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arXiv 0910.5146cs.ITmath.IT
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泊松噪声下的压缩感知性能边界

Compressed sensing performance bounds under Poisson noise

Maxim Raginsky, Rebecca M. Willett, Zachary T. Harmany, Roummel F. Marcia

摘要:

本文描述了压缩感知(CS)的性能界限,其中底层的稀疏或可压缩(稀疏近似)信号是一个向量的非负强度的测量被破坏的泊松噪声。在这种情况下,标准CS技术不能直接应用,原因有几个。首先,通常的信号无关和/或有界噪声模型不适用于泊松噪声,这是非加性和信号相关。其次,CS矩阵通常被认为是不可行的,在实际的光学系统,因为他们不遵守重要的约束,如非负性和光子通量的保存。第三,典型的$\ell_2$ - $\ell_1$最小化导致高强度区域中的过拟合和低强度区域中的过平滑。在本文中,我们描述了一个可行的积极性和通量保持传感矩阵可以被构造,然后分析性能的CS重建方法的泊松数据,最大限度地减少了目标函数组成的负泊松对数似然项和惩罚措施的信号稀疏性。我们表明,作为基础信号的整体强度的增加,重建误差的上限以适当的速率衰减(取决于信号的可压缩性),但对于一个固定的信号强度,信号相关的部分的误差界实际上增长的测量或传感器的数量。这一令人惊讶的事实既在理论上得到了证明,也在物理直觉的基础上得到了证明。

英文摘要:

This paper describes performance bounds for compressed sensing (CS) where the underlying sparse or compressible (sparsely approximable) signal is a vector of nonnegative intensities whose measurements are corrupted by Poisson noise. In this setting, standard CS techniques cannot be applied directly for several reasons. First, the usual signal-independent and/or bounded noise models do not apply to Poisson noise, which is non-additive and signal-dependent. Second, the CS matrices typically considered are not feasible in real optical systems because they do not adhere to important constraints, such as nonnegativity and photon flux preservation. Third, the typical $\ell_2$--$\ell_1$ minimization leads to overfitting in the high-intensity regions and oversmoothing in the low-intensity areas. In this paper, we describe how a feasible positivity- and flux-preserving sensing matrix can be constructed, and then analyze the performance of a CS reconstruction approach for Poisson data that minimizes an objective function consisting of a negative Poisson log likelihood term and a penalty term which measures signal sparsity. We show that, as the overall intensity of the underlying signal increases, an upper bound on the reconstruction error decays at an appropriate rate (depending on the compressibility of the signal), but that for a fixed signal intensity, the signal-dependent part of the error bound actually grows with the number of measurements or sensors. This surprising fact is both proved theoretically and justified based on physical intuition.

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