We study the problem of reconstructing a block-sparse signal from compressively sampled measurements. In certain applications, in addition to the inherent block-sparse structure of the signal, some prior information about the block support, i.e. blocks containing non-zero elements, might be available. Although many block-sparse recovery algorithms have been investigated in Bayesian framework, it is still unclear how to incorporate the information about the probability of occurrence into regularization-based block-sparse recovery in an optimal sense. In this work, we bridge between these fields by the aid of a new concept in conic integral geometry. Specifically, we solve a weighted optimization problem when the prior distribution about the block support is available. Moreover, we obtain the unique weights that minimize the expected required number of measurements. Our simulations on both synthetic and real data confirm that these weights considerably decrease the required sample complexity.
Compressed sensing (CS) demonstrates that sparse signals can be recovered from underdetermined linear measurements. We focus on the joint sparse recovery problem where multiple signals share the same common sparse support sets, and they are measured through the same sensing matrix. Leveraging a recent information theoretic characterization of single signal CS, we formulate the optimal minimum mean square error (MMSE) estimation problem, and derive a belief propagation algorithm, its relaxed version, for the joint sparse recovery problem and an approximate message passing algorithm. In addition…
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 consider the recovery of sparse signals subject to sparse interference, as introduced in Studer et al., IEEE Trans. IT, 2012. We present novel probabilistic recovery guarantees for this framework, covering varying degrees of knowledge of the signal and interference support, which are relevant for a large number of practical applications. Our results assume that the sparsifying dictionaries are characterized by coherence parameters and we require randomness only in the signal and/or interference. The obtained recovery guarantees show that one can recover sparsely corrupted signals with overw…
This short note proves the $\ell_2-\ell_1$ instance optimality of a $\ell_1/\ell_1$ solver, i.e a variant of \emph{basis pursuit denoising} with a $\ell_1$ fidelity constraint, when applied to the estimation of sparse (or compressible) signals observed by sparsely corrupted compressive measurements. The approach simply combines two known results due to Y. Plan, R. Vershynin and E. Candès.
We investigate the recovery of signals exhibiting a sparse representation in a general (i.e., possibly redundant or incomplete) dictionary that are corrupted by additive noise admitting a sparse representation in another general dictionary. This setup covers a wide range of applications, such as image inpainting, super-resolution, signal separation, and recovery of signals that are impaired by, e.g., clipping, impulse noise, or narrowband interference. We present deterministic recovery guarantees based on a novel uncertainty relation for pairs of general dictionaries and we provide correspondi…
The task of finding a sparse signal decomposition in an overcomplete dictionary is made more complicated when the signal undergoes an unknown modulation (or convolution in the complementary Fourier domain). Such simultaneous sparse recovery and blind demodulation problems appear in many applications including medical imaging, super resolution, self-calibration, etc. In this paper, we consider a more general sparse recovery and blind demodulation problem in which each atom comprising the signal undergoes a distinct modulation process. Under the assumption that the modulating waveforms live in a…
Motivated by the well-known Papoulis-Gerchberg algorithm, an iterative thresholding algorithm for recovery of sparse signals from few observations is proposed. The sequence of iterates turns out to be similar to that of the thresholded Landweber iterations, although not the same. The performance of the proposed algorithm is experimentally evaluated and compared to other state-of-the-art methods.
The problem of estimating a sparse signal from low dimensional noisy observations arises in many applications, including super resolution, signal deconvolution, and radar imaging. In this paper, we consider a sparse signal model with non-stationary modulations, in which each dictionary atom contributing to the observations undergoes an unknown, distinct modulation. By applying the lifting technique, under the assumption that the modulating signals live in a common subspace, we recast this sparse recovery and non-stationary blind demodulation problem as the recovery of a column-wise sparse matr…
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…
The joint-sparse recovery problem aims to recover, from sets of compressed measurements, unknown sparse matrices with nonzero entries restricted to a subset of rows. This is an extension of the single-measurement-vector (SMV) problem widely studied in compressed sensing. We analyze the recovery properties for two types of recovery algorithms. First, we show that recovery using sum-of-norm minimization cannot exceed the uniform recovery rate of sequential SMV using $\ell_1$ minimization, and that there are problems that can be solved with one approach but not with the other. Second, we analyze …
In this paper, it is proved that every $s$-sparse vector ${\bf x}\in {\mathbb R}^n$ can be exactly recovered from the measurement vector ${\bf z}={\bf A} {\bf x}\in {\mathbb R}^m$ via some $\ell^q$-minimization with $0< q\le 1$, as soon as each $s$-sparse vector ${\bf x}\in {\mathbb R}^n$ is uniquely determined by the measurement ${\bf z}$.
Fusion frames are collection of subspaces which provide a redundant representation of signal spaces. They generalize classical frames by replacing frame vectors with frame subspaces. This paper considers the sparse recovery of a signal from a fusion frame. We use a block sparsity model for fusion frames and then show that sparse signals under this model can be compressively sampled and reconstructed in ways similar to standard Compressed Sensing (CS). In particular we invoke a mixed l1/l2 norm minimization in order to reconstruct sparse signals. In our work, we show that assuming a certain inc…
This paper reports an effort to consolidate numerous coherence-based sparse signal recovery results available in the literature. We present a single theory that applies to general Hilbert spaces with the sparsity of a signal defined as the number of (possibly infinite-dimensional) subspaces participating in the signal's representation. Our general results recover uncertainty relations and coherence-based recovery thresholds for sparse signals, block-sparse signals, multi-band signals, signals in shift-invariant spaces, and signals in finite unions of (possibly infinite-dimensional) subspaces. …
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 i…
We investigate non-negative least squares (NNLS) for the recovery of sparse non-negative vectors from noisy linear and biased measurements. We build upon recent results from [1] showing that for matrices whose row-span intersects the positive orthant, the nullspace property (NSP) implies compressed sensing recovery guarantees for NNLS. Such results are as good as for $\ell_1$-regularized estimators but do not require tuning parameters that depend on the noise level. A bias in the sensing matrix improves this auto-regularization feature of NNLS and the NSP then determines the sparse recovery pe…
This paper studies the problem of support recovery of sparse signals based on multiple measurement vectors (MMV). The MMV support recovery problem is connected to the problem of decoding messages in a Single-Input Multiple-Output (SIMO) multiple access channel (MAC), thereby enabling an information theoretic framework for analyzing performance limits in recovering the support of sparse signals. Sharp sufficient and necessary conditions for successful support recovery are derived in terms of the number of measurements per measurement vector, the number of nonzero rows, the measurement noise lev…
We provide another framework of iterative algorithms based on thresholding, feedback and null space tuning for sparse signal recovery arising in sparse representations and compressed sensing. Several thresholding algorithms with various feedbacks are derived, which are seen as exceedingly effective and fast. Convergence results are also provided. The core algorithm is shown to converge in finite many steps under a (preconditioned) restricted isometry condition. The algorithms are seen as particularly effective for large scale problems. Numerical studies about the effectiveness and the speed of…
In this paper, we introduce a new support recovery algorithm from noisy measurements called Bayesian hypothesis test via belief propagation (BHT-BP). BHT-BP focuses on sparse support recovery rather than sparse signal estimation. The key idea behind BHT-BP is to detect the support set of a sparse vector using hypothesis test where the posterior densities used in the test are obtained by aid of belief propagation (BP). Since BP provides precise posterior information using the noise statistic, BHT-BP can recover the support with robustness against the measurement noise. In addition, BHT-BP has l…
We consider the problem of exact support recovery of sparse signals via noisy measurements. The main focus is the sufficient and necessary conditions on the number of measurements for support recovery to be reliable. By drawing an analogy between the problem of support recovery and the problem of channel coding over the Gaussian multiple access channel, and exploiting mathematical tools developed for the latter problem, we obtain an information theoretic framework for analyzing the performance limits of support recovery. Sharp sufficient and necessary conditions on the number of measurements i…
Recovery of arbitrarily positioned samples that are missing in sparse signals recently attracted significant research interest. Sparse signals with heavily corrupted arbitrary positioned samples could be analyzed in the same way as compressive sensed signals by omitting the corrupted samples and considering them as unavailable during the recovery process. The reconstruction of missing samples is done by using one of the well known reconstruction algorithms. In this paper we will propose a very simple and efficient adaptive variable step algorithm, applied directly to the concentration measures…
In the area of sparse recovery, numerous researches hint that non-convex penalties might induce better sparsity than convex ones, but up until now those corresponding non-convex algorithms lack convergence guarantees from the initial solution to the global optimum. This paper aims to provide performance guarantees of a non-convex approach for sparse recovery. Specifically, the concept of weak convexity is incorporated into a class of sparsity-inducing penalties to characterize the non-convexity. Borrowing the idea of the projected subgradient method, an algorithm is proposed to solve the non-c…
In this paper, we propose a new sparse signal recovery algorithm, referred to as sparse Kalman tree search (sKTS), that provides a robust reconstruction of the sparse vector when the sequence of correlated observation vectors are available. The proposed sKTS algorithm builds on expectation-maximization (EM) algorithm and consists of two main operations: 1) Kalman smoothing to obtain the a posteriori statistics of the source signal vectors and 2) greedy tree search to estimate the support of the signal vectors. Through numerical experiments, we demonstrate that the proposed sKTS algorithm is ef…
We consider compressed sensing of block-sparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. An uncertainty relation for block-sparse signals is derived, based on a block-coherence measure, which we introduce. We then show that a block-version of the orthogonal matching pursuit algorithm recovers block $k$-sparse signals in no more than $k$ steps if the block-coherence is sufficiently small. The same condition on block-coherence is shown to guarantee successful recovery through a mixed $\ell_2/\ell_1$-optimization approach. This complements previous recove…
This letter considers the problem of recovering a positive stream of Diracs on a sphere from its projection onto the space of low-degree spherical harmonics, namely, from its low-resolution version. We suggest recovering the Diracs via a tractable convex optimization problem. The resulting recovery error is proportional to the noise level and depends on the density of the Diracs. We validate the theory by numerical experiments.
In this paper, we consider recovery of jointly sparse multichannel signals from incomplete measurements. Several approaches have been developed to recover the unknown sparse vectors from the given observations, including thresholding, simultaneous orthogonal matching pursuit (SOMP), and convex relaxation based on a mixed matrix norm. Typically, worst-case analysis is carried out in order to analyze conditions under which the algorithms are able to recover any jointly sparse set of vectors. However, such an approach is not able to provide insights into why joint sparse recovery is superior to a…
In traditional compressed sensing theory, the dictionary matrix is given a priori, whereas in real applications this matrix suffers from random noise and fluctuations. In this paper we consider a signal model where each column in the dictionary matrix is affected by a structured noise. This formulation is common in direction-of-arrival (DOA) estimation of off-grid targets, encountered in both radar systems and array processing. We propose to use joint sparse signal recovery to solve the compressed sensing problem with structured dictionary mismatches and also give an analytical performance bou…
Low-cost message passing (MP) algorithm has been recognized as a promising technique for sparse vector recovery. However, the existing MP algorithms either focus on mean square error (MSE) of the value recovery while ignoring the sparsity requirement, or support error rate (SER) of the sparse support (non-zero position) recovery while ignoring its value. A novel low-complexity Bernoulli-Gaussian MP (BGMP) is proposed to perform the value recovery as well as the support recovery. Particularly, in the proposed BGMP, support-related Bernoulli messages and value-related Gaussian messages are joint…
In this work, we provide non-asymptotic, probabilistic guarantees for successful recovery of the common nonzero support of jointly sparse Gaussian sources in the multiple measurement vector (MMV) problem. The support recovery problem is formulated as the marginalized maximum likelihood (or type-II ML) estimation of the variance hyperparameters of a joint sparsity inducing Gaussian prior on the source signals. We derive conditions under which the resulting nonconvex constrained optimization perfectly recovers the nonzero support of a joint-sparse Gaussian source ensemble with arbitrarily high p…
A noisy underdetermined system of linear equations is considered in which a sparse vector (a vector with a few nonzero elements) is subject to measurement. The measurement matrix elements are drawn from a Gaussian distribution. We study the information-theoretic constraints on exact support recovery of a sparse vector from the measurement vector and matrix. We compute a tight, sufficient condition that is applied to ergodic wide-sense stationary sparse vectors. We compare our results with the existing bounds and recovery conditions. Finally, we extend our results to approximately sparse signal…
We analyze the asymptotic performance of sparse signal recovery from noisy measurements. In particular, we generalize some of the existing results for the Gaussian case to subgaussian and other ensembles. An achievable result is presented for the linear sparsity regime. A converse on the number of required measurements in the sub-linear regime is also presented, which cover many of the widely used measurement ensembles. Our converse idea makes use of a correspondence between compressed sensing ideas and compound channels in information theory.
The 1-norm was proven to be a good convex regularizer for the recovery of sparse vectors from under-determined linear measurements. It has been shown that with an appropriate measurement operator, a number of measurements of the order of the sparsity of the signal (up to log factors) is sufficient for stable and robust recovery. More recently, it has been shown that such recovery results can be generalized to more general low-dimensional model sets and (convex) regularizers. These results lead to the following question: to recover a given low-dimensional model set from linear measurements, wha…
We are concerned with the recovery of $s-$sparse Wigner-D expansions in terms of $N$ Wigner-D functions. Considered as a generalization of spherical harmonics, Wigner-D functions are eigenfunctions of Laplace-Beltrami operator and form an orthonormal system. However, since they are not uniformly bounded, the existing results on BOS do not apply. Using previously introduced preconditioning technique, a new orthonormal and bounded system is obtained for which RIP property can be established. We show that the number of sufficient samples for sparse recovery scales with ${N}^{1/6} \,s\, \log^3(s) …
The sparsity in levels model recently inspired a new generation of effective acquisition and reconstruction modalities for compressive imaging. Moreover, it naturally arises in various areas of signal processing such as parallel acquisition, radar, and the sparse corruptions problem. Reconstruction strategies for sparse in levels signals usually rely on a suitable convex optimization program. Notably, although iterative and greedy algorithms can outperform convex optimization in terms of computational efficiency and have been studied extensively in the case of standard sparsity, little is know…
We study verifiable sufficient conditions and computable performance bounds for sparse recovery algorithms such as the Basis Pursuit, the Dantzig selector and the Lasso estimator, in terms of a newly defined family of quality measures for the measurement matrices. With high probability, the developed measures for subgaussian random matrices are bounded away from zero as long as the number of measurements is reasonably large. Comparing to the restricted isotropic constant based performance analysis, the arguments in this paper are much more concise and the obtained bounds are tighter. Numerical…
Compressed sensing provided a data-acquisition paradigm for sparse signals. Remarkably, it has been shown that practical algorithms provide robust recovery from noisy linear measurements acquired at a near optimal sampling rate. In many real-world applications, a signal of interest is typically sparse not in the canonical basis but in a certain transform domain, such as wavelets or the finite difference. The theory of compressed sensing was extended to the analysis sparsity model but known extensions are limited to specific choices of sensing matrix and sparsifying transform. In this paper, we…
The most frequently used condition for sampling matrices employed in compressive sampling is the restricted isometry (RIP) property of the matrix when restricted to sparse signals. At the same time, imposing this condition makes it difficult to find explicit matrices that support recovery of signals from sketches of the optimal (smallest possible)dimension. A number of attempts have been made to relax or replace the RIP property in sparse recovery algorithms. We focus on the relaxation under which the near-isometry property holds for most rather than for all submatrices of the sampling matrix,…
The joint sparse recovery problem is a generalization of the single measurement vector problem which is widely studied in Compressed Sensing and it aims to recovery a set of jointly sparse vectors. i.e. have nonzero entries concentrated at common location. Meanwhile l_p-minimization subject to matrices is widely used in a large number of algorithms designed for this problem. Therefore the main contribution in this paper is two theoretical results about this technique. The first one is to prove that in every multiple systems of linear equation, there exists a constant p* such that the original …
This paper considers the problem of recovering the delays and amplitudes of a weighted superposition of pulses. This problem is motivated by a variety of applications such as ultrasound and radar. We show that for univariate and bivariate stream of pulses, one can recover the delays and weights to any desired accuracy by solving a tractable convex optimization problem, provided that a pulse-dependent separation condition is satisfied. The main result of this paper states that the recovery is robust to additive noise or model mismatch.
Sparse recovery aims to reconstruct an unknown spare or approximately sparse signal from significantly few noisy incoherent linear measurements. As a kind of computable incoherence measure of the measurement matrix, $q$-ratio constrained minimal singular values (CMSV) was proposed in Zhou and Yu \cite{zhou2018sparse} to derive the performance bounds for sparse recovery. In this paper, we study the geometrical property of the $q$-ratio CMSV, based on which we establish new sufficient conditions for signal recovery involving both sparsity defect and measurement error. The $\ell_1$-truncated set …
The stability of sparse signal reconstruction is investigated in this paper. We design efficient algorithms to verify the sufficient condition for unique $\ell_1$ sparse recovery. One of our algorithm produces comparable results with the state-of-the-art technique and performs orders of magnitude faster. We show that the $\ell_1$-constrained minimal singular value ($\ell_1$-CMSV) of the measurement matrix determines, in a very concise manner, the recovery performance of $\ell_1$-based algorithms such as the Basis Pursuit, the Dantzig selector, and the LASSO estimator. Compared with performance…
We investigate the sparse recovery problem of reconstructing a high-dimensional non-negative sparse vector from lower dimensional linear measurements. While much work has focused on dense measurement matrices, sparse measurement schemes are crucial in applications, such as DNA microarrays and sensor networks, where dense measurements are not practically feasible. One possible construction uses the adjacency matrices of expander graphs, which often leads to recovery algorithms much more efficient than $\ell_1$ minimization. However, to date, constructions based on expanders have required very h…
For greedy block sparse recovery where the sparsity level is unknown, we derive a stopping condition to stop the iteration process. Focused on the block orthogonal matching pursuit (BOMP) algorithm, we model the energy of residual signals at each iteration from a probabilistic perspective. At the iteration when the last supporting block is detected, the resulting energy of residual signals is supposed to suffer an obvious decrease. Based on this, we stop the iteration process when the energy of residual signals is below a given threshold. Compared with other approaches, our derived condition w…
In the context of compressed sensing, the nonconvex $\ell_q$ minimization with $0<q<1$ has been studied in recent years. In this paper, by generalizing the sharp bound for $\ell_1$ minimization of Cai and Zhang, we show that the condition $δ_{(s^q+1)k}<\dfrac{1}{\sqrt{s^{q-2}+1}}$ in terms of \emph{restricted isometry constant (RIC)} can guarantee the exact recovery of $k$-sparse signals in noiseless case and the stable recovery of approximately $k$-sparse signals in noisy case by $\ell_q$ minimization. This result is more general than the sharp bound for $\ell_1$ minimization when the order o…
In this work, we consider the problem of recovering analysis-sparse signals from under-sampled measurements when some prior information about the support is available. We incorporate such information in the recovery stage by suitably tuning the weights in a weighted $\ell_1$ analysis optimization problem. Indeed, we try to set the weights such that the method succeeds with minimum number of measurements. For this purpose, we exploit the upper-bound on the statistical dimension of a certain cone to determine the weights. Our numerical simulations confirm that the introduced method with tuned we…
In this work we address the problem of recovering sparse solutions to non linear inverse problems. We look at two variants of the basic problem, the synthesis prior problem when the solution is sparse and the analysis prior problem where the solution is cosparse in some linear basis. For the first problem, we propose non linear variants of the Orthogonal Matching Pursuit (OMP) and CoSamp algorithms; for the second problem we propose a non linear variant of the Greedy Analysis Pursuit (GAP) algorithm. We empirically test the success rates of our algorithms on exponential and logarithmic functio…
This paper considers the problem of reconstructing sparse or compressible signals from one-bit quantized measurements. We study a new method that uses a log-sum penalty function, also referred to as the Gaussian entropy, for sparse signal recovery. Also, in the proposed method, sigmoid functions are introduced to quantify the consistency between the acquired one-bit quantized data and the reconstructed measurements. A fast iterative algorithm is developed by iteratively minimizing a convex surrogate function that bounds the original objective function, which leads to an iterative reweighted pr…
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…
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 article, we review the literature on design and analysis of recursive algorithms for reconstructing a time sequence of sparse signals from compressive measurements. The signals are assumed to be sparse in some transform domain or in some dictionary. Their sparsity patterns can change with time, although, in many practical applications, the changes are gradual. An important class of applications where this problem occurs is dynamic projection imaging, e.g., dynamic magnetic resonance imaging (MRI) for real-time medical applications such as interventional radiology, or dynamic computed t…
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 iid 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 likel…
It is known that a high-dimensional sparse vector x* in R^n can be recovered from low-dimensional measurements y= A^{m*n} x* (m<n) . In this paper, we investigate the recovering ability of l_p-minimization (0<=p<=1) as p varies, where l_p-minimization returns a vector with the least l_p ``norm'' among all the vectors x satisfying Ax=y. Besides analyzing the performance of strong recovery where l_p-minimization needs to recover all the sparse vectors up to certain sparsity, we also for the first time analyze the performance of ``weak'' recovery of l_p-minimization (0<=p<1) where the aim is to r…
We present an uncertainty relation for the representation of signals in two different general (possibly redundant or incomplete) signal sets. This uncertainty relation is relevant for the analysis of signals containing two distinct features each of which can be described sparsely in a suitable general signal set. Furthermore, the new uncertainty relation is shown to lead to improved sparsity thresholds for recovery of signals that are sparse in general dictionaries. Specifically, our results improve on the well-known $(1+1/d)/2$-threshold for dictionaries with coherence $d$ by up to a factor o…
This manuscript goes through the fundamental connections between statistical mechanics and estimation theory by focusing on the particular problem of compressive sensing. We first show that the asymptotic analysis of a sparse recovery algorithm is mathematically equivalent to the problem of calculating the free energy of a spin glass in the thermodynamic limit. We then use the replica method from statistical mechanics to evaluate the performance in the asymptotic regime. The asymptotic results have several applications in communications and signal processing. We briefly go through two instance…
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…
We consider the problem of recovering fusion frame sparse signals from incomplete measurements. These signals are composed of a small number of nonzero blocks taken from a family of subspaces. First, we show that, by using a-priori knowledge of a coherence parameter associated with the angles between the subspaces, one can uniformly recover fusion frame sparse signals with a significantly reduced number of vector-valued (sub-)Gaussian measurements via mixed l^1/l^2-minimization. We prove this by establishing an appropriate version of the restricted isometry property. Our result complements pre…
We make a trivial modification to the elegant analysis of Garg and Khandekar (\emph{Gradient Descent with Sparsification} ICML 2009) that replaces the standard Restricted Isometry Property (RIP), with another RIP-type property (which could be simpler than the RIP, but we are not sure; it could be as hard as the RIP to check, thereby rendering this little writeup totally worthless).
This paper establishes a sharp condition on the restricted isometry property (RIP) for both the sparse signal recovery and low-rank matrix recovery. It is shown that if the measurement matrix $A$ satisfies the RIP condition $δ_k^A<1/3$, then all $k$-sparse signals $β$ can be recovered exactly via the constrained $\ell_1$ minimization based on $y=Aβ$. Similarly, if the linear map $\cal M$ satisfies the RIP condition $δ_r^{\cal M}<1/3$, then all matrices $X$ of rank at most $r$ can be recovered exactly via the constrained nuclear norm minimization based on $b={\cal M}(X)$. Furthermore, in both c…
The performance of estimating the common support for jointly sparse signals based on their projections onto lower-dimensional space is analyzed. Support recovery is formulated as a multiple-hypothesis testing problem. Both upper and lower bounds on the probability of error are derived for general measurement matrices, by using the Chernoff bound and Fano's inequality, respectively. The upper bound shows that the performance is determined by a quantity measuring the measurement matrix incoherence, while the lower bound reveals the importance of the total measurement gain. The lower bound is app…
In this work, we investigate an efficient numerical approach for solving higher order statistical methods for blind and semi-blind signal recovery from non-ideal channels. We develop numerical algorithms based on convex optimization relaxation for minimization of higher order statistical cost functions. The new formulation through convex relaxation overcomes the local convergence problem of existing gradient descent based algorithms and applies to several well-known cost functions for effective blind signal recovery including blind equalization and blind source separation in both single-input-…
