Approximate Message Passing with Unitary Transformation for Robust Bilinear Recovery

Abstract: Recently, several promising approximate message passing (AMP) based algorithms have been developed for bilinear recovery with model $\boldsymbol{Y}=\sum_{k=1}^K b_k \boldsymbol{A}_k \boldsymbol{C} +\boldsymbol{W} $, where ${b_k}$ and $\boldsymbol{C}$ are jointly recovered with known $\boldsymbol{A}_k$ from the noisy measurements $\boldsymbol{Y}$. The bilinear recover problem has many applications such as dictionary learning, self-calibration, compressive sensing with matrix uncertainty, etc. In this work, we propose a new bilinear recovery algorithm based on AMP with unitary transformation. It is shown that, compared to the state-of-the-art message passing based algorithms, the proposed algorithm is much more robust and faster, leading to remarkably better performance.