Harmonic retrieval using weighted lifted-structure low-rank matrix completion

In this paper, we investigate the problem of recovering the frequency components of a mixture of K complex sinusoids from a random subset of N equally-spaced time-domain samples. Because of the random subset, the samples are effectively non-uniform. Besides, the frequency values of each of the K complex sinusoids are assumed to vary continuously within a given range. For this problem, we propose a two-step strategy: (i) we first lift the incomplete set of uniform samples (unavailable samples are treated as missing data) into a structured matrix with missing entries, which is potentially low-rank; then (ii) we complete the matrix using a weighted nuclear minimization problem. We call the method a weighted lifted-structured (WLi) low-rank matrix recovery. Our approach can be applied to a range of matrix structures such as Hankel and double-Hankel, among others, and provides improvement over the unweighted existing schemes such as EMaC and DEMaC. We provide theoretical guarantees for the proposed method, as well as numerical simulations in both noiseless and noisy settings. Both the theoretical and the numerical results confirm the superiority of the proposed approach. •Separating exponential signals from a mixture.•Dealing with non-uniform samples and apllying a lifted structure.•Matrix completion by using a an adaptive weighting scheme.•Including both theoretical guarantees and numerical results.