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arXiv 1004.4529cs.ITmath.IT
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联合稀疏恢复中的秩感知

Rank Awareness in Joint Sparse Recovery

Mike E. Davies, Yonina C. Eldar

摘要:

在本文中,我们重新审视稀疏多测量向量(MMV)的问题,其目的是恢复一组联合稀疏多通道向量从不完整的测量。这个问题已经收到越来越多的兴趣作为一个扩展的单通道稀疏恢复问题,这是在新兴领域的压缩感知的心脏。然而,稀疏逼近问题的起源,其中包括链接到阵列信号处理领域,我们找到了一个新的家庭的MMV算法的灵感的基础上的MUSIC算法。我们强调的作用的秩的系数矩阵X在确定的难度的恢复问题。我们得到了稀疏MMV解唯一性的充分必要条件,这表明X的秩越大,X的稀疏性越小,以确保唯一性。我们还表明,更大的秩X的计算工作量较少,需要通过组合搜索来解决MMV问题。在本文的第二部分,我们考虑实际的次优算法解决稀疏MMV问题。我们研究了流行的算法,如SOMP和混合范数最小化技术的排名意识,并显示它们是排名盲的最坏情况分析。然后,我们考虑一个家庭的贪心算法的排名意识。最简单的这种算法是离散版本的MUSIC,并保证在温和的条件下恢复稀疏向量的满秩MMV的情况下。我们扩展这个想法,开发一个秩感知的追求算法,自然减少到顺序递归匹配追求(ORMP)在单测量的情况下,也提供了保证恢复满秩多测量的情况下。数值仿真结果表明,秩感知算法在处理多个测量时明显优于现有算法。

英文摘要:

In this paper we revisit the sparse multiple measurement vector (MMV) problem where the aim is to recover a set of jointly sparse multichannel vectors from incomplete measurements. This problem has received increasing interest as an extension of the single channel sparse recovery problem which lies at the heart of the emerging field of compressed sensing. However the sparse approximation problem has origins which include links to the field of array signal processing where we find the inspiration for a new family of MMV algorithms based on the MUSIC algorithm. We highlight the role of the rank of the coefficient matrix X in determining the difficulty of the recovery problem. We derive the necessary and sufficient conditions for the uniqueness of the sparse MMV solution, which indicates that the larger the rank of X the less sparse X needs to be to ensure uniqueness. We also show that the larger the rank of X the less the computational effort required to solve the MMV problem through a combinatorial search. In the second part of the paper we consider practical suboptimal algorithms for solving the sparse MMV problem. We examine the rank awareness of popular algorithms such as SOMP and mixed norm minimization techniques and show them to be rank blind in terms of worst case analysis. We then consider a family of greedy algorithms that are rank aware. The simplest such algorithm is a discrete version of MUSIC and is guaranteed to recover the sparse vectors in the full rank MMV case under mild conditions. We extend this idea to develop a rank aware pursuit algorithm that naturally reduces to Order Recursive Matching Pursuit (ORMP) in the single measurement case and also provides guaranteed recovery in the full rank multi-measurement case. Numerical simulations demonstrate that the rank aware algorithms are significantly better than existing algorithms in dealing with multiple measurements.

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