Rank-one Multi-Reference Factor Analysis
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In recent years, there is a growing need for processing methods aimed at extracting useful information from large datasets. In many cases the challenge is to discover a low-dimensional structure in the data, often concealed by the existence of nuisance parameters and noise. Motivated by such challenges, we consider the problem of estimating a signal from its scaled, cyclically-shifted and noisy observations. We focus on the particularly challenging regime of low signal-to-noise ratio (SNR), where different observations cannot be shift-aligned. We show that an accurate estimation of the signal from its noisy observations is possible, and derive a procedure which is proved to consistently estimate the signal. The asymptotic sample complexity (the number of observations required to recover the signal) of the procedure is 1/SNR^4. Additionally, we propose a procedure which is experimentally shown to improve the sample complexity by a factor equal to the signal's length. Finally, we present numerical experiments which demonstrate the performance of our algorithms, and corroborate our theoretical findings.
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