We consider the block orthogonal multi-matching pursuit (BOMMP) algorithm for the recovery of block sparse signals. A sharp bound is obtained for the exact reconstruction of block $K$-sparse signals via the BOMMP algorithm in the noiseless case, based on the block restricted isometry constant (block-RIC). Moreover, we show that the sharp bound combining with an extra condition on the minimum $\ell_2$ norm of nonzero blocks of block $K-$sparse signals is sufficient to recover the true support of block $K$-sparse signals by the BOMMP in the noise case. The significance of the results we obtain in this paper lies in the fact that making explicit use of block sparsity of block sparse signals can achieve better recovery performance than ignoring the additional structure in the problem as being in the conventional sense.
Applying the theory of compressive sensing in practice always takes different kinds of perturbations into consideration. In this paper, the recovery performance of greedy pursuits with replacement for sparse recovery is analyzed when both the measurement vector and the sensing matrix are contaminated with additive perturbations. Specifically, greedy pursuits with replacement include three algorithms, compressive sampling matching pursuit (CoSaMP), subspace pursuit (SP), and iterative hard thresholding (IHT), where the support estimation is evaluated and updated in each iteration. Based on rest…
To solve the problem of joint sparsity pattern recovery in a decen-tralized network, we propose an algorithm named decentralized and collaborative subspace pursuit (DCSP). The basic idea of DCSP is to embed collaboration among nodes and fusion strategy into each iteration of the standard subspace pursuit (SP) algorithm. In DCSP, each node collaborates with several of its neighbors by sharing high-dimensional coefficient estimates and communicates with other remote nodes by exchanging low-dimensional support set estimates. Experimental evaluations show that, compared with several existing algor…
Orthogonal matching pursuit (OMP) is a greedy algorithm widely used for the recovery of sparse signals from compressed measurements. In this paper, we analyze the number of iterations required for the OMP algorithm to perform exact recovery of sparse signals. Our analysis shows that OMP can accurately recover all $K$-sparse signals within $\lceil 2.8 K \rceil$ iterations when the measurement matrix satisfies a restricted isometry property (RIP). Our result improves upon the recent result of Zhang and also bridges the gap between Zhang's result and the fundamental limit of OMP at which exact re…
We study the problem of recovering the sparsity pattern of block-sparse signals from noise-corrupted measurements. A simple, efficient recovery method, namely, a block-version of the orthogonal matching pursuit (OMP) method, is considered in this paper and its behavior for recovering the block-sparsity pattern is analyzed. We provide sufficient conditions under which the block-version of the OMP can successfully recover the block-sparse representations in the presence of noise. Our analysis reveals that exploiting block-sparsity can improve the recovery ability and lead to a guaranteed recover…
Recovery of sparse signals from compressed measurements constitutes an l0 norm minimization problem, which is unpractical to solve. A number of sparse recovery approaches have appeared in the literature, including l1 minimization techniques, greedy pursuit algorithms, Bayesian methods and nonconvex optimization techniques among others. This manuscript introduces a novel two stage greedy approach, called the Forward-Backward Pursuit (FBP). FBP is an iterative approach where each iteration consists of consecutive forward and backward stages. The forward step first expands the support estimate by…
Several exact recovery criteria (ERC) ensuring that orthogonal matching pursuit (OMP) identifies the correct support of sparse signals have been developed in the last few years. These ERC rely on the restricted isometry property (RIP), the associated restricted isometry constant (RIC) and sometimes the restricted orthogonality constant (ROC). In this paper, three of the most recent ERC for OMP are examined. The contribution is to show that these ERC remain valid for a generalization of OMP, entitled simultaneous orthogonal matching pursuit (SOMP), that is capable to process several measurement…
Greed is good. However, the tighter you squeeze, the less you have. In this paper, a less greedy algorithm for sparse signal reconstruction in compressive sensing, named orthogonal matching pursuit with thresholding is studied. Using the global 2-coherence , which provides a "bridge" between the well known mutual coherence and the restricted isometry constant, the performance of orthogonal matching pursuit with thresholding is analyzed and more general results for sparse signal reconstruction are obtained. It is also shown that given the same assumption on the coherence index and the restricte…
Compressed sensing is a developing field aiming at reconstruction of sparse signals acquired in reduced dimensions, which make the recovery process under-determined. The required solution is the one with minimum $\ell_0$ norm due to sparsity, however it is not practical to solve the $\ell_0$ minimization problem. Commonly used techniques include $\ell_1$ minimization, such as Basis Pursuit (BP) and greedy pursuit algorithms such as Orthogonal Matching Pursuit (OMP) and Subspace Pursuit (SP). This manuscript proposes a novel semi-greedy recovery approach, namely A* Orthogonal Matching Pursuit (…
This paper presents a new analysis for the orthogonal matching pursuit (OMP) algorithm. It is shown that if the restricted isometry property (RIP) is satisfied at sparsity level $O(\bar{k})$, then OMP can recover a $\bar{k}$-sparse signal in 2-norm. For compressed sensing applications, this result implies that in order to uniformly recover a $\bar{k}$-sparse signal in $\Real^d$, only $O(\bar{k} \ln d)$ random projections are needed. This analysis improves earlier results on OMP that depend on stronger conditions such as mutual incoherence that can only be satisfied with $Ω(\bar{k}^2 \ln d)$ ra…
Compressed Sensing (CS) is a signal processing technique which can accurately recover sparse signals from linear measurements with far fewer number of measurements than those required by the classical Shannon-Nyquist theorem. Block sparse signals, i.e., the sparse signals whose nonzero coefficients occur in few blocks, arise from many fields. Block orthogonal matching pursuit (BOMP) is a popular greedy algorithm for recovering block sparse signals due to its high efficiency and effectiveness. By fully using the block sparsity of block sparse signals, BOMP can achieve very good recovery perform…
In this paper we present a new coherence-based performance guarantee for the Orthogonal Matching Pursuit (OMP) algorithm. A lower bound for the probability of correctly identifying the support of a sparse signal with additive white Gaussian noise is derived. Compared to previous work, the new bound takes into account the signal parameters such as dynamic range, noise variance, and sparsity. Numerical simulations show significant improvements over previous work and a closer match to empirically obtained results of the OMP algorithm.
The Orthogonal Matching Pursuit (OMP) for compressed sensing iterates over a scheme of support augmentation and signal estimation. We present two novel matching pursuit algorithms with intrinsic regularization of the signal estimation step that do not rely on a priori knowledge of the signal's sparsity. An iterative approach allows for a hardware efficient implementation of our algorithm, and enables real-world applications of compressed sensing. We provide a series of numerical examples that demonstrate a good performance, especially when the number of measurements is relatively small.
Support recovery of sparse signals from compressed linear measurements is a fundamental problem in compressed sensing (CS). In this paper, we study the orthogonal matching pursuit (OMP) algorithm for the recovery of support under noise. We consider two signal-to-noise ratio (SNR) settings: i) the SNR depends on the sparsity level $K$ of input signals, and ii) the SNR is an absolute constant independent of $K$. For the first setting, we establish necessary and sufficient conditions for the exact support recovery with OMP, expressed as lower bounds on the SNR. Our results indicate that in order …
A sufficient condition reported very recently for perfect recovery of a K-sparse vector via orthogonal matching pursuit (OMP) in K iterations is that the restricted isometry constant of the sensing matrix satisfies delta_K+1<1/(sqrt(delta_K+1)+1). By exploiting an approximate orthogonality condition characterized via the achievable angles between two orthogonal sparse vectors upon compression, this paper shows that the upper bound on delta can be further relaxed to delta_K+1<(sqrt(1+4*delta_K+1)-1)/(2K).This result thus narrows the gap between the so far best known bound and the ultimate perfo…
In this paper, we consider orthogonal matching pursuit (OMP) algorithm for multiple measurement vectors (MMV) problem. The robustness of OMPMMV is studied under general perturbations---when the measurement vectors as well as the sensing matrix are incorporated with additive noise. The main result shows that although exact recovery of the sparse solutions is unrealistic in noisy scenario, recovery of the support set of the solutions is guaranteed under suitable conditions. Specifically, a sufficient condition is derived that guarantees exact recovery of the sparse solutions in noiseless scenari…
We address the problem of sparse recovery using greedy compressed sensing recovery algorithms, without explicit knowledge of the sparsity. Estimating the sparsity order is a crucial problem in many practical scenarios, e.g., wireless communications, where exact value of the sparsity order of the unknown channel may be unavailable a priori. In this paper we have proposed a new greedy algorithm, referred to as the Multiple Choice Hard Thresholding Pursuit (MCHTP), which modifies the popular hard thresholding pursuit (HTP) suitably to iteratively recover the unknown sparse vector along with the s…
This paper provides a simple proof of the mutual incoherence condition $μ< \frac{1}{2K-1}$ under which K-sparse signal can be accurately reconstructed from a small number of linear measurements using the orthogonal matching pursuit (OMP) algorithm. Our proof, based on mathematical induction, is built on an observation that the general step of the OMP process is in essence same as the initial step since the residual is considered as a new measurement preserving the sparsity level of an input vector.
In this paper we define a new coherence index, named the global 2-coherence, of a given dictionary and study its relationship with the traditional mutual coherence and the restricted isometry constant. By exploring this relationship, we obtain more general results on sparse signal reconstruction using greedy algorithms in the compressive sensing (CS) framework. In particular, we obtain an improved bound over the best known results on the restricted isometry constant for successful recovery of sparse signals using orthogonal matching pursuit (OMP).
This paper demonstrates theoretically that if the restricted isometry constant $δ_K$ of the compressed sensing matrix satisfies $$ δ_{K+1} < \frac{1}{\sqrt{K}+1}, $$ then a greedy algorithm called Orthogonal Matching Pursuit (OMP) can recover a signal with $K$ nonzero entries in $K$ iterations. In contrast, matrices are also constructed with restricted isometry constant $$ δ_{K+1} = \frac{1}{\sqrt{K}} $$ such that OMP can not recover $K$-sparse $x$ in $K$ iterations. This result shows that the conjecture given by Dai and Milenkovic is ture.
This paper demonstrates that if the restricted isometry constant $δ_{K+1}$ of the measurement matrix $A$ satisfies $$ δ_{K+1} < \frac{1}{\sqrt{K}+1}, $$ then a greedy algorithm called Orthogonal Matching Pursuit (OMP) can recover every $K$--sparse signal $\mathbf{x}$ in $K$ iterations from $A\x$. By contrast, a matrix is also constructed with the restricted isometry constant $$ δ_{K+1} = \frac{1}{\sqrt{K}} $$ such that OMP can not recover some $K$-sparse signal $\mathbf{x}$ in $K$ iterations. This result positively verifies the conjecture given by Dai and Milenkovic in 2009.
Sampling rate is the bottleneck for spectrum sensing over multi-GHz bandwidth. Recent progress in compressed sensing (CS) initialized several sub-Nyquist rate approaches to overcome the problem. However, efforts to design CS reconstruction algorithms for wideband spectrum sensing are very limited. It is possible to further reduce the sampling rate requirement and improve reconstruction performance via algorithms considering prior knowledge of cognitive radio spectrum usages. In this paper, we group the usages of cognitive radio spectrum into three categories and propose a modified orthogonal m…
We study here sparse recovery problems in the presence of additive noise. We analyze a thresholding version of the CoSaMP algorithm, named Thresholding Greedy Pursuit (TGP). We demonstrate that an appropriate choice of thresholding parameter, even without the knowledge of sparsity level of the signal and strength of the noise, can result in exact recovery with no false discoveries as the dimension of the data increases to infinity.
This paper considers the exact recovery of $k$-sparse signals in the noiseless setting and support recovery in the noisy case when some prior information on the support of the signals is available. This prior support consists of two parts. One part is a subset of the true support and another part is outside of the true support. For $k$-sparse signals $\mathbf{x}$ with the prior support which is composed of $g$ true indices and $b$ wrong indices, we show that if the restricted isometry constant (RIC) $δ_{k+b+1}$ of the sensing matrix $\mathbf{A}$ satisfies \begin{eqnarray*} δ_{k+b+1}<\frac{1}{\…
We shall show that if the restricted isometry constant (RIC) $δ_{s+1}(A)$ of the measurement matrix $A$ satisfies $$ δ_{s+1}(A) < \frac{1}{\sqrt{s + 1}}, $$ then the greedy algorithm Orthogonal Matching Pursuit(OMP) will succeed. That is, OMP can recover every $s$-sparse signal $x$ in $s$ iterations from $b = Ax$. Moreover, we shall show the upper bound of RIC is sharp in the following sense. For any given $s \in \N$, we shall construct a matrix $A$ with the RIC $$ δ_{s+1}(A) = \frac{1}{\sqrt{s + 1}} $$ such that OMP may not recover some $s$-sparse signal $x$ in $s$ iterations.
The orthogonal matching pursuit (OMP) algorithm is a commonly used algorithm for recovering $K$-sparse signals $\x\in \mathbb{R}^{n}$ from linear model $\y=\A\x$, where $\A\in \mathbb{R}^{m\times n}$ is a sensing matrix. A fundamental question in the performance analysis of OMP is the characterization of the probability that it can exactly recover $\x$ for random matrix $\A$. Although in many practical applications, in addition to the sparsity, $\x$ usually also has some additional property (for example, the nonzero entries of $\x$ independently and identically follow the Gaussian distribution…
We present a theoretical analysis of the average performance of OMP for sparse approximation. For signals that are generated from a dictionary with $K$ atoms and coherence $μ$ and coefficients corresponding to a geometric sequence with parameter $α<1$, we show that OMP is successful with high probability as long as the sparsity level $S$ scales as $Sμ^2 \log K \lesssim 1-α$. This improves by an order of magnitude over worst case results and shows that OMP and its famous competitor Basis Pursuit outperform each other depending on the setting.
The simultaneous orthogonal matching pursuit (SOMP) algorithm aims to find the joint support of a set of sparse signals acquired under a multiple measurement vector model. Critically, the analysis of SOMP depends on the maximal inner product of any atom of a suitable dictionary and the current signal residual, which is formed by the subtraction of previously selected atoms. This inner product, or correlation, is a key metric to determine the best atom to pick at each iteration. This paper provides, for each iteration of SOMP, a novel lower bound of the aforementioned metric for the atoms belon…
This paper considers the problem of tracking a dynamic sparse channel in a broadband wireless communication system. A probabilistic signal model is firstly proposed to describe the special features of temporal correlations of dynamic sparse channels: path delays change slowly over time, while path gains evolve faster. Based on such temporal correlations, we then propose the differential orthogonal matching pursuit (D-OMP) algorithm to track a dynamic sparse channel in a sequential way by updating the small channel variation over time. Compared with other channel tracking algorithms, simulation…
As an extension of orthogonal matching pursuit (OMP) improving the recovery performance of sparse signals, generalized OMP (gOMP) has recently been studied in the literature. In this paper, we present a new analysis of the gOMP algorithm using restricted isometry property (RIP). We show that if the measurement matrix $\mathbfΦ \in \mathcal{R}^{m \times n}$ satisfies the RIP with $$δ_{\max \left\{9, S + 1 \right\}K} \leq \frac{1}{8},$$ then gOMP performs stable reconstruction of all $K$-sparse signals $\mathbf{x} \in \mathcal{R}^n$ from the noisy measurements $\mathbf{y} = \mathbf{Φx} + \mathbf…
Direction of Arrival (DOA) estimation of multiple narrow-band coherent or partially coherent sources is a major challenge in array signal processing. Though many subspace- based algorithms are available in literature, none of them tackle the problem of resolving coherent sources directly, e.g. without modifying the sample data covariance matrix. Compressive Sensing (CS) based sparse recovery algorithms are being applied as a novel technique to this area. In this paper, we introduce Orthogonal Matching Pursuit (OMP) to the DOA estimation problem. We demonstrate how a DOA estimation problem can …
Recovery algorithms play a key role in compressive sampling (CS). Most of current CS recovery algorithms are originally designed for one-dimensional (1D) signal, while many practical signals are two-dimensional (2D). By utilizing 2D separable sampling, 2D signal recovery problem can be converted into 1D signal recovery problem so that ordinary 1D recovery algorithms, e.g. orthogonal matching pursuit (OMP), can be applied directly. However, even with 2D separable sampling, the memory usage and complexity at the decoder is still high. This paper develops a novel recovery algorithm called 2D-OMP,…
Support recovery of sparse signals from noisy measurements with orthogonal matching pursuit (OMP) has been extensively studied in the literature. In this paper, we show that for any $K$-sparse signal $\x$, if the sensing matrix $\A$ satisfies the restricted isometry property (RIP) of order $K + 1$ with restricted isometry constant (RIC) $δ_{K+1} < 1/\sqrt {K+1}$, then under some constraint on the minimum magnitude of the nonzero elements of $\x$, the OMP algorithm exactly recovers the support of $\x$ from the measurements $\y=\A\x+\v$ in $K$ iterations, where $\v$ is the noise vector. This con…
In this paper, multi-snapshot Newtonized orthogonal matching pursuit (MNOMP) algorithm is proposed to deal with the line spectrum estimation with multiple measurement vectors (MMVs). MNOMP has the low computation complexity and state-of-the-art performance advantage of NOMP, and also includes two key steps: Detecting a new sinusoid on an oversampled discrete Fourier transform (DFT) grid and refining the parameters of already detected sinusoids to avoid the problem of basis mismatch. We provide a stopping criterion based on the overestimating probability of the model order. In addition, the con…
Generalized Orthogonal Matching Pursuit (gOMP) is a natural extension of OMP algorithm where unlike OMP, it may select $N (\geq1)$ atoms in each iteration. In this paper, we demonstrate that gOMP can successfully reconstruct a $K$-sparse signal from a compressed measurement $ {\bf y}={\bf Φx}$ by $K^{th}$ iteration if the sensing matrix ${\bf Φ}$ satisfies restricted isometry property (RIP) of order $NK$ where $δ_{NK} < \frac {\sqrt{N}}{\sqrt{K}+2\sqrt{N}}$. Our bound offers an improvement over the very recent result shown in \cite{wang_2012b}. Moreover, we present another bound for gOMP of or…
In this paper we present a new coherence-based performance guarantee for the Orthogonal Matching Pursuit (OMP) algorithm. An upper bound for the probability of correctly identifying the support of a sparse signal with additive white Gaussian noise is derived. Compared to previous work, the new bound takes into account the signal parameters such as dynamic range, noise variance, and sparsity. Numerical simulations show significant improvements over previous work.
In this paper, we address the sparse multiple measurement vector (MMV) problem where the objective is to recover a set of sparse nonzero row vectors or indices of a signal matrix from incomplete measurements. Ideally, regardless of the number of columns in the signal matrix, the sparsity (k) plus one measurements is sufficient for the uniform recovery of signal vectors for almost all signals, i.e., excluding a set of Lebesgue measure zero. To approach the "k+1" lower bound with computational efficiency even when the rank of signal matrix is smaller than k, we propose a greedy algorithm called …
Generalized orthogonal matching pursuit (gOMP), also called orthogonal multi-matching pursuit, is an extension of OMP in the sense that $N\geq1$ indices are identified per iteration. In this paper, we show that if the restricted isometry constant (RIC) $δ_{NK+1}$ of a sensing matrix $\A$ satisfies $δ_{NK+1} < 1/\sqrt {K/N+1}$, then under a condition on the signal-to-noise ratio, gOMP identifies at least one index in the support of any $K$-sparse signal $\x$ from $\y=\A\x+\v$ at each iteration, where $\v$ is a noise vector. Surprisingly, this condition does not require $N\leq K$ which is needed…
In this paper, we consider the problem of joint sparsity pattern recovery in a distributed sensor network. The sparse multiple measurement vector signals (MMVs) observed by all the nodes are assumed to have a common (but unknown) sparsity pattern. To accurately recover the common sparsity pattern in a decentralized manner with a low communication overhead of the network, we develop an algorithm named decentralized and collaborative subspace pursuit (DCSP). In DCSP, each node is required to perform three kinds of operations per iteration: 1) estimate the local sparsity pattern by finding the su…
Support recovery of sparse signals from noisy measurements with orthogonal matching pursuit (OMP) has been extensively studied. In this paper, we show that for any $K$-sparse signal $\x$, if a sensing matrix $\A$ satisfies the restricted isometry property (RIP) with restricted isometry constant (RIC) $δ_{K+1} < 1/\sqrt {K+1}$, then under some constraints on the minimum magnitude of nonzero elements of $\x$, OMP exactly recovers the support of $\x$ from its measurements $\y=\A\x+\v$ in $K$ iterations, where $\v$ is a noise vector that is $\ell_2$ or $\ell_{\infty}$ bounded. This sufficient cond…
A well-known analysis of Tropp and Gilbert shows that orthogonal matching pursuit (OMP) can recover a k-sparse n-dimensional real vector from 4 k log(n) noise-free linear measurements obtained through a random Gaussian measurement matrix with a probability that approaches one as n approaches infinity. This work strengthens this result by showing that a lower number of measurements, 2 k log(n - k), is in fact sufficient for asymptotic recovery. More generally, when the sparsity level satisfies kmin <= k <= kmax but is unknown, 2 kmax log(n - kmin) measurements is sufficient. Furthermore, this n…
Orthogonal Matching Pursuit (OMP) is a canonical greedy pursuit algorithm for sparse approximation. Previous studies of OMP have mainly considered the exact recovery of a sparse signal $\bm x$ through $\bm Φ$ and $\bm y=\bm Φ\bm x$, where $\bm Φ$ is a matrix with more columns than rows. In this paper, based on Restricted Isometry Property (RIP), the performance of OMP is analyzed under general perturbations, which means both $\bm y$ and $\bm Φ$ are perturbed. Though exact recovery of an almost sparse signal $\bm x$ is no longer feasible, the main contribution reveals that the exact recovery of…
A recursive approach for shrinking coefficients of an atomic decomposition is proposed. The corresponding algorithm evolves so as to provide at each iteration a) the orthogonal projection of a signal onto a reduced subspace and b) the index of the coefficient to be disregarded in order to construct a coarser approximation minimizing the norm of the residual error.
As a greedy algorithm to recover sparse signals from compressed measurements, orthogonal matching pursuit (OMP) algorithm has received much attention in recent years. In this paper, we introduce an extension of the OMP for pursuing efficiency in reconstructing sparse signals. Our approach, henceforth referred to as generalized OMP (gOMP), is literally a generalization of the OMP in the sense that multiple $N$ indices are identified per iteration. Owing to the selection of multiple ''correct'' indices, the gOMP algorithm is finished with much smaller number of iterations when compared to the OM…
Generalized orthogonal matching pursuit (gOMP) algorithm has received much attention in recent years as a natural extension of orthogonal matching pursuit. It is used to recover sparse signals in compressive sensing. In this paper, a new bound is obtained for the exact reconstruction of every $K$-sparse signal via the gOMP algorithm in the noiseless case. That is, if the restricted isometry constant (RIC) $δ_{NK+1}$ of the sensing matrix $A$ satisfies \begin{eqnarray*} δ_{NK+1}<\frac{1}{\sqrt{\frac{K}{N}+1}}, \end{eqnarray*} then the gOMP can perfectly recover every $K$-sparse signal $x$ from …
In compressive sensing (CS) theory, as the number of samples is decreased below a minimum threshold, the average error of the recovery increases. Sufficient sampling is either required for quality reconstruction or the error is resignedly accepted. However, most CS work has not taken advantage of the inherent structure in a variety of signals relevant to engineering applications. Hence, this paper proposes a new method of recovery built on basis pursuit (BP), called Structure-Constrained Basis Pursuit (SCBP), that constrains signals based on known structure rather than through extra sampling. …
A host of problems involve the recovery of structured signals from a dimensionality reduced representation such as a random projection; examples include sparse signals (compressive sensing) and low-rank matrices (matrix completion). Given the wide range of different recovery algorithms developed to date, it is natural to ask whether there exist "universal" algorithms for recovering "structured" signals from their linear projections. We recently answered this question in the affirmative in the noise-free setting. In this paper, we extend our results to the case of noisy measurements.
This paper studies the joint support recovery of similar sparse vectors on the basis of a limited number of noisy linear measurements, i.e., in a multiple measurement vector (MMV) model. The additive noise signals on each measurement vector are assumed to be Gaussian and to exhibit different variances. The simultaneous orthogonal matching pursuit (SOMP) algorithm is generalized to weight the impact of each measurement vector on the choice of the atoms to be picked according to their noise levels. The new algorithm is referred to as SOMP-NS where NS stands for noise stabilization. To begin with…
In this letter, we first construct a counter example to show that for any given positive integer $K\geq 2$ and for any $\frac{1}{\sqrt{K+1}}\leq t<1$, there always exist a $K-$sparse $\x$ and a matrix $\A$ with the restricted isometry constant $δ_{K+1}=t$ such that the OMP algorithm fails in $K$ iterations. Secondly, we show that even when $δ_{K+1}=\frac{1}{\sqrt{K}+1}$, the OMP algorithm can also perfectly recover every $K-$sparse vector $\x$ from $\y=\A\x$ in $K$ iteration. This improves the best existing results which were independently given by Mo et al. and Wang et al.
Greedy Pursuits are very popular in Compressed Sensing for sparse signal recovery. Though many of the Greedy Pursuits possess elegant theoretical guarantees for performance, it is well known that their performance depends on the statistical distribution of the non-zero elements in the sparse signal. In practice, the distribution of the sparse signal may not be known a priori. It is also observed that performance of Greedy Pursuits degrades as the number of available measurements decreases from a threshold value which is method dependent. To improve the performance in these situations, we intro…
We propose a fast sequential algorithm for the fundamental problem of estimating frequencies and amplitudes of a noisy mixture of sinusoids. The algorithm is a natural generalization of Orthogonal Matching Pursuit (OMP) to the continuum using Newton refinements, and hence is termed Newtonized OMP (NOMP). Each iteration consists of two phases: detection of a new sinusoid, and sequential Newton refinements of the parameters of already detected sinusoids. The refinements play a critical role in two ways: (1) sidestepping the potential basis mismatch from discretizing a continuous parameter space,…
There have been many matching pursuit algorithms (MPAs) which handle the sparse signal recovery problem a.k.a. compressed sensing (CS). In the MPAs, the correlation computation step has a dominant computational complexity. In this letter, we propose a new fast correlation computation method when we use some classes of partial unitary matrices as the sensing matrix. Those partial unitary matrices include partial Fourier matrices and partial Hadamard matrices which are popular sensing matrices. The proposed correlation computation method can be applied to almost all MPAs without causing any degr…
In this correspondence, we obtain exact recovery conditions for regularized modified basis pursuit (reg-mod-BP) and discuss when the obtained conditions are weaker than those for modified-CS or for basis pursuit (BP). The discussion is also supported by simulation comparisons. Reg-mod-BP provides a solution to the sparse recovery problem when both an erroneous estimate of the signal's support, denoted by $T$, and an erroneous estimate of the signal values on $T$ are available.
Exact recovery of $K$-sparse signals $x \in \mathbb{R}^{n}$ from linear measurements $y=Ax$, where $A\in \mathbb{R}^{m\times n}$ is a sensing matrix, arises from many applications. The orthogonal matching pursuit (OMP) algorithm is widely used for reconstructing $x$. A fundamental question in the performance analysis of OMP is the characterizations of the probability of exact recovery of $x$ for random matrix $A$ and the minimal $m$ to guarantee a target recovery performance. In many practical applications, in addition to sparsity, $x$ also has some additional properties. This paper shows that…
It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions, so that with high probability almost all sparse signals can be recovered from i.i.d. Gaussian measurements, have been computed and are referred to as "weak thresholds" \cite{D}. In this paper, we introduce a reweighted $\ell_1$ recovery algorithm composed of two steps: a standard $\ell_1$ minimization step to identify a set of entries where the signal is li…
In this paper, the joint support recovery of several sparse signals whose supports present similarities is examined. Each sparse signal is acquired using the same noisy linear measurement process, which returns fewer observations than the dimension of the sparse signals. The measurement noise is assumed additive, Gaussian, and admits different variances for each sparse signal that is measured. Using the theory of compressed sensing, the performance of simultaneous orthogonal matching pursuit (SOMP) is analysed for the envisioned signal model. The cornerstone of this paper is a novel analysis m…
Orthogonal Matching Pursuit (OMP) is a simple, yet empirically competitive algorithm for sparse recovery. Recent developments have shown that OMP guarantees exact recovery of K-sparse signals with K or more than K iterations if the observation matrix satisfies the restricted isometry property (RIP) with some conditions. We develop RIP-based online guarantees for recovery of a K-sparse signal with more than K OMP iterations. Though these guarantees cannot be generalized to all sparse signals a priori, we show that they can still hold online when the state-of-the-art K-step recovery guarantees f…
In this paper, we put forth a new joint sparse recovery algorithm called signal space matching pursuit (SSMP). The key idea of the proposed SSMP algorithm is to sequentially investigate the support of jointly sparse vectors to minimize the subspace distance to the residual space. Our performance guarantee analysis indicates that SSMP accurately reconstructs any row $K$-sparse matrix of rank $r$ in the full row rank scenario if the sampling matrix $\mathbf{A}$ satisfies $\text{krank}(\mathbf{A}) \ge K+1$, which meets the fundamental minimum requirement on $\mathbf{A}$ to ensure exact recovery. …
In this paper, we propose a new orthogonal matching pursuit algorithm called quasi-OMP algorithm which greatly enhances the performance of classical orthogonal matching pursuit (OMP) algorithm, at some cost of computational complexity. We are able to show that under some sufficient conditions of mutual coherence of the sensing matrix, the QOMP Algorithm succeeds in recovering the s-sparse signal vector x within s iterations where a total number of 2s columns are selected under the both noiseless and noisy settings. In addition, we show that for Gaussian sensing matrix, the norm of the residual…
We consider the recovery of a (real- or complex-valued) signal from magnitude-only measurements, known as phase retrieval. We formulate phase retrieval as a convex optimization problem, which we call PhaseMax. Unlike other convex methods that use semidefinite relaxation and lift the phase retrieval problem to a higher dimension, PhaseMax is a "non-lifting" relaxation that operates in the original signal dimension. We show that the dual problem to PhaseMax is Basis Pursuit, which implies that phase retrieval can be performed using algorithms initially designed for sparse signal recovery. We dev…
