Results 1  10
of
759
Compressive sensing
 IEEE Signal Processing Mag
, 2007
"... The Shannon/Nyquist sampling theorem tells us that in order to not lose information when uniformly sampling a signal we must sample at least two times faster than its bandwidth. In many applications, including digital image and video cameras, the Nyquist rate can be so high that we end up with too m ..."
Abstract

Cited by 687 (65 self)
 Add to MetaCart
(Show Context)
The Shannon/Nyquist sampling theorem tells us that in order to not lose information when uniformly sampling a signal we must sample at least two times faster than its bandwidth. In many applications, including digital image and video cameras, the Nyquist rate can be so high that we end up with too many samples and must compress in order to store or transmit them. In other applications, including imaging systems (medical scanners, radars) and highspeed analogtodigital converters, increasing the sampling rate or density beyond the current stateoftheart is very expensive. In this lecture, we will learn about a new technique that tackles these issues using compressive sensing [1, 2]. We will replace the conventional sampling and reconstruction operations with a more general linear measurement scheme coupled with an optimization in order to acquire certain kinds of signals at a rate significantly below Nyquist. 2
Iterative hard thresholding for compressed sensing
 Appl. Comp. Harm. Anal
"... Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding algorithm when applied to the compressed sensing recovery probl ..."
Abstract

Cited by 324 (18 self)
 Add to MetaCart
(Show Context)
Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding algorithm when applied to the compressed sensing recovery problem. We show that the algorithm has the following properties (made more precise in the main text of the paper) • It gives nearoptimal error guarantees. • It is robust to observation noise. • It succeeds with a minimum number of observations. • It can be used with any sampling operator for which the operator and its adjoint can be computed. • The memory requirement is linear in the problem size. Preprint submitted to Elsevier 28 January 2009 • Its computational complexity per iteration is of the same order as the application of the measurement operator or its adjoint. • It requires a fixed number of iterations depending only on the logarithm of a form of signal to noise ratio of the signal. • Its performance guarantees are uniform in that they only depend on properties of the sampling operator and signal sparsity.
Robust Recovery of Signals From a Structured Union of Subspaces
, 2008
"... Traditional sampling theories consider the problem of reconstructing an unknown signal x from a series of samples. A prevalent assumption which often guarantees recovery from the given measurements is that x lies in a known subspace. Recently, there has been growing interest in nonlinear but structu ..."
Abstract

Cited by 218 (48 self)
 Add to MetaCart
(Show Context)
Traditional sampling theories consider the problem of reconstructing an unknown signal x from a series of samples. A prevalent assumption which often guarantees recovery from the given measurements is that x lies in a known subspace. Recently, there has been growing interest in nonlinear but structured signal models, in which x lies in a union of subspaces. In this paper we develop a general framework for robust and efficient recovery of such signals from a given set of samples. More specifically, we treat the case in which x lies in a sum of k subspaces, chosen from a larger set of m possibilities. The samples are modelled as inner products with an arbitrary set of sampling functions. To derive an efficient and robust recovery algorithm, we show that our problem can be formulated as that of recovering a blocksparse vector whose nonzero elements appear in fixed blocks. We then propose a mixed ℓ2/ℓ1 program for block sparse recovery. Our main result is an equivalence condition under which the proposed convex algorithm is guaranteed to recover the original signal. This result relies on the notion of block restricted isometry property (RIP), which is a generalization of the standard RIP used extensively in the context of compressed sensing. Based on RIP we also prove stability of our approach in the presence of noise and modeling errors. A special case of our framework is that of recovering multiple measurement vectors (MMV) that share a joint sparsity pattern. Adapting our results to this context leads to new MMV recovery methods as well as equivalence conditions under which the entire set can be determined efficiently.
NESTA: A Fast and Accurate FirstOrder Method for Sparse Recovery
, 2009
"... Accurate signal recovery or image reconstruction from indirect and possibly undersampled data is a topic of considerable interest; for example, the literature in the recent field of compressed sensing is already quite immense. Inspired by recent breakthroughs in the development of novel firstorder ..."
Abstract

Cited by 177 (2 self)
 Add to MetaCart
(Show Context)
Accurate signal recovery or image reconstruction from indirect and possibly undersampled data is a topic of considerable interest; for example, the literature in the recent field of compressed sensing is already quite immense. Inspired by recent breakthroughs in the development of novel firstorder methods in convex optimization, most notably Nesterov’s smoothing technique, this paper introduces a fast and accurate algorithm for solving common recovery problems in signal processing. In the spirit of Nesterov’s work, one of the key ideas of this algorithm is a subtle averaging of sequences of iterates, which has been shown to improve the convergence properties of standard gradientdescent algorithms. This paper demonstrates that this approach is ideally suited for solving largescale compressed sensing reconstruction problems as 1) it is computationally efficient, 2) it is accurate and returns solutions with several correct digits, 3) it is flexible and amenable to many kinds of reconstruction problems, and 4) it is robust in the sense that its excellent performance across a wide range of problems does not depend on the fine tuning of several parameters. Comprehensive numerical experiments on realistic signals exhibiting a large dynamic range show that this algorithm compares favorably with recently proposed stateoftheart methods. We also apply the algorithm to solve other problems for which there are fewer alternatives, such as totalvariation minimization, and
Computational methods for sparse solution of linear inverse problems
, 2009
"... The goal of sparse approximation problems is to represent a target signal approximately as a linear combination of a few elementary signals drawn from a fixed collection. This paper surveys the major practical algorithms for sparse approximation. Specific attention is paid to computational issues, ..."
Abstract

Cited by 164 (0 self)
 Add to MetaCart
The goal of sparse approximation problems is to represent a target signal approximately as a linear combination of a few elementary signals drawn from a fixed collection. This paper surveys the major practical algorithms for sparse approximation. Specific attention is paid to computational issues, to the circumstances in which individual methods tend to perform well, and to the theoretical guarantees available. Many fundamental questions in electrical engineering, statistics, and applied mathematics can be posed as sparse approximation problems, making these algorithms versatile and relevant to a wealth of applications.
Compressive Sensing and Structured Random Matrices
 RADON SERIES COMP. APPL. MATH XX, 1–95 © DE GRUYTER 20YY
"... These notes give a mathematical introduction to compressive sensing focusing on recovery using ℓ1minimization and structured random matrices. An emphasis is put on techniques for proving probabilistic estimates for condition numbers of structured random matrices. Estimates of this type are key to ..."
Abstract

Cited by 162 (19 self)
 Add to MetaCart
These notes give a mathematical introduction to compressive sensing focusing on recovery using ℓ1minimization and structured random matrices. An emphasis is put on techniques for proving probabilistic estimates for condition numbers of structured random matrices. Estimates of this type are key to providing conditions that ensure exact or approximate recovery of sparse vectors using ℓ1minimization.
Beyond Nyquist: Efficient Sampling of Sparse Bandlimited Signals
, 2009
"... Wideband analog signals push contemporary analogtodigital conversion systems to their performance limits. In many applications, however, sampling at the Nyquist rate is inefficient because the signals of interest contain only a small number of significant frequencies relative to the bandlimit, alt ..."
Abstract

Cited by 156 (18 self)
 Add to MetaCart
Wideband analog signals push contemporary analogtodigital conversion systems to their performance limits. In many applications, however, sampling at the Nyquist rate is inefficient because the signals of interest contain only a small number of significant frequencies relative to the bandlimit, although the locations of the frequencies may not be known a priori. For this type of sparse signal, other sampling strategies are possible. This paper describes a new type of data acquisition system, called a random demodulator, that is constructed from robust, readily available components. Let K denote the total number of frequencies in the signal, and let W denote its bandlimit in Hz. Simulations suggest that the random demodulator requires just O(K log(W/K)) samples per second to stably reconstruct the signal. This sampling rate is exponentially lower than the Nyquist rate of W Hz. In contrast with Nyquist sampling, one must use nonlinear methods, such as convex programming, to recover the signal from the samples taken by the random demodulator. This paper provides a detailed theoretical analysis of the system’s performance that supports the empirical observations.
Blocksparse signals: Uncertainty relations and efficient recovery
 IEEE TRANS. SIGNAL PROCESS
, 2010
"... We consider efficient methods for the recovery of blocksparse signals — i.e., sparse signals that have nonzero entries occurring in clusters—from an underdetermined system of linear equations. An uncertainty relation for blocksparse signals is derived, based on a blockcoherence measure, which we ..."
Abstract

Cited by 156 (18 self)
 Add to MetaCart
We consider efficient methods for the recovery of blocksparse signals — i.e., sparse signals that have nonzero entries occurring in clusters—from an underdetermined system of linear equations. An uncertainty relation for blocksparse signals is derived, based on a blockcoherence measure, which we introduce. We then show that a blockversion of the orthogonal matching pursuit algorithm recovers block ksparse signals in no more than k steps if the blockcoherence is sufficiently small. The same condition on blockcoherence is shown to guarantee successful recovery through a mixed `2=`1optimization approach. This complements previous recovery results for the blocksparse case which relied on small blockrestricted isometry constants. The significance of the results presented in this paper lies in the fact that making explicit use of blocksparsity can provably yield better reconstruction properties than treating the signal as being sparse in the conventional sense, thereby ignoring the additional structure in the problem.
Robust principal component analysis: Exact recovery of corrupted lowrank matrices via convex optimization
 Advances in Neural Information Processing Systems 22
, 2009
"... The supplementary material to the NIPS version of this paper [4] contains a critical error, which was discovered several days before the conference. Unfortunately, it was too late to withdraw the paper from the proceedings. Fortunately, since that time, a correct analysis of the proposed convex prog ..."
Abstract

Cited by 144 (4 self)
 Add to MetaCart
(Show Context)
The supplementary material to the NIPS version of this paper [4] contains a critical error, which was discovered several days before the conference. Unfortunately, it was too late to withdraw the paper from the proceedings. Fortunately, since that time, a correct analysis of the proposed convex programming relaxation has been developed by Emmanuel Candes of Stanford University. That analysis is reported in a joint paper, Robust Principal Component Analysis? by Emmanuel Candes, Xiaodong Li, Yi Ma and John Wright,
Distributed compressed sensing
, 2005
"... Compressed sensing is an emerging field based on the revelation that a small collection of linear projections of a sparse signal contains enough information for reconstruction. In this paper we introduce a new theory for distributed compressed sensing (DCS) that enables new distributed coding algori ..."
Abstract

Cited by 137 (25 self)
 Add to MetaCart
(Show Context)
Compressed sensing is an emerging field based on the revelation that a small collection of linear projections of a sparse signal contains enough information for reconstruction. In this paper we introduce a new theory for distributed compressed sensing (DCS) that enables new distributed coding algorithms for multisignal ensembles that exploit both intra and intersignal correlation structures. The DCS theory rests on a new concept that we term the joint sparsity of a signal ensemble. We study in detail three simple models for jointly sparse signals, propose algorithms for joint recovery of multiple signals from incoherent projections, and characterize theoretically and empirically the number of measurements per sensor required for accurate reconstruction. We establish a parallel with the SlepianWolf theorem from information theory and establish upper and lower bounds on the measurement rates required for encoding jointly sparse signals. In two of our three models, the results are asymptotically bestpossible, meaning that both the upper and lower bounds match the performance of our practical algorithms. Moreover, simulations indicate that the asymptotics take effect with just a moderate number of signals. In some sense DCS is a framework for distributed compression of sources with memory, which has remained a challenging problem for some time. DCS is immediately applicable to a range of problems in sensor networks and arrays.