Compressive Sampling Using Annihilating Filter-Based Low-Rank Interpolation

While the recent theory of compressed sensing provides an opportunity to overcome the Nyquist limit in recovering sparse signals, a solution approach usually takes the form of an inverse problem of an unknown signal, which is crucially dependent on specific signal representation. In this paper, we propose a drastically different two-step Fourier compressive sampling framework in a continuous domain that can be implemented via measurement domain interpolation, after which signal reconstruction can be done using classical analytic reconstruction methods. The main idea originates from the fundamental duality between the sparsity in the primary space and the low-rankness of a structured matrix in the spectral domain, showing that a low-rank interpolator in the spectral domain can enjoy all of the benefits of sparse recovery with performance guarantees. Most notably, the proposed low-rank interpolation approach can be regarded as a generalization of recent spectral compressed sensing to recover large classes of finite rate of innovations (FRI) signals at a near-optimal sampling rate. Moreover, for the case of cardinal representation, we can show that the proposed low-rank interpolation scheme will benefit from inherent regularization and an optimal incoherence parameter. Using a powerful dual certificate and the golfing scheme, we show that the new framework still achieves a near-optimal sampling rate for a general class of FRI signal recovery, while the sampling rate can be further reduced for a class of cardinal splines. Numerical results using various types of FRI signals confirm that the proposed low-rank interpolation approach offers significantly better phase transitions than conventional compressive sampling approaches.