Phase retrieval and system identification in dynamical sampling via Prony’s method

Abstract

Phase retrieval in dynamical sampling is a novel research direction, where an unknown signal has to be recovered from the phaseless measurements with respect to a dynamical frame, i.e., a sequence of sampling vectors constructed by the repeated action of an operator. The loss of the phase here turns the well-posed dynamical sampling into a severe ill-posed inverse problem. In the existing literature, the involved operator is usually completely known. In this paper, we combine phase retrieval in dynamical sampling with the identification of the system. For instance, if the dynamical frame is based on a repeated convolution, then we want to recover the unknown convolution kernel in advance. Using Prony’s method, we establish several recovery guarantees for signal and system, whose proofs are constructive and yield algebraic recovery methods. The required assumptions are satisfied by almost all signals, operators, and sampling vectors. Studying the sensitivity of the recovery procedures, we establish error bounds for the approximate Prony method with respect to complex exponential sums.