Spectrally Sparse Signal Recovery via Hankel Matrix Completion with Prior Information
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This paper studies the problem of reconstructing spectrally sparse signals from a small random subset of time domain samples via low-rank Hankel matrix completion with the aid of prior information. By leveraging the low-rank structure of spectrally sparse signals in the lifting domain and the similarity between the signals and their prior information, we propose a convex method to recover the undersampled spectrally sparse signals. The proposed approach integrates the inner product of the desired signal and its prior information in the lift domain into vanilla Hankel matrix completion, which maximizes the correlation between the signals and their prior information. Theoretical analysis indicates that when the prior information is reliable, the proposed method has a better performance than vanilla Hankel matrix completion, which reduces the number of measurements by a logarithmic factor. We also develop an ADMM algorithm to solve the corresponding optimization problem. Numerical results are provided to verify the performance of proposed method and corresponding algorithm.
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