Sparse signal recovery using structured total maximum likelihood
In this paper, we consider the sparse signal recovery problem when the dictionary is a Fourier frame. Based on the annihilation relation, the sparse signal recovery from noisy observations is posed as a structured total maximum likelihood (STML) problem. The recent structured total least squares (STLS) approach for finite rate of innovation signal recovery can be viewed as a particular version of our method. We transform the STML problem which has an additional logdet term into a form similar to the STLS problem. It can be effectively tackled using an iterative quadratic maximum likelihood like algorithm. From simulation results, our proposed STML approach outperforms the STLS based algorithm and the state-of-the-art sparse recovery algorithms.