Reconstruction of signals from their autocorrelation and cross-correlation vectors, with applications to phase retrieval and blind channel estimation.

We consider the problem of reconstructing two signals from the autocorrelation and cross-correlation measurements. This inverse problem is a fundamental one in signal processing, and arises in many applications, including phase retrieval and blind channel estimation. In a typical phase retrieval setup, only the autocorrelation measurements are obtainable. We show that, when the measurements are ob...