Sparse Signal Recovery From Quadratic Systems with Full-Rank Matrices
By: Jinming Wen, Yi Hu, Meng Huang
Potential Business Impact:
Recovers hidden data from fewer clues.
In signal processing and data recovery, reconstructing a signal from quadratic measurements poses a significant challenge, particularly in high-dimensional settings where measurements $m$ is far less than the signal dimension $n$ (i.e., $m \ll n$). This paper addresses this problem by exploiting signal sparsity. Using tools from algebraic geometry, we derive theoretical recovery guarantees for sparse quadratic systems, showing that $m\ge 2s$ (real case) and $m\ge 4s-2$ (complex case) generic measurements suffice to uniquely recover all $s$-sparse signals. Under a Gaussian measurement model, we propose a novel two-stage Sparse Gauss-Newton (SGN) algorithm. The first stage employs a support-restricted spectral initialization, yielding an accurate initial estimate with $m=O(s^2\log{n})$ measurements. The second stage refines this estimate via an iterative hard-thresholding Gauss-Newton method, achieving quadratic convergence to the true signal within finitely many iterations when $m\ge O(s\log{n})$. Compared to existing second-order methods, our algorithm achieves near-optimal sampling complexity for the refinement stage without requiring resampling. Numerical experiments indicate that SGN significantly outperforms state-of-the-art algorithms in both accuracy and computational efficiency. In particular, (1) when sparsity level $s$ is high, compared with existing algorithms, SGN can achieve the same success rate with fewer measurements. (2) SGN converges with only about $1/10$ iterations of the best existing algorithm and reach lower relative error.
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