论文标题

混合线性和抗线性操作员的复杂价值非线性最小二乘问题的有效迭代解决方案

Efficient Iterative Solutions to Complex-Valued Nonlinear Least-Squares Problems with Mixed Linear and Antilinear Operators

论文作者

Kim, Tae Hyung, Haldar, Justin P.

论文摘要

我们考虑一个设置,希望找到一个最佳的复杂向量$ \ MathBf {x} \ in \ Mathbb {C}^n $满足$ \ Mathcal {a}(\ Mathbf {x})\ Mathbf {b} $,在$ squares ense $中, \ Mathbb {C}^m $是数据向量(可能是噪声浪费),而$ \ Mathcal {a}(\ cdot):\ Mathbb {C}^n \ rightArrow \ rightArrow \ MathBb {C}^M $是测量运算符。如果$ \ MATHCAL {A}(\ CDOT)$是线性的,则将其减少到经典的线性最小二乘问题,该问题具有众所周知的分析解决方案以及功能强大的迭代解决方案算法。但是,这项工作不是线性最小二乘,而是考虑了更复杂的场景,其中$ \ nathcal {a}(\ cdot)$是非线性的,但可以表示为某些是线性的操作员的总和和/或组成,这些是线性的,而某些操作员则是抗电新的。具有该结构的一些常见非线性操作包括复杂的共轭或采用复杂矢量的实际部分或虚构的部分。以前的文献表明,通过将$ \ mathbf {x} $作为$ \ mathbb {r}^{r}^{2n} $而不是$ \ sathbb {c}^n $中的$ \ mathbb {r}^{2n} $,可以将这种混合的线性/抗线性最小二乘问题映射到线性最小二乘问题中。尽管这种方法是有效的,但用实现的优化问题替换了原始的复杂价值优化问题可能会变得复杂,并且也可能与增加的计算复杂性有关。在这项工作中,我们描述了可以使用标准线性最小二乘工具迭代解决混合线性/抗线性最小二乘问题的理论和计算方法,同时保留了原始逆问题的所有复杂评估结构。提供了一个插图来证明这种方法可以简化实现并降低迭代解决方案算法的计算复杂性。

We consider a setting in which it is desired to find an optimal complex vector $\mathbf{x}\in\mathbb{C}^N$ that satisfies $\mathcal{A}(\mathbf{x}) \approx \mathbf{b}$ in a least-squares sense, where $\mathbf{b} \in \mathbb{C}^M$ is a data vector (possibly noise-corrupted), and $\mathcal{A}(\cdot): \mathbb{C}^N \rightarrow \mathbb{C}^M$ is a measurement operator. If $\mathcal{A}(\cdot)$ were linear, this reduces to the classical linear least-squares problem, which has a well-known analytic solution as well as powerful iterative solution algorithms. However, instead of linear least-squares, this work considers the more complicated scenario where $\mathcal{A}(\cdot)$ is nonlinear, but can be represented as the summation and/or composition of some operators that are linear and some operators that are antilinear. Some common nonlinear operations that have this structure include complex conjugation or taking the real-part or imaginary-part of a complex vector. Previous literature has shown that this kind of mixed linear/antilinear least-squares problem can be mapped into a linear least-squares problem by considering $\mathbf{x}$ as a vector in $\mathbb{R}^{2N}$ instead of $\mathbb{C}^N$. While this approach is valid, the replacement of the original complex-valued optimization problem with a real-valued optimization problem can be complicated to implement, and can also be associated with increased computational complexity. In this work, we describe theory and computational methods that enable mixed linear/antilinear least-squares problems to be solved iteratively using standard linear least-squares tools, while retaining all of the complex-valued structure of the original inverse problem. An illustration is provided to demonstrate that this approach can simplify the implementation and reduce the computational complexity of iterative solution algorithms.

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