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Inverse Problems

Module by: Stephane Mallat. E-mail the author

Summary: This collection comprises Chapter 1 of the book A Wavelet Tour of Signal Processing, The Sparse Way (third edition, 2009) by Stéphane Mallat. The book's website at Academic Press is http://www.elsevier.com/wps/find/bookdescription.cws_home/714561/description#description The book's complementary materials are available at http://wavelet-tour.com

Most digital measurement devices, such as cameras, microphones, or medical imaging systems, can be modeled as a linear transformation of an incoming analog signal, plus noise due to intrinsic measurement fluctuations or to electronic noises. This linear transformation can be decomposed into a stable analog-to-digital linear conversion followed by a discrete operator U that carries the specific transfer function of the measurement device. The resulting measured data can bewritten

Y [ q ] = U f [ q ] + W [ q ] , Y [ q ] = U f [ q ] + W [ q ] ,
(1)

where fCNfCN is the high-resolution signal we want to recover, and W[q]W[q] is the measurement noise. For a camera with an optic that is out of focus, the operator U is a low-pass convolution producing a blur. For a magnetic resonance imaging system, U is a Radon transform integrating the signal along rays and the number Q of measurements is smaller than N. In such problems, U is not invertible and recovering an estimate of ff is an ill-posed inverse problem.

Inverse problems are among the most difficult signal-processing problems with considerable applications. When data acquisition is difficult, costly, or dangerous, or when the signal is degraded, super-resolution is important to recover the highest possible resolution information. This applies to satellite observations, seismic exploration, medical imaging, radar, camera phones, or degraded Internet videos displayed on high-resolution screens. Separating mixed information sources from fewer measurements is yet another super-resolution problem in telecommunication or audio recognition.

Incoherence, sparsity, and geometry play a crucial role in the solution of ill-defined inverse problems. With a sensing matrix U with random coefficients, Candès and Tao (candes-near-optimal) and Donoho (donoho-cs) proved that super-resolution becomes stable for signals having a sufficiently sparse representation in a dictionary. This remarkable result opens the door to new compression sensing devices and algorithms that recover high-resolution signals from a few randomized linear measurements.

Diagonal Inverse Estimation

In an ill-posed inverse problem,

Y = U f + W Y = U f + W
(2)

the image space ImU={Uh:hCN}ImU={Uh:hCN} of U is of dimension Q smaller than the high-resolution space N where ff belongs. Inverse problems include two difficulties. In the image space ImU, where U is invertible, its inverse may amplify the noise W, which then needs to be reduced by an efficient denoising procedure. In the null space NullU, all signals h are set to zero Uh=0Uh=0 and thus disappear in the measured data Y. Recovering the projection of ff in NullU requires using some strong prior information. A super-resolution estimator recovers an estimation of ff in a dimension space larger than Q and hopefully equal to N, but this is not alwayspossible.

Singular Value Decompositions

Let f=mΓa[m]gmf=mΓa[m]gm be the representation of ff in an orthonormal basis B={gm}mΓB={gm}mΓ. An approximation must be recovered from

Y = m Γ a [ m ] U g m + W . Y = m Γ a [ m ] U g m + W .
(3)

A basis BB of singular vectors diagonalizes U*UU*U. Then U transforms a subset of Q vectors {gm}mΓQ{gm}mΓQ of BB into an orthogonal basis {Ugm}mΓQ{Ugm}mΓQ of ImU and sets all other vectors to zero. A singular value decomposition estimates the coefficients a[m]a[m] of ff by projecting Y on this singular basis and by renormalizing the resultingcoefficients

m γ , a ˜ [ m ] = Y , U g m U g m 2 + h m 2 , m γ , a ˜ [ m ] = Y , U g m U g m 2 + h m 2 ,
(4)

where hm2 are regularization parameters.

Such estimators recover nonzero coefficients in a space of dimension Q and thus bring no super-resolution. If U is a convolution operator, then BB is the Fourier basis and a singular value estimation implements a regularized inverseconvolution.

Diagonal Thresholding Estimation

The basis that diagonalizes U*UU*U rarely provides a sparse signal representation. For example, a Fourier basis that diagonalizes convolution operators does not efficiently approximate signals including singularities.

Donoho (Donoho:95) introduced more flexibility by looking for a basis BB providing a sparse signal representation, where a subset of Q vectors {gm}mΓQ{gm}mΓQ are transformed by U in a Riesz basis {Ugm}mΓQ{Ugm}mΓQ of ImU, while the others are set to zero. With an appropriate renormalization, {λ˜m-1Ugm}mΓQ{λ˜m-1Ugm}mΓQ has a biorthogonal basis {φ˜m}mΓQ{φ˜m}mΓQ that is normalized φ˜m=1φ˜m=1. The sparse coefficients of ff in BB can then be estimated with a thresholding

m γ Q , a ˜ [ m ] = ρ T m ( λ ˜ m - 1 Y , φ ˜ m ) with ρ T ( x ) = x 1 | x | > T , m γ Q , a ˜ [ m ] = ρ T m ( λ ˜ m - 1 Y , φ ˜ m ) with ρ T ( x ) = x 1 | x | > T ,
(5)

for thresholds Tm appropriately defined.

For classes of signals that are sparse in BB, such thresholding estimators may yield a nearly minimax risk, but they provide no super-resolution since this nonlinear projector remains in a space of dimension Q. This result applies to classes of convolution operators U in wavelet or wavelet packet bases. Diagonal inverse estimators are computationally efficient and potentially optimal in cases where super-resolution is not possible.

Super-resolution and Compressive Sensing

Suppose that ff has a sparse representation in some dictionary D={gp}pΓD={gp}pΓ of P normalized vectors. The P vectors of the transformed dictionary DU=UD={Ugp}pΓDU=UD={Ugp}pΓ belong to the space ImU of dimension Q<PQ<P and thus define a redundant dictionary. Vectors in the approximation support λ of ff are not restricted a priori to a particular subspace of CNCN. Super-resolution is possible if the approximation support λ of ff in DD can be estimated by decomposing the noisy data Y over DU. It depends on the properties of the approximation support λ of ff in γ.

Geometric Conditions for Super-resolution

Let wλ=f-fλwλ=f-fλ be the approximation error of a sparse representation fλ=pλa[p]gpfλ=pλa[p]gp of ff. The observed signal can be written as

Y = U f + W = p λ a [ p ] U g p + U w λ + W . Y = U f + W = p λ a [ p ] U g p + U w λ + W .
(6)

If the support λ can be identified by finding a sparse approximation of Y in DU

Y λ = p λ a ˜ [ p ] U g p , Y λ = p λ a ˜ [ p ] U g p ,
(7)

then we can recover a super-resolution estimation of ff

F ˜ = p λ a ˜ [ p ] g p . F ˜ = p λ a ˜ [ p ] g p .
(8)

This shows that super-resolution is possible if the approximation support λ can be identified by decomposing Y in the redundant transformed dictionary DU. If the exact recovery criteria is satisfy ERC(λ)<1ERC(λ)<1 and if {Ugp}pΛ{Ugp}pΛ is a Riesz basis, then λ can be recovered using pursuit algorithms with controlled error bounds.

For most operator U, not all sparse approximation sets can be recovered. It is necessary to impose some further geometric conditions on λ in γ, which makes super-resolution difficult and often unstable. Numerical applications to sparse spike deconvolution, tomography, super-resolution zooming, and inpainting illustrate these results.

Compressive Sensing with Randomness

Candès and Tao (candes-near-optimal), and Donoho (donoho-cs) proved that stable super-resolution is possible for any sufficiently sparse signal ff if U is an operator with random coefficients. Compressive sensing then becomes possible by recovering a close approximation of fCNfCN from QNQN linear measurements (candes-cs-review).

A recovery is stable for a sparse approximation set |λ|M|λ|M only if the corresponding dictionary family {Ugm}mΛ{Ugm}mΛ is a Riesz basis of the space it generates. The M-restricted isometry conditions of Candès, Tao, and Donoho (donoho-cs) imposes uniform Riesz bounds for all sets λγλγ with |λ|M|λ|M:

c C | λ | , ( 1 - δ M ) c 2 m λ c [ p ] U g p 2 ( 1 + δ M ) c 2 . c C | λ | , ( 1 - δ M ) c 2 m λ c [ p ] U g p 2 ( 1 + δ M ) c 2 .
(9)

This is a strong incoherence condition on the P vectors of {Ugm}mΓ{Ugm}mΓ, which supposes that any subset of less than M vectors is nearly uniformly distributed on the unit sphere of ImU.

For an orthogonal basis D={gm}mΓD={gm}mΓ, this is possible for MCQ(logN)-1MCQ(logN)-1 if U is a matrix with independent Gaussian random coefficients. A pursuit algorithm then provides a stable approximation of any fCNfCN having a sparse approximation from vectors in DD.

These results open a new compressive-sensing approach to signal acquisition and representation. Instead of first discretizing linearly the signal at a high-resolution N and then computing a nonlinear representation over M coefficients in some dictionary, compressive-sensing measures directly M randomized linear coefficients. A reconstructed signal is then recovered by a nonlinear algorithm, producing an error that can be of the same order of magnitude as the error obtained by the more classic two-step approximation process, with a more economic acquisiton process. These results remain valid for several types of random matrices U. Examples of applications to single-pixel cameras, video super-resolution, new analog-to-digital converters, and MRI imaging are described.

Blind Source Separation

Sparsity in redundant dictionaries also provides efficient strategies to separate a family of signals {fs}0s<S{fs}0s<S that are linearly mixed in KSKS observed signals with noise:

Y k [ n ] = s = 0 S - 1 u k , s f s [ n ] + W k [ n ] for 0 n < N and 0 k < K . Y k [ n ] = s = 0 S - 1 u k , s f s [ n ] + W k [ n ] for 0 n < N and 0 k < K .
(10)

From a stereo recording, separating the sounds of S musical instruments is an example of source separation with k=2k=2. Most often the mixing matrix U={uk,s}0k<K,0s<SU={uk,s}0k<K,0s<S is unknown. Source separation is a super-resolution problem since SNSN data values must be recovered from Q=KNSNQ=KNSN measurements. Not knowing the operator U makes it even more complicated.

If each source fsfs has a sparse approximation support λs in a dictionary DD, with s=0S-1|λs|Ns=0S-1|λs|N, then it is likely that the sets {λs}0s<s{λs}0s<s are nearly disjoint. In this case, the operator U, the supports λs, and the sources fsfs are approximated by computing sparse approximations of the observed data Yk in DD. The distribution of these coefficients identifies the coefficients of the mixing matrix U and the nearly disjoint source supports. Time-frequency separation of sounds illustrate these results.

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