Browse > Article

The Expectation and Sparse Maximization Algorithm  

Barembruch, Steffen (Institut des Telecommunications, Telecom ParisTech)
Scaglione, Anna (Department ECE at University of California Davis)
Moulines, Eric (Institut des Telecommunications, Telecom ParisTech)
Publication Information
Abstract
In recent years, many sparse estimation methods, also known as compressed sensing, have been developed. However, most of these methods presume that the measurement matrix is completely known. We develop a new blind maximum likelihood method-the expectation-sparse-maximization (ESpaM) algorithm-for models where the measurement matrix is the product of one unknown and one known matrix. This method is a variant of the expectation-maximization algorithm to deal with the resulting problem that the maximization step is no longer unique. The ESpaM algorithm is justified theoretically. We present as well numerical results for two concrete examples of blind channel identification in digital communications, a doubly-selective channel model and linear time invariant sparse channel model.
Keywords
Compressive sensing (CS); deconvolution; multipath channels; smoothing methods;
Citations & Related Records

Times Cited By Web Of Science : 0  (Related Records In Web of Science)
Times Cited By SCOPUS : 1
연도 인용수 순위
1 E. J. Candes and T. Tao, "Decoding by linear programming," IEEE Trans. Inf. Theory, vol. 51, no. 12, pp. 4203–4215, Dec. 2005.   DOI   ScienceOn
2 E. J. Candes and T. Tao, "Near-optimal signal recovery from random projections: Universal encoding strategies?," IEEE Trans. Inf. Theory, vol. 52, no. 12, pp. 5406–5425, Dec. 2006
3 A. Viterbi, "Error bounds for convolutional codes and an asymptotically optimum decoding algorithm," IEEE Trans. Inf. Theory, vol. 13, no. 2, pp. 260–269, Apr. 1967.   DOI   ScienceOn
4 R. Tibshirani, "Regression shrinkage and selection via the Lasso," J. Roy. Stat. Soc B., vol. 58, pp. 267–288, 1996.
5 P. Fearnhead and P. Clifford, "On-line inference for hidden Markov models via particle filters," J. Roy. Stat. Soc. B, vol. 65, no. 4, pp. 887–899, 2003.   DOI   ScienceOn
6 J. K. Tugnait, "Detection and estimation for abruptly changing systems," in Proc. Decision and Control including the Symposium on Adaptive Processes, vol. 20, Dec., 1981, pp. 1357–1362.
7 C. N. Georghiades and J. C. Han, "Sequence estimation in the presence of random parameters via the em algorithm," IEEE Trans. Commun., vol. 45, no. 3, pp. 300–308, Mar. 1997.   DOI   ScienceOn
8 M. S. Asif, W. Mantzel, and J. Romberg, "Random channel coding and blind deconvolution," in Proc. ACCCC, 2009.
9 H. Nguyen and B. C. Levy, "The expectation-maximization Viterbi algorithm for blind adaptive channel equalization," IEEE Trans. Commun., vol. 53, no. 10, pp. 1671–1678, Oct. 2005.   DOI   ScienceOn
10 D. L. Donoho, "For most large underdetermined systems of equations, the minimal L1-norm near-solution approximates the sparsest near-solution," Comm. Pure Appl. Math, vol. 59, pp. 907–934, 2006.   DOI   ScienceOn
11 S. S. Chen, D. L. Donoho, and M. L. Saunders, "Atomic decomposition by basis pursuit," SIAM J. Sci. Comput., vol. 20, no. 1, pp. 33–61, 1998.   DOI   ScienceOn
12 F. B. Salem and G. Salut, "Deterministic particle receiver for multipath fading channels in wireless communications. part I: FDMA," Traitement du Signal, vol. 21, no. 4, pp. 347–358, 2004.
13 W. Li and J. C. Preisig, "Estimation of rapidly time-varying sparse channels," IEEE J. Ocean. Eng., vol. 32, no. 4, pp. 927–939, Oct. 2007.
14 M. Sharp and A. Scaglione, "Estimation of sparse multipath channels," in Proc. MILCOM, Nov. 2008, pp. 1–7.
15 G. B. Giannakis and C. Tepedelenlioglu, "Basis expansion models and diversity techniques for blind identification and equalization of time-varying channels," Proc. IEEE, vol. 86, no. 10, pp. 1969–1986, Oct. 1998.   DOI   ScienceOn
16 W. Turin, "MAP decoding in channels with memory," IEEE Trans. Commun., vol. 48, no. 5, pp. 757–763, May 2000.   DOI   ScienceOn
17 G. Taubock, F. Hlawatsch, D. Eiwen, and H. Rauhut, "Compressive estimation of doubly selective channels in multicarrier systems: Leakage effects and sparsity-enhancing processing," IEEE J. Sel. Topics Signal Process., vol. 4, no. 2, pp. 255–271, Apr. 2010.
18 W. U. Bajwa, J. Haupt, G. Raz, and R. Nowak, "Compressed channel sensing," in Proc. CISS, Mar. 2008, pp. 5–10.
19 S. F. Cotter and B. D. Rao, "Sparse channel estimation via matching pursuit with application to equalization," IEEE Trans. Commun., vol. 50, no. 3, pp. 374–377, Mar. 2002.   DOI   ScienceOn
20 W. U. Bajwa, A.M. Sayeed, and R. Nowak, "Learning sparse doublyselective channels," in Proc. ACCCC, Sept. 2008, pp. 575–582.
21 W. U. Bajwa, A. Sayeed, and R. Nowak, "Compressed sensing of wireless channels in time, frequency, and space," in Proc. ACSSC, Oct. 2008, pp. 2048–2052.
22 Y. Lui and D. K. Borah, "Estimation of time-varying frequency-selective channels using a matching pursuit technique," in Proc. IEEE WCNC, Mar. 2003, vol. 2, pp. 941–946.
23 S. Gleichman and Y. C. Eldar, "Blind compressed sensing," submitted to IEEE Trans. Inf. Theory, CCIT Report; 759 Feb. 2010, EE Pub No. 1716, EE Dept., Technion–Israel Institute of Technology, [Online] arXiv 1002.2586.
24 S. G. Mallat and Z. Zhang, "Matching pursuits with time-frequency dictionaries," IEEE Trans. Signal Process., vol. 41, no. 12, pp. 3397–3415, 1993.   DOI   ScienceOn
25 Y. C. Pati, R. Rezaiifar, and P. S. Krishnaprasad, "Orthogonal matching pursuit: Recursive function approximation with applications to wavelet decomposition," in Proc. ACSSC, Nov. 1993, vol. 1, pp. 40–44.
26 J. A. Tropp, "Greed is good: Algorithmic results for sparse approximation," IEEE Trans. Inf. Theory, vol. 50, no. 10, pp. 2231–2242, Oct. 2004.   DOI   ScienceOn
27 T. Ghirmai, M. F. Bugallo, J. Miguez, and P. M. Djuric, "A sequential Monte Carlo method for adaptive blind timing estimation and data detection," IEEE Trans. Signal Process., vol. 53, no. 8, pp. 2855–2865, 2005.
28 W. U. Bajwa, J. Haupt, A. M. Sayeed, and R. Nowak, "Compressed channel sensing: A new approach to estimating sparse multipath channels," to appear in Proc. IEEE, 2010.
29 J.-J. Fuchs, "Multipath time-delay estimation," in Proc. ICASSP, Apr. 1997, vol. 1, pp. 527–530.
30 E. Punskaya, Sequential Monte Carlo Methods for Digital Communications, Ph.D. thesis, Cambridge Univ., Cambridge, U.K., 2003.
31 M. Briers, A. Doucet, and S. R. Maskell, "Smoothing algorithms for statespace models," Tech. Rep., Cambridge University Engineering Department Technical Report, CUED/F-INFENG/TR.498, 2004.
32 S. Barembruch, A. Garivier, and E.Moulines, "On approximate maximum likelihood methods for blind identification: How to cope with the curse of dimensionality," IEEE Trans. Signal Process., vol. 57, no. 11, pp. 4247 – 4259, 2009.
33 Springer, 2nd ed., 2007. [5] L. E. Baum, T. Petrie, G. Soules, and N.Weiss, "A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains," Ann. Math. Stat., vol. 41, pp. 164–171, 1970.   DOI   ScienceOn
34 P. Fearnhead, D.Wyncoll, and J. Tawn, "A sequential smoothing algorithm with linear computational cost," submitted, 2008.
35 A. P. Dempster, N. M. Laird, and D. B. Rubin, "Maximum-likelihood from incomplete data via the EM algorithm,"J. Roy. Stat. Soc., vol. B39, pp. 1– 38, 1977.
36 O. Cappe, E.Moulines, and T. Ryde, Inference in Hidden Markov Models, Springer, 2nd ed., 2007.
37 A. Doucet, S. Godsill, and C. Andrieu, "On sequential Monte Carlo sampling methods for Bayesian filtering," Statistics and Computing, vol. 10, no. 3, pp. 197–208, 2000.   DOI   ScienceOn