SPECTRAL SUPER-RESOLUTION ON THE UNIT CIRCLE VIA GRADIENT DESCENT
Xunmeng Wu (Xi’an Jiaotong University); Zai Yang (Xi’an Jiaotong University); Jian-Feng Cai (The Hong Kong University of Science and Technology); Zongben Xu (XJTU)
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We study the spectral super-resolution problem, which concerns the construction of an undamped spectrally sparse signal and its frequencies from its partially revealed entries. We propose a nonconvex method composed of a Hankel-Toeplitz matrix factorization model and a gradient descent algorithm termed as HT-GD. The model is equivalent to an $\ell_0$ norm constrained problem, which ensures that the all signal structures including the spectral poles lying on the unit circle are exploited. The gradient descent algorithm, consisting of spectral initialization and iterative refinement, is computationally efficient. Numerical results demonstrate that our method outperforms state-of-the-art approaches in terms of accuracy and computational speed.