LLE). The prediction method based on manifold learning and reconstruction is employed to make short-term and medium-term price forecasts. Our method not only performs accurately in forecasting one-day-ahead prices, but also has a great advantage in predicting one-week-ahead and one-month-ahead prices over other methods. The forecast accuracy is demonstrated by numerical results using historical price data taken from the Eastern U.S. electric power markets.

Electricity Price Curve Modeling and Forecasting by Manifold Learning

We show that for a class of penalty functions, finding the global optimizer in the penalized least-squares estimation is equivalent to the ‘exact cover by 3-sets’ problem, which belongs to a class of NP-hard problems. The NP-hardness result is then extended to the cases of penalized least absolute deviations regression and a special class of penalized support vector machines. We discuss its implication in statistics. To the best of our knowledge, this is the first formal documentation on the complexity of this type of problem.

Complexity of penalized likelihood estimation

We introduce a nonparametric nonlinear time series model. The novel idea is to fit a model via penalization, where the penalty term is an unbiased estimator of the integrated Hessian of the underlying function. The underlying model assumption is very general: it has Hessian almost everywhere in its domain. Numerical experiments demonstrate that our model has better predictive power: if the underlying model complies with an existing parametric/semiparametric form (e.g., a threshold autoregressive model (TAR), an additive autoregressive model (AAR), or a functional coefficient autoregressive model (FAR)), our model performs comparably; if the underlying model does not comply with any preexisting form, our model outperforms in nearly all simulations. We name our model a Hessian regularized nonlinear model for time series (HRM). We conjecture on theoretical properties and use simulations to verify. Our method can be viewed as a way to generalize splines to high dimensions (when the number of variates is more ...

Jie Chen

Papers

Theoretical Results on Sparse Representations of Multiple-Measurement Vectors

Sparse representations for multiple measurement vectors (MMV) in an over-complete dictionary

Electricity Price Curve Modeling and Forecasting by Manifold Learning

Complexity of penalized likelihood estimation

A Hessian Regularized Nonlinear Time Series Model