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99
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 ..."
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Cited by 218 (48 self)
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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.
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 ..."
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Cited by 156 (18 self)
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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.
From theory to practice: SubNyquist sampling of sparse wideband analog signals
 IEEE J. SEL. TOPICS SIGNAL PROCESS
, 2010
"... Conventional subNyquist sampling methods for analog signals exploit prior information about the spectral support. In this paper, we consider the challenging problem of blind subNyquist sampling of multiband signals, whose unknown frequency support occupies only a small portion of a wide spectrum. ..."
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Cited by 149 (54 self)
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Conventional subNyquist sampling methods for analog signals exploit prior information about the spectral support. In this paper, we consider the challenging problem of blind subNyquist sampling of multiband signals, whose unknown frequency support occupies only a small portion of a wide spectrum. Our primary design goals are efficient hardware implementation and low computational load on the supporting digital processing. We propose a system, named the modulated wideband converter, which first multiplies the analog signal by a bank of periodic waveforms. The product is then lowpass filtered and sampled uniformly at a low rate, which is orders of magnitude smaller than Nyquist. Perfect recovery from the proposed samples is achieved under certain necessary and sufficient conditions. We also develop a digital architecture, which allows either reconstruction of the analog input, or processing of any band of interest at a low rate, that is, without interpolating to the high Nyquist rate. Numerical simulations demonstrate many engineering aspects: robustness to noise and mismodeling, potential hardware simplifications, realtime performance for signals with timevarying support and stability to quantization effects. We compare our system with two previous approaches: periodic nonuniform sampling, which is bandwidth limited by existing hardware devices, and the random demodulator, which is restricted to discrete multitone signals and has a high computational load. In the broader context of Nyquist sampling, our scheme has the potential to break through the bandwidth barrier of stateoftheart analog conversion technologies such as interleaved converters.
Structured compressed sensing: From theory to applications
 IEEE TRANS. SIGNAL PROCESS
, 2011
"... Compressed sensing (CS) is an emerging field that has attracted considerable research interest over the past few years. Previous review articles in CS limit their scope to standard discretetodiscrete measurement architectures using matrices of randomized nature and signal models based on standard ..."
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Cited by 98 (15 self)
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Compressed sensing (CS) is an emerging field that has attracted considerable research interest over the past few years. Previous review articles in CS limit their scope to standard discretetodiscrete measurement architectures using matrices of randomized nature and signal models based on standard sparsity. In recent years, CS has worked its way into several new application areas. This, in turn, necessitates a fresh look on many of the basics of CS. The random matrix measurement operator must be replaced by more structured sensing architectures that correspond to the characteristics of feasible acquisition hardware. The standard sparsity prior has to be extended to include a much richer class of signals and to encode broader data models, including continuoustime signals. In our overview, the theme is exploiting signal and measurement structure in compressive sensing. The prime focus is bridging theory and practice; that is, to pinpoint the potential of structured CS strategies to emerge from the math to the hardware. Our summary highlights new directions as well as relations to more traditional CS, with the hope of serving both as a review to practitioners wanting to join this emerging field, and as a reference for researchers that attempts to put some of the existing ideas in perspective of practical applications.
Sparse signal recovery with temporally correlated source vectors using sparse Bayesian learning
 IEEE J. Sel. Topics Signal Process
, 2011
"... Abstract — We address the sparse signal recovery problem in the context of multiple measurement vectors (MMV) when elements in each nonzero row of the solution matrix are temporally correlated. Existing algorithms do not consider such temporal correlation and thus their performance degrades signific ..."
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Cited by 54 (14 self)
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Abstract — We address the sparse signal recovery problem in the context of multiple measurement vectors (MMV) when elements in each nonzero row of the solution matrix are temporally correlated. Existing algorithms do not consider such temporal correlation and thus their performance degrades significantly with the correlation. In this work, we propose a block sparse Bayesian learning framework which models the temporal correlation. We derive two sparse Bayesian learning (SBL) algorithms, which have superior recovery performance compared to existing algorithms, especially in the presence of high temporal correlation. Furthermore, our algorithms are better at handling highly underdetermined problems and require less rowsparsity on the solution matrix. We also provide analysis of the global and local minima of their cost function, and show that the SBL cost function has the very desirable property that the global minimum is at the sparsest solution to the MMV problem. Extensive experiments also provide some interesting results that motivate future theoretical research on the MMV model.
Compressed Sensing of BlockSparse Signals: Uncertainty Relations and Efficient Recovery
, 2009
"... We consider compressed sensing of blocksparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. 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 ..."
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Cited by 50 (10 self)
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We consider compressed sensing of blocksparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. 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 ℓ2/ℓ1optimization 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.
Sparse Recovery from Combined Fusion Frame Measurements
 IEEE Trans. Inform. Theory
"... Sparse representations have emerged as a powerful tool in signal and information processing, culminated by the success of new acquisition and processing techniques such as Compressed Sensing (CS). Fusion frames are very rich new signal representation methods that use collections of subspaces instead ..."
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Cited by 43 (12 self)
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Sparse representations have emerged as a powerful tool in signal and information processing, culminated by the success of new acquisition and processing techniques such as Compressed Sensing (CS). Fusion frames are very rich new signal representation methods that use collections of subspaces instead of vectors to represent signals. This work combines these exciting fields to introduce a new sparsity model for fusion frames. Signals that are sparse under the new model can be compressively sampled and uniquely reconstructed in ways similar to sparse signals using standard CS. The combination provides a promising new set of mathematical tools and signal models useful in a variety of applications. With the new model, a sparse signal has energy in very few of the subspaces of the fusion frame, although it does not need to be sparse within each of the subspaces it occupies. This sparsity model is captured using a mixed ℓ1/ℓ2 norm for fusion frames. A signal sparse in a fusion frame can be sampled using very few random projections and exactly reconstructed using a convex optimization that minimizes this mixed ℓ1/ℓ2 norm. The provided sampling conditions generalize coherence and RIP conditions used in standard CS theory. It is demonstrated that they are sufficient to guarantee sparse recovery of any signal sparse in our model. Moreover, an average case analysis is provided using a probability model on the sparse signal that shows that under very mild conditions the probability of recovery failure decays exponentially with increasing dimension of the subspaces. Index Terms
CoherenceBased Performance Guarantees for Estimating a Sparse Vector Under Random Noise
"... We consider the problem of estimating a deterministic sparse vector x0 from underdetermined measurements Ax0 + w, where w represents white Gaussian noise and A is a given deterministic dictionary. We analyze the performance of three sparse estimation algorithms: basis pursuit denoising (BPDN), orth ..."
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Cited by 43 (15 self)
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We consider the problem of estimating a deterministic sparse vector x0 from underdetermined measurements Ax0 + w, where w represents white Gaussian noise and A is a given deterministic dictionary. We analyze the performance of three sparse estimation algorithms: basis pursuit denoising (BPDN), orthogonal matching pursuit (OMP), and thresholding. These algorithms are shown to achieve nearoracle performance with high probability, assuming that x0 is sufficiently sparse. Our results are nonasymptotic and are based only on the coherence of A, so that they are applicable to arbitrary dictionaries. Differences in the precise conditions required for the performance guarantees of each algorithm are manifested in the observed performance at high and low signaltonoise ratios. This provides insight on the advantages and drawbacks of ℓ1 relaxation techniques such as BPDN as opposed to greedy approaches such as OMP and thresholding.
Xampling: Signal acquisition and processing in union of subspaces
, 2011
"... We introduce Xampling, a unified framework for signal acquisition and processing of signals in a union of subspaces. The main functions of this framework are two: Analog compression that narrows down the input bandwidth prior to sampling with commercial devices followed by a nonlinear algorithm that ..."
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Cited by 42 (21 self)
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We introduce Xampling, a unified framework for signal acquisition and processing of signals in a union of subspaces. The main functions of this framework are two: Analog compression that narrows down the input bandwidth prior to sampling with commercial devices followed by a nonlinear algorithm that detects the input subspace prior to conventional signal processing. A representative union model of spectrally sparse signals serves as a testcase to study these Xampling functions. We adopt three metrics for the choice of analog compression: robustness to model mismatch, required hardware accuracy, and software complexities. We conduct a comprehensive comparison between two subNyquist acquisition strategies for spectrally sparse signals, the random demodulator and the modulated wideband converter (MWC), in terms of these metrics and draw operative conclusions regarding the choice of analog compression. We then address low rate signal processing and develop an algorithm for that purpose that enables convenient signal processing at subNyquist rates from samples obtained by the MWC. We conclude by showing that a variety of other sampling approaches for different union classes fit nicely into our framework.
CHiLasso: A collaborative hierarchical sparse modeling framework
, 2010
"... Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is performed by solving an ℓ1regularized linear regression problem, commonly referred to as Lasso or basis pursuit. In this work we combine the sparsityinducing property of the Lasso ..."
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Cited by 36 (6 self)
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Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is performed by solving an ℓ1regularized linear regression problem, commonly referred to as Lasso or basis pursuit. In this work we combine the sparsityinducing property of the Lasso model at the individual feature level, with the blocksparsity property of the Group Lasso model, where sparse groups of features are jointly encoded, obtaining a sparsity pattern hierarchically structured. This results in the Hierarchical Lasso (HiLasso), which shows important practical modeling advantages. We then extend this approach to the collaborative case, where a set of simultaneously coded signals share the same sparsity pattern at the higher (group) level, but not necessarily at the lower (inside the group) level, obtaining the collaborative HiLasso model (CHiLasso). Such signals then share the same active groups, or classes, but not necessarily the same active set. This model is very well suited for applications such as source identification and separation. An efficient optimization procedure, which guarantees convergence to the global optimum, is developed for these new models. The underlying presentation of the new framework and optimization approach is complemented with experimental examples and theoretical results regarding recovery guarantees for the proposed models.