Sparse Phase Retrieval of One-Dimensional Signals by Prony's Method

Abstract

In this paper, we show that sparse signals f representable as a linear combination of a finite number N of spikes at arbitrary real locations or as a finite linear combination of B-splines of order m with arbitrary real knots can be almost surely recovered from (Formula presented.) intensity measurements (Formula presented.) up to trivial ambiguities. The constructive proof consists of two steps, where in the first step Prony's method is applied to recover all parameters of the autocorrelation function and in the second step the parameters of f are derived. Moreover, we present an algorithm to evaluate f from its Fourier intensities and illustrate it at different numerical examples.