Leveraging subspace information for low-rank matrix reconstruction

Abstract

The problem of low-rank matrix reconstruction arises in various applications in communications and signal processing. The state of the art research largely focuses on the recovery techniques that utilize affine maps satisfying the restricted isometry property (RIP). However, the affine map design and reconstruction under a priori information, i.e., column or row subspace information, has not been thoroughly investigated. To this end, we present designs of affine maps and reconstruction algorithms that fully exploit the low-rank matrix subspace information. Compared to the randomly generated affine map, the proposed affine map design permits an enhanced reconstruction. In addition, we derive an optimal representation of low-rank matrices, which is exploited to optimize the rank and subspace of the estimate by adapting them to the noise level in order to achieve the minimum mean square error (MSE). Moreover, in the case when the subspace information is not a priori available, we propose a two-step algorithm, where, in the first step, it estimates the column subspace of a low-rank matrix, and in the second step, it exploits the estimated information to complete the reconstruction. The simulation results show that the proposed algorithm achieves robust performance with much lower complexity than existing reconstruction algorithms.