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 a form of inverse problem of the 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 continuous domain that can be implemented as a measurement domain interpolation, after which a signal reconstruction can be done using classical analytic reconstruction methods. The main idea is originated from the fundamental duality between the sparsity in the primary space and the low-rankness of a structured matrix in the spectral domain, which shows that a low-rank interpolator in the spectral domain can enjoy all the benefit 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 class of finite rate of innovations (FRI) signals at near optimal sampling rate. Moreover, for the case of cardinal representation, we can show that the proposed low-rank interpolation will benefit from inherent regularization and the optimal incoherence parameter. Using the powerful dual certificates and golfing scheme, we show that the new framework still achieves the near-optimal sampling rate for general class of FRI signal recovery, and the sampling rate can be further reduced for the class of cardinal splines. Numerical results using various type of FRI signals confirmed that the proposed low-rank interpolation approach has significant better phase transition than the conventional CS approaches.