Line Spectral Estimation Using a G-Filter: Atomic Norm Minimization with Multiple Output Vectors

Abstract

We propose an atomic norm minimization (ANM) estimator of frequencies in a noisy complex sinusoidal signal that integrates Georgiou's filter bank (G-filter) with multiple output vectors (MOV). Unlike our previous work on the G-filter version of ANM which is restricted to a single filtered output vector, the proposed method in this paper uses MOV to improve data utilization and robustness of the estimate. The ANM problem with MOV can be reformulated as a semidefinite program thanks to a Carath\'eodory--Fej\'er-type decomposition for output covariance matrices of the G-filter. Numerical simulations demonstrate that the proposed approach significantly outperforms the standard ANM and the G-filter version of ANM with a single output vector in recovering the correct number of frequency components when the frequencies fall within the band(s) selected by the G-filter, particularly in the low SNR regime.