Recently, the statistical restricted isometry property (RIP) has been formulated to analyze the performance of deterministic sampling matrices for compressed sensing. In this paper, we propose the usage of orthogonal symmetric Toeplitz matrices (OSTM) for compressed sensing and study their statistical RIP by taking advantage of Stein's method. In particular, we derive the statistical RIP performance bound in terms of the largest value of the sampling matrix and the sparsity level of the input signal. Based on such connections, we show that OSTM can satisfy the statistical RIP for an overwhelming majority of signals with given sparsity level, if a Golay sequence used to generate the OSTM. Such sensing matrices are deterministic, Toeplitz, and efficient to implement. Simulation results show that OSTM can offer reconstruction performance similar to that of random matrices.
The restricted isometry property (RIP) has become well-known in the compressed sensing community. Recently, a weaken version of RIP was proposed for exact sparse recovery under weak moment assumptions. In this note, we prove that the weaken RIP is also sufficient for \textsl{stable and robust} sparse recovery by linking it with a recently introduced robust width property in compressed sensing. Moreover, we show that it can be widely apply to other compressed sensing instances as well.
We investigate the sign-linear embeddings of 1-bit compressed sensing given by Gaussian measurements. One can give short arguments concerning a Restricted Isometry Property of such maps using Vapnik-Chervonenkis dimension of sparse hemispheres. This approach has a natural extension to the presence of additive white noise prior to quantization. Noisy one-bit mappings are shown to satisfy an RIP when the metric on the sphere is given by the noise.
Achievable Angles Between two Compressed Sparse Vectors Under Norm/Distance Constraints Imposed by the Restricted Isometry Property: A Plane Geometry Approach
Although largely different concepts, echo state networks and compressed sensing models both rely on collections of random weights; as the reservoir dynamics for echo state networks, and the sensing coefficients in compressed sensing. Several methods for generating the random matrices and metrics to indicate desirable performance are well-studied in compressed sensing, but less so for echo state networks. This work explores any overlap in these compressed sensing methods and metrics for application to echo state networks. Several methods for generating the random reservoir weights are considere…
This paper discusses reconstruction of signals from few measurements in the situation that signals are sparse or approximately sparse in terms of a general frame via the $l_q$-analysis optimization with $0<q\leq 1$. We first introduce a notion of restricted $q$-isometry property ($q$-RIP) adapted to a dictionary, which is a natural extension of the standard $q$-RIP, and establish a generalized $q$-RIP condition for approximate reconstruction of signals via the $l_q$-analysis optimization. We then determine how many random, Gaussian measurements are needed for the condition to hold with high pr…
Dimensionality reduction is a popular approach to tackle high-dimensional data with low-dimensional nature. Subspace Restricted Isometry Property, a newly-proposed concept, has proved to be a useful tool in analyzing the effect of dimensionality reduction algorithms on subspaces. In this paper, we provide a characterization of subspace Restricted Isometry Property, asserting that matrices which act as a near-isometry on low-dimensional subspaces possess subspace Restricted Isometry Property. This points out a unified approach to discuss subspace Restricted Isometry Property. Its power is furth…
In this paper we look at isometry properties of random matrices. During the last decade these properties gained a lot attention in a field called compressed sensing in first place due to their initial use in \cite{CRT,CT}. Namely, in \cite{CRT,CT} these quantities were used as a critical tool in providing a rigorous analysis of $\ell_1$ optimization's ability to solve an under-determined system of linear equations with sparse solutions. In such a framework a particular type of isometry, called restricted isometry, plays a key role. One then typically introduces a couple of quantities, called u…
Dimension reduction plays an essential role when decreasing the complexity of solving large-scale problems. The well-known Johnson-Lindenstrauss (JL) Lemma and Restricted Isometry Property (RIP) admit the use of random projection to reduce the dimension while keeping the Euclidean distance, which leads to the boom of Compressed Sensing and the field of sparsity related signal processing. Recently, successful applications of sparse models in computer vision and machine learning have increasingly hinted that the underlying structure of high dimensional data looks more like a union of subspaces (…
Restricted Isometries for Partial Random Circulant Matrices
在压缩感知理论中,限制等距分析已经成为研究测量矩阵如何有效地获取关于稀疏和可压缩信号的信息的标准工具。已知许多恢复算法在采样矩阵的限制等距常数很小时成功。压缩传感的许多潜在应用涉及数据采集过程,该过程通过与随机脉冲进行卷积,然后进行(非随机)子采样。目前,对这种测量技术的理论分析还很缺乏。本文证明了当样本数$m$满足$m \gtrsim (s \log n)^{3/2}$时,$s$阶限制等距常数很小,其中$n$为脉冲长度。这个界限改善了以前的估计,表现出二次缩放。
Compressed sensing (CS) enables people to acquire the compressed measurements directly and recover sparse or compressible signals faithfully even when the sampling rate is much lower than the Nyquist rate. However, the pure random sensing matrices usually require huge memory for storage and high computational cost for signal reconstruction. Many structured sensing matrices have been proposed recently to simplify the sensing scheme and the hardware implementation in practice. Based on the restricted isometry property and coherence, couples of existing structured sensing matrices are reviewed in…
The expicit restricted isometry property (RIP) measurement matrices are needed in practical application of compressed sensing in signal processing. RIP matrices from Reed-Solomon codes, BCH codes, orthogonal codes, expander graphs have been proposed and analysised. On the other hand binary constant weight codes have been studied for many years and many optimal or near-optimal small weight and ditance constant weight codes have been determined. In this paper we propose a new deterministic construction of RIP measurement matrices in compressed sensing from binary and ternary contant weight codes…
Radar imaging systems transmit modulated wideband waveform to achieve high range resolution resulting in high sampling rates at the receiver proportional to the bandwidth of the transmit waveform. Analog processing techniques can be used on receive to reduce the number of measurements to N, the number of potential delay bins. If the scene interrogated by the radar is assumed to be sparse consisting of K point targets, results from compressive sensing suggest that number of measurements can be further reduced to scale with K logN for stable recovery of a sparse scene from measurements with addi…
Structures play a significant role in the field of signal processing. As a representative of structural data, low rank matrix along with its restricted isometry property (RIP) has been an important research topic in compressive signal processing. Subspace projection matrix is a kind of low rank matrix with additional structure, which allows for further reduction of its intrinsic dimension. This leaves room for improving its own RIP, which could work as the foundation of compressed subspace projection matrix recovery. In this work, we study the RIP of subspace projection matrix under random ort…
Compressed sensing is a celebrated framework in signal processing and has many practical applications. One of challenging problems in compressed sensing is to construct deterministic matrices having restricted isometry property (RIP). So far, there are only a few publications providing deterministic RIP matrices beating the square-root bottleneck on the sparsity level. In this paper, we investigate RIP of certain matrices defined by higher power residues modulo primes. Moreover, we prove that the widely-believed generalized Paley graph conjecture implies that these matrices have RIP breaking t…
Hierarchically sparse signals and Kronecker product structured measurements arise naturally in a variety of applications. The simplest example of a hierarchical sparsity structure is two-level $(s,σ)$-hierarchical sparsity which features $s$-block-sparse signals with $σ$-sparse blocks. For a large class of algorithms recovery guarantees can be derived based on the restricted isometry property (RIP) of the measurement matrix and model-based variants thereof. We show that given two matrices $\mathbf{A}$ and $\mathbf{B}$ having the standard $s$-sparse and $σ$-sparse RIP their Kronecker product $\…
The null space property (NSP) and the restricted isometry property (RIP) are two properties which have received considerable attention in the compressed sensing literature. As the name suggests, NSP is a property that depends solely on the null space of the measurement procedure and as such, any two matrices which have the same null space will have NSP if either one of them does. On the other hand, RIP is a property of the measurement procedure itself, and given an RIP matrix it is straightforward to construct another matrix with the same null space that is not RIP. %Furthermore, RIP is known …
In this paper we propose three iterative greedy algorithms for compressed sensing, called \emph{iterative alternating direction} (IAD), \emph{normalized iterative alternating direction} (NIAD) and \emph{alternating direction pursuit} (ADP), which stem from the iteration steps of alternating direction method of multiplier (ADMM) for $\ell_0$-regularized least squares ($\ell_0$-LS) and can be considered as the alternating direction versions of the well-known iterative hard thresholding (IHT), normalized iterative hard thresholding (NIHT) and hard thresholding pursuit (HTP) respectively. Firstly,…
Compressed sensing seeks to invert an underdetermined linear system by exploiting additional knowledge of the true solution. Over the last decade, several instances of compressed sensing have been studied for various applications, and for each instance, reconstruction guarantees are available provided the sensing operator satisfies certain sufficient conditions. In this paper, we completely characterize the sensing operators which allow uniformly stable and robust reconstruction by convex optimization for many of these instances. The characterized sensing operators satisfy a new property we ca…
In this paper, we propose a compressed sensing (CS) framework that consists of three parts: a unit-norm tight frame (UTF), a random diagonal matrix and a column-wise orthonormal matrix. We prove that this structure satisfies the restricted isometry property (RIP) with high probability if the number of measurements $m = O(s \log^2s \log^2n)$ for $s$-sparse signals of length $n$ and if the column-wise orthonormal matrix is bounded. Some existing structured sensing models can be studied under this framework, which then gives tighter bounds on the required number of measurements to satisfy the RIP…
Dimensionality reduction is in demand to reduce the complexity of solving large-scale problems with data lying in latent low-dimensional structures in machine learning and computer version. Motivated by such need, in this work we study the Restricted Isometry Property (RIP) of Gaussian random projections for low-dimensional subspaces in $\mathbb{R}^N$, and rigorously prove that the projection Frobenius norm distance between any two subspaces spanned by the projected data in $\mathbb{R}^n$ ($n<N$) remain almost the same as the distance between the original subspaces with probability no less tha…
Compressed sensing was proposed by E. J. Candés, J. Romberg, T. Tao, and D. Donoho for efficient sampling of sparse signals in 2006 and has vast applications in signal processing. The expicit restricted isometry property (RIP) measurement matrices are needed in practice. Since 2007 R. DeVore, J. Bourgain et al and R. Calderbank et al have given several deterministic cosntrcutions of RIP matrices from various mathematical objects. On the other hand the strong coherence property of a measurement matrix was introduced by Bajwa and Calderbank et al for the recovery of signals under the noisy measu…