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arXiv 1509.06253cs.ITmath.ITstat.AP
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压缩感知广义交替投影算法的收敛性

Convergence of the Generalized Alternating Projection Algorithm for Compressive Sensing

Xin Yuan, Hong Jiang, Paul Wilford

摘要:

研究了广义交替投影(GAP)算法求解压缩感知问题$\yv = \Amat \xv + \epsilonv$的收敛性。通过假设$\Amat\Amat\ts$可逆,证明了当感知矩阵$\Amat$满足$δ_{2K}$的限制等距性(RIP)条件时,GAP在一定步长范围内线性收敛,其中$K$是$\xv$的稀疏性.理论分析扩展到自适应迭代阈值(AIT)算法,其收敛速度也推导出基于$δ_{2K}$的传感矩阵。我们进一步证明了在相同条件下,GAP算法的收敛速度比AIT算法快。大量的仿真结果证实了理论断言。

英文摘要:

The convergence of the generalized alternating projection (GAP) algorithm is studied in this paper to solve the compressive sensing problem $\yv = \Amat \xv + \epsilonv$. By assuming that $\Amat\Amat\ts$ is invertible, we prove that GAP converges linearly within a certain range of step-size when the sensing matrix $\Amat$ satisfies restricted isometry property (RIP) condition of $δ_{2K}$, where $K$ is the sparsity of $\xv$. The theoretical analysis is extended to the adaptively iterative thresholding (AIT) algorithms, for which the convergence rate is also derived based on $δ_{2K}$ of the sensing matrix. We further prove that, under the same conditions, the convergence rate of GAP is faster than that of AIT. Extensive simulation results confirm the theoretical assertions.

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