The canonical polyadic decomposition (CPD) of high-order tensors, also known as Candecomp/Parafac, is very useful for representing and analyzing multidimensional data. This paper considers a CPD model having structured matrix factors, as e.g. Toeplitz, Hankel or circulant matrices, and studies its associated estimation problem. This model arises in signal processing applications such as Wiener-Hammerstein system identification and cumulant-based wireless communication channel estimation. After introducing a general formulation of the considered structured CPD (SCPD), we derive closed-form expressions for the Cramér-Rao bound (CRB) of its parameters under the presence of additive white Gaussian noise. Formulas for special cases of interest, as when the CPD contains identical factors, are also provided. Aiming at a more relevant statistical evaluation from a practical standpoint, we discuss the application of our formulas in a Bayesian context, where prior distributions are assigned to the model parameters. Three existing algorithms for computing SCPDs are then described: a constrained alternating least squares (CALS) algorithm, a subspace-based solution and an algebraic solution for SCPDs with circulant factors. Subsequently, we present three numerical simulation scenarios, in which several specialized estimators based on these algorithms are proposed for concrete examples of SCPD involving circulant factors. In particular, the third scenario concerns the identification of a Wiener-Hammerstein system via the SCPD of an associated Volterra kernel. The statistical performance of the proposed estimators is assessed via Monte Carlo simulations, by comparing their Bayesian mean-square error with the expected CRB.

International audienceBilinear and Volterra models are important when dealing with nonlinear systems which arise in several signal processing applications. The former can approximate a large class of systems affine in the input with relatively low parametric complexity. Such an approximate bilinear model can be derived by means of Carleman bilinearization (CB). Then, a Volterra model can be computed from it, having the advantage of being linear in the parameters, but often involving a large number of them. In this paper we develop efficient routines for CB and for computing the Volterra kernels of a bilinear system. We argue that they are useful for studying a class of systems for which a reference physical model is known. In particular, the so-derived kernels allow assessing the suitability of a Volterra filter and of other alternatives for modeling the system of interest. Techniques exploiting sparsity and low rank of involved matrices are proposed for alleviating computing cost. Several examples are given along the paper to illustrate their use, based on existing physical models of loudspeakers

The Candecomp/PARAFAC decomposition (CPD) is an important mathematical tool used in several fields of application. Yet, its computation is usually performed with iterative methods which are subject to reaching local minima and to exhibiting slow convergence. In some practical contexts, the data tensors of interest admit decompositions constituted by matrix factors with particular structure. Often, such structure can be exploited for devising specialized algorithms with superior properties in comparison with general iterative methods. In this paper, we propose a novel approach for computing a circulant-constrained CPD (CCPD), i.e., a CPD of a hypercubic tensor whose factors are all circulant (and possibly tall). To this end, we exploit the algebraic structure of such tensor, showing that the elements of its frequency-domain counterpart satisfy homogeneous monomial equations in the eigenvalues of square circulant matrices associated with its factors, which we can therefore estimate by solving these equations. Then, we characterize the sets of solutions admitted by such equations under Kruskal's uniqueness condition. Simulation results are presented, validating our approach and showing that it can help avoiding typical disadvantages of iterative methods.

To overcome the physical barriers caused by light diffraction, super-resolution techniques are often applied in fluorescence microscopy. State-of-the-art approaches require specific and often demanding acquisition conditions to achieve adequate levels of both spatial and temporal resolution. Analyzing the stochastic fluctuations of the fluorescent molecules provides a solution to the aforementioned limitations, as sufficiently high spatio-temporal resolution for live-cell imaging can be achieved by using common microscopes and conventional fluorescent dyes. Based on this idea, we present COL0RME, a method for COvariance-based ℓ 0 super-Resolution Microscopy with intensity Estimation, which achieves good spatio-temporal resolution by solving a sparse optimization problem in the covariance domain and discuss automatic parameter selection strategies. The method is composed of two steps: the former where both the emitters' independence and the sparse distribution of the fluorescent molecules are exploited to provide an accurate localization; the latter where real intensity values are estimated given the computed support. The paper is furnished with several numerical results both on synthetic and real fluorescence microscopy images and several comparisons with state-of-the art approaches are provided. Our results show that COL0RME outperforms competing methods exploiting analogously temporal fluctuations; in particular, it achieves better localization, reduces background artifacts and avoids fine parameter tuning.