We present a novel sparse signal reconstruction method "ISD", aiming to achieve fast reconstruction and a reduced requirement on the number of measurements compared to the classical l_1 minimization approach. ISD addresses failed reconstructions of l_1 minimization due to insufficient measurements. It estimates a support set I from a current reconstruction and obtains a new reconstruction by solving the minimization problem \min{\sum_{i\not\in I}|x_i|:Ax=b}, and it iterates these two steps for a small number of times. ISD differs from the orthogonal matching pursuit (OMP) method, as well as its variants, because (i) the index set I in ISD is not necessarily nested or increasing and (ii) the minimization problem above updates all the components of x at the same time. We generalize the Null Space Property to Truncated Null Space Property and present our analysis of ISD based on the latter.
We introduce an efficient implementation of ISD, called threshold--ISD, for recovering signals with fast decaying distributions of nonzeros from compressive sensing measurements. Numerical experiments show that threshold--ISD has significant advantages over the classical l_1 minimization approach, as well as two state--of--the--art algorithms: the iterative reweighted l_1 minimization algorithm (IRL1) and the iterative reweighted least--squares algorithm (IRLS).
MATLAB code is available for download from http://www.caam.rice.edu/~optimization/L1/ISD/.
The orthogonal matching pursuit (OMP) is one of the mainstream algorithms for sparse data reconstruction or approximation. It acts as a driving force for the development of several other greedy methods for sparse data reconstruction, and it also plays a vital role in the development of compressed sensing theory for sparse signal and image reconstruction. In this paper, we propose the so-called dynamic orthogonal matching pursuit (DOMP) and enhanced dynamic orthogonal matching pursuit (EDOMP) algorithms which are more efficient than OMP for sparse data reconstruction from a numerical point of v…
This paper considers the problem of reconstructing sparse or compressible signals from one-bit quantized measurements. We study a new method that uses a log-sum penalty function, also referred to as the Gaussian entropy, for sparse signal recovery. Also, in the proposed method, sigmoid functions are introduced to quantify the consistency between the acquired one-bit quantized data and the reconstructed measurements. A fast iterative algorithm is developed by iteratively minimizing a convex surrogate function that bounds the original objective function, which leads to an iterative reweighted pr…
This letter considers the problem of sparse signal reconstruction from the timing of its Level Crossings (LC)s. We formulate the sparse Zero Crossing (ZC) reconstruction problem in terms of a single 1-bit Compressive Sensing (CS) model. We also extend the Smoothed L0 (SL0) sparse reconstruction algorithm to the 1-bit CS framework and propose the Binary SL0 (BSL0) algorithm for iterative reconstruction of the sparse signal from ZCs in cases where the number of sparse coefficients is not known to the reconstruction algorithm a priori. Similar to the ZC case, we propose a system of simultaneously…
This paper deals with the problem of sparse recovery often found in compressive sensing applications exploiting a priori knowledge. In particular, we present a knowledge-aided normalized iterative hard thresholding (KA-NIHT) algorithm that exploits information about the probabilities of nonzero entries. We also develop a strategy to update the probabilities using a recursive KA-NIHT (RKA-NIHT) algorithm, which results in improved recovery. Simulation results illustrate and compare the performance of the proposed and existing algorithms.
This paper presents a novel Block Iterative Bayesian Algorithm (Block-IBA) for reconstructing block-sparse signals with unknown block structures. Unlike the existing algorithms for block sparse signal recovery which assume the cluster structure of the nonzero elements of the unknown signal to be independent and identically distributed (i.i.d.), we use a more realistic Bernoulli-Gaussian hidden Markov model (BGHMM) to characterize the non-i.i.d. block-sparse signals commonly encountered in practice. The Block-IBA iteratively estimates the amplitudes and positions of the block-sparse signal usin…
In this paper, we show that high-dimensional sparse wavelet signals of finite levels can be constructed from their partial Fourier measurements on a deterministic sampling set with cardinality about a multiple of signal sparsity.
A signal is sparse in one of its representation domain if the number of nonzero coefficients in that domain is much smaller than the total number of coefficients. Sparse signals can be reconstructed from a very reduced set of measurements/observations. The topic of this paper are conditions for the unique reconstruction of sparse signals from a reduced set of observations. After the basic definitions are introduced, the unique reconstruction conditions are reviewed using the spark, restricted isometry, and coherence of the measurement matrix. Uniqueness of the reconstruction of signals sparse …
In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional compressed sensing to such applications, the continuous parameter space has to be discretized to a finite set of grid points. Discretization, however, incurs errors and leads to deteriorated recovery performance. To address this issue, we propose an iterative reweighted method which jointly estimates the unknown parameters and the sparse signals. Specificall…
We propose novel algorithms that enhance the performance of recovering unknown continuous-valued frequencies from undersampled signals. Our iterative reweighted frequency recovery algorithms employ the support knowledge gained from earlier steps of our algorithms as block prior information to enhance frequency recovery. Our methods improve the performance of the atomic norm minimization which is a useful heuristic in recovering continuous-valued frequency contents. Numerical results demonstrate that our block iterative reweighted methods provide both better recovery performance and faster spee…
ShanghaiTech University（上海科技大学）；Shenzhen University（深圳大学）；University of Chinese Academy of Sciences（中国科学院大学）；Shanghai Institute of Microsystem and Information Technology, Chinese Academy of Sciences（中国科学院上海微系统与信息技术研究所）
We propose a general formulation of nonconvex and nonsmooth sparse optimization problems with convex set constraint, which can take into account most existing types of nonconvex sparsity-inducing terms, bringing strong applicability to a wide range of applications. We design a general algorithmic framework of iteratively reweighted algorithms for solving the proposed nonconvex and nonsmooth sparse optimization problems, which solves a sequence of weighted convex regularization problems with adaptively updated weights. First-order optimality condition is derived and global convergence results a…
Iterative reweighted algorithms, as a class of algorithms for sparse signal recovery, have been found to have better performance than their non-reweighted counterparts. However, for solving the problem of multiple measurement vectors (MMVs), all the existing reweighted algorithms do not account for temporal correlation among source vectors and thus their performance degrades significantly in the presence of correlation. In this work we propose an iterative reweighted sparse Bayesian learning (SBL) algorithm exploiting the temporal correlation, and motivated by it, we propose a strategy to impr…
Sparse channel estimation for massive multiple-input multiple-output systems has drawn much attention in recent years. The required pilots are substantially reduced when the sparse channel state vectors can be reconstructed from a few numbers of measurements. A popular approach for sparse reconstruction is to solve the least-squares problem with a convex regularization. However, the convex regularizer is either too loose to force sparsity or lead to biased estimation. In this paper, the sparse channel reconstruction is solved by minimizing the least-squares objective with a nonconvex regulariz…
For massive multiple-input multiple-output (MIMO) systems operating in frequency-division duplex mode, downlink channel state information (CSI) acquisition will incur large overhead. This overhead is substantially reduced when sparse channel estimation techniques are employed, owing to the channel sparsity in the angular domain. When a sparse channel estimation method is implemented, the measurement matrix, which is related to the pilot matrix, is essential to the channel estimation performance. Existing sparse channel estimation schemes widely adopt random measurement matrices, which have bee…
In this paper, by exploiting the special features of temporal correlations of dynamic sparse channels that path delays change slowly over time but path gains evolve faster, we propose the structured matching pursuit (SMP) algorithm to realize the reconstruction of dynamic sparse channels. Specifically, the SMP algorithm divides the path delays of dynamic sparse channels into two different parts to be considered separately, i.e., the common channel taps and the dynamic channel taps. Based on this separation, the proposed SMP algorithm simultaneously detects the common channel taps of dynamic sp…
Analysis based reconstruction has recently been introduced as an alternative to the well-known synthesis sparsity model used in a variety of signal processing areas. In this paper we convert the analysis exact-sparse reconstruction problem to an equivalent synthesis recovery problem with a set of additional constraints. We are therefore able to use existing synthesis-based algorithms for analysis-based exact-sparse recovery. We call this the Analysis-By-Synthesis (ABS) approach. We evaluate our proposed approach by comparing it against the recent Greedy Analysis Pursuit (GAP) analysis-based re…
Finding the sparset solution of an underdetermined system of linear equations $y=Ax$ has attracted considerable attention in recent years. Among a large number of algorithms, iterative thresholding algorithms are recognized as one of the most efficient and important classes of algorithms. This is mainly due to their low computational complexities, especially for large scale applications. The aim of this paper is to provide guarantees on the global convergence of a wide class of iterative thresholding algorithms. Since the thresholds of the considered algorithms are set adaptively at each itera…
We propose an iterative channel estimation algorithm based on the Least Square Estimation (LSE) and Sparse Message Passing (SMP) algorithm for the Millimeter Wave (mmWave) MIMO systems. The channel coefficients of the mmWave MIMO are approximately modeled as a Bernoulli-Gaussian distribution and the channel matrix is sparse with only a few non-zero entries. By leveraging the advantage of sparseness, we propose an algorithm that iteratively detects the exact locations and values of non-zero entries of the sparse channel matrix. At each iteration, the locations are detected by the SMP, and value…
In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of these discrete-valued vectors, matched algorithms are required which take the additional knowledge of the discrete nature into account. In this paper, the estimation problem is treated from a communications engineering point of view. A powerful new algorithm incorporating techniques known from digital communications and information theory is derived. For comp…
In this paper, we present a Bayesian channel estimation algorithm for multicarrier receivers based on pilot symbol observations. The inherent sparse nature of wireless multipath channels is exploited by modeling the prior distribution of multipath components' gains with a hierarchical representation of the Bessel K probability density function; a highly efficient, fast iterative Bayesian inference method is then applied to the proposed model. The resulting estimator outperforms other state-of-the-art Bayesian and non-Bayesian estimators, either by yielding lower mean squared estimation error o…
We consider the recovery of sparse signals that share a common support from multiple measurement vectors. The performance of several algorithms developed for this task depends on parameters like dimension of the sparse signal, dimension of measurement vector, sparsity level, measurement noise. We propose a fusion framework, where several multiple measurement vector reconstruction algorithms participate and the final signal estimate is obtained by combining the signal estimates of the participating algorithms. We present the conditions for achieving a better reconstruction performance than the …
The sparsity in levels model recently inspired a new generation of effective acquisition and reconstruction modalities for compressive imaging. Moreover, it naturally arises in various areas of signal processing such as parallel acquisition, radar, and the sparse corruptions problem. Reconstruction strategies for sparse in levels signals usually rely on a suitable convex optimization program. Notably, although iterative and greedy algorithms can outperform convex optimization in terms of computational efficiency and have been studied extensively in the case of standard sparsity, little is know…
The reconstruction of sparse signals requires the solution of an $\ell_0$-norm minimization problem in Compressed Sensing. Previous research has focused on the investigation of a single candidate to identify the support (index of nonzero elements) of a sparse signal. To ensure that the optimal candidate can be obtained in each iteration, we propose here an iterative greedy reconstruction algorithm (GSRA). First, the intersection of the support sets estimated by the Orthogonal Matching Pursuit (OMP) and Subspace Pursuit (SP) is set as the initial support set. Then, a hope-tree is built to expan…
In this letter, we propose a sparsity promoting feedback acquisition and reconstruction scheme for sensing, encoding and subsequent reconstruction of spectrally sparse signals. In the proposed scheme, the spectral components are estimated utilizing a sparsity-promoting, sliding-window algorithm in a feedback loop. Utilizing the estimated spectral components, a level signal is predicted and sign measurements of the prediction error are acquired. The sparsity promoting algorithm can then estimate the spectral components iteratively from the sign measurements. Unlike many batch-based Compressive …
Signals sparse in a transformation domain can be recovered from a reduced set of randomly positioned samples by using compressive sensing algorithms. Simple re- construction algorithms are presented in the first part of the paper. The missing samples manifest themselves as a noise in this reconstruction. Once the reconstruction conditions for a sparse signal are met and the reconstruction is achieved, the noise due to missing samples does not influence the results in a direct way. It influences the possibility to recover a signal only. Additive input noise will remain in the resulting reconstr…
An l0-regularized linear regression for a sparse signal reconstruction is implemented based on the quadratic unconstrained binary optimization (QUBO) formulation. In this method, the signal values are quantized and expressed as bit sequences. By transforming l0-norm to a quadratic form of these bits, the fully quadratic objective function is provided and optimized by the solver specialized for QUBO, such as the quantum annealer. Numerical experiments with a commercial quantum annealer show that the proposed method performs slightly better than conventional methods based on orthogonal matching …
We study the impact of sampling theorems on the fidelity of sparse image reconstruction on the sphere. We discuss how a reduction in the number of samples required to represent all information content of a band-limited signal acts to improve the fidelity of sparse image reconstruction, through both the dimensionality and sparsity of signals. To demonstrate this result we consider a simple inpainting problem on the sphere and consider images sparse in the magnitude of their gradient. We develop a framework for total variation (TV) inpainting on the sphere, including fast methods to render the i…
Sparse signals can be recovered from a reduced set of samples by using compressive sensing algorithms. In common methods the signal is recovered in the sparse domain. A method for the reconstruction of sparse signal which reconstructs the remaining missing samples/measurements is recently proposed. The available samples are fixed, while the missing samples are considered as minimization variables. Recovery of missing samples/measurements is done using an adaptive gradient-based algorithm in the time domain. A new criterion for the parameter adaptation in this algorithm, based on the gradient d…
We propose a simple modification to the iterative hard thresholding (IHT) algorithm, which recovers asymptotically sparser solutions as a function of the condition number. When aiming to minimize a convex function $f(x)$ with condition number $κ$ subject to $x$ being an $s$-sparse vector, the standard IHT guarantee is a solution with relaxed sparsity $O(sκ^2)$, while our proposed algorithm, regularized IHT, returns a solution with sparsity $O(sκ)$. Our algorithm significantly improves over ARHT which also finds a solution of sparsity $O(sκ)$, as it does not require re-optimization in each iter…
In this work, we obtain sufficient conditions for the ``stability" of our recently proposed algorithms, modified-CS (for noisy measurements) and Least Squares CS-residual (LS-CS), designed for recursive reconstruction of sparse signal sequences from noisy measurements. By ``stability" we mean that the number of misses from the current support estimate and the number of extras in it remain bounded by a time-invariant value at all times. The concept is meaningful only if the bound is small compared to the current signal support size. A direct corollary is that the reconstruction errors are also …
A spectrally sparse signal of order $r$ is a mixture of $r$ damped or undamped complex sinusoids. This paper investigates the problem of reconstructing spectrally sparse signals from a random subset of $n$ regular time domain samples, which can be reformulated as a low rank Hankel matrix completion problem. We introduce an iterative hard thresholding (IHT) algorithm and a fast iterative hard thresholding (FIHT) algorithm for efficient reconstruction of spectrally sparse signals via low rank Hankel matrix completion. Theoretical recovery guarantees have been established for FIHT, showing that $…
We propose a probabilistic framework for interpreting and developing hard thresholding sparse signal reconstruction methods and present several new algorithms based on this framework. The measurements follow an underdetermined linear model, where the regression-coefficient vector is the sum of an unknown deterministic sparse signal component and a zero-mean white Gaussian component with an unknown variance. We first derive an expectation-conditional maximization either (ECME) iteration that guarantees convergence to a local maximum of the likelihood function of the unknown parameters for a giv…
We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a well-known memory-based acceleration technique. We theoretically characterize the convergence properties of Matrix ALPS using the stable embedding properties of the linear measurement operator. We then numerically illustrate that our algorithm outperforms the existing convex as well as non-convex state-of-the-art algorithms in computational efficiency without…
Compressed sensing (CS) or sparse signal reconstruction (SSR) is a signal processing technique that exploits the fact that acquired data can have a sparse representation in some basis. One popular technique to reconstruct or approximate the unknown sparse signal is the iterative hard thresholding (IHT) which however performs very poorly under non-Gaussian noise conditions or in the face of outliers (gross errors). In this paper, we propose a robust IHT method based on ideas from $M$-estimation that estimates the sparse signal and the scale of the error distribution simultaneously. The method h…
Rapid development of sparse sampling methodology offers dramatic increase in power and efficiency of magnetic resonance techniques in medicine, chemistry, molecular structural biology, and other fields. We suggest to use available yet usually unexploited prior knowledge about the phase and the causality of the sparsely detected NMR signal as a general approach for a major improvement of the spectra quality. The work gives a theoretical framework of the method and demonstrates notable improvement of the protein spectra reconstructed with two commonly used state-of-the-art signal processing algo…
Approximate message passing (AMP) is an effective iterative sparse recovery algorithm for linear system models. Its performance is characterized by the state evolution (SE) which is a simple scalar recursion. However, depending on a measurement matrix ensemble, AMP may face a convergence problem. To avoid this problem, orthogonal AMP (OAMP), which uses de-correlation linear estimation and divergence-free non-linear estimation, was proposed by Ma and Ping. They also provide the SE analysis for OAMP. In their SE analysis, the following two assumptions were made: (i) The estimated vector of the d…
