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arXiv 1001.4387cs.ITmath.IT
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压缩感知的凸可行性方法

Convex Feasibility Methods for Compressed Sensing

Avishy Carmi, Pini Gurfil

摘要:

我们提出了一种计算效率高的方法,用于从一系列噪声观测中恢复稀疏信号,称为压缩感知(CS)问题。CS理论要求求解一个凸约束最小化问题。我们建议将这个优化问题转化为一个凸可行性问题(CFP),并使用次梯度投影方法,这是迭代的,快速的,鲁棒的和收敛的计划解决CFP解决它。相对于一些最近推出的CS算法,如贝叶斯CS和梯度投影稀疏重建,这成为低效的问题的维数和稀疏度的增加,新提出的方法表现出显着的鲁棒性,这些因素。这使得次梯度投影方法对于大规模可压缩场景是高度可行的。

英文摘要:

We present a computationally-efficient method for recovering sparse signals from a series of noisy observations, known as the problem of compressed sensing (CS). CS theory requires solving a convex constrained minimization problem. We propose to transform this optimization problem into a convex feasibility problem (CFP), and solve it using subgradient projection methods, which are iterative, fast, robust and convergent schemes for solving CFPs. As opposed to some of the recently-introduced CS algorithms, such as Bayesian CS and gradient projections for sparse reconstruction, which become inefficient as the problem dimension and sparseness degree increase, the newly-proposed methods exhibit a marked robustness with respect to these factors. This renders the subgradient projection methods highly viable for large-scale compressible scenarios.

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