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329
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 ..."
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Cited by 696 (62 self)
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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
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 221 (47 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.
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, ..."
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Cited by 167 (0 self)
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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.
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 161 (17 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.
Bayesian compressive sensing via belief propagation
 IEEE Trans. Signal Processing
, 2010
"... Compressive sensing (CS) is an emerging field based on the revelation that a small collection of linear projections of a sparse signal contains enough information for stable, subNyquist signal acquisition. When a statistical characterization of the signal is available, Bayesian inference can comple ..."
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Cited by 125 (19 self)
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Compressive sensing (CS) is an emerging field based on the revelation that a small collection of linear projections of a sparse signal contains enough information for stable, subNyquist signal acquisition. When a statistical characterization of the signal is available, Bayesian inference can complement conventional CS methods based on linear programming or greedy algorithms. We perform approximate Bayesian inference using belief propagation (BP) decoding, which represents the CS encoding matrix as a graphical model. Fast encoding and decoding is provided using sparse encoding matrices, which also improve BP convergence by reducing the presence of loops in the graph. To decode a lengthN signal containing K large coefficients, our CSBP decoding algorithm uses O(K log(N)) measurements and O(N log 2 (N)) computation. Finally, sparse encoding matrices and the CSBP decoding algorithm can be modified to support a variety of signal models and measurement noise. 1
Signal Recovery From Incomplete and Inaccurate Measurements via Regularized Orthogonal Matching Pursuit
, 2007
"... We demonstrate a simple greedy algorithm that can reliably recover a vector v ∈ R d from incomplete and inaccurate measurements x = Φv + e. Here Φ is a N × d measurement matrix with N ≪ d, and e is an error vector. Our algorithm, Regularized Orthogonal Matching Pursuit (ROMP), seeks to close the ga ..."
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Cited by 115 (4 self)
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We demonstrate a simple greedy algorithm that can reliably recover a vector v ∈ R d from incomplete and inaccurate measurements x = Φv + e. Here Φ is a N × d measurement matrix with N ≪ d, and e is an error vector. Our algorithm, Regularized Orthogonal Matching Pursuit (ROMP), seeks to close the gap between two major approaches to sparse recovery. It combines the speed and ease of implementation of the greedy methods with the strong guarantees of the convex programming methods. For any measurement matrix Φ that satisfies a Uniform Uncertainty Principle, ROMP recovers a signal v with O(n) nonzeros from its inaccurate measurements x in at most n iterations, where each iteration amounts to solving a Least Squares Problem. The noise level of the recovery is proportional to √ log n�e�2. In particular, if the error term e vanishes the reconstruction is exact. This stability result extends naturally to the very accurate recovery of approximately sparse signals.
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 104 (16 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.
Signal Processing with Compressive Measurements
, 2009
"... The recently introduced theory of compressive sensing enables the recovery of sparse or compressible signals from a small set of nonadaptive, linear measurements. If properly chosen, the number of measurements can be much smaller than the number of Nyquistrate samples. Interestingly, it has been sh ..."
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Cited by 102 (25 self)
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The recently introduced theory of compressive sensing enables the recovery of sparse or compressible signals from a small set of nonadaptive, linear measurements. If properly chosen, the number of measurements can be much smaller than the number of Nyquistrate samples. Interestingly, it has been shown that random projections are a nearoptimal measurement scheme. This has inspired the design of hardware systems that directly implement random measurement protocols. However, despite the intense focus of the community on signal recovery, many (if not most) signal processing problems do not require full signal recovery. In this paper, we take some first steps in the direction of solving inference problems—such as detection, classification, or estimation—and filtering problems using only compressive measurements and without ever reconstructing the signals involved. We provide theoretical bounds along with experimental results.
Guaranteed rank minimization via singular value projection
 In NIPS 2010
, 2010
"... Minimizing the rank of a matrix subject to affine constraints is a fundamental problem with many important applications in machine learning and statistics. In this paper we propose a simple and fast algorithm SVP (Singular Value Projection) for rank minimization under affine constraints (ARMP) and s ..."
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Cited by 100 (7 self)
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Minimizing the rank of a matrix subject to affine constraints is a fundamental problem with many important applications in machine learning and statistics. In this paper we propose a simple and fast algorithm SVP (Singular Value Projection) for rank minimization under affine constraints (ARMP) and show that SVP recovers the minimum rank solution for affine constraints that satisfy a restricted isometry property (RIP). Our method guarantees geometric convergence rate even in the presence of noise and requires strictly weaker assumptions on the RIP constants than the existing methods. We also introduce a Newtonstep for our SVP framework to speedup the convergence with substantial empirical gains. Next, we address a practically important application of ARMP the problem of lowrank matrix completion, for which the defining affine constraints do not directly obey RIP, hence the guarantees of SVP do not hold. However, we provide partial progress towards a proof of exact recovery for our algorithm by showing a more restricted isometry property and observe empirically that our algorithm recovers lowrank incoherent matrices from an almost optimal number of uniformly sampled entries. We also demonstrate empirically that our algorithms outperform existing methods, such as those of [5, 18, 14], for ARMP and the matrix completion problem by an order of magnitude and are also more robust to noise and sampling schemes. In particular, results show that our SVPNewton method is significantly robust to noise and performs impressively on a more realistic powerlaw sampling scheme for the matrix completion problem. 1
Exploiting structure in waveletbased Bayesian compressive sensing
, 2009
"... Bayesian compressive sensing (CS) is considered for signals and images that are sparse in a wavelet basis. The statistical structure of the wavelet coefficients is exploited explicitly in the proposed model, and therefore this framework goes beyond simply assuming that the data are compressible in a ..."
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Cited by 91 (14 self)
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Bayesian compressive sensing (CS) is considered for signals and images that are sparse in a wavelet basis. The statistical structure of the wavelet coefficients is exploited explicitly in the proposed model, and therefore this framework goes beyond simply assuming that the data are compressible in a wavelet basis. The structure exploited within the wavelet coefficients is consistent with that used in waveletbased compression algorithms. A hierarchical Bayesian model is constituted, with efficient inference via Markov chain Monte Carlo (MCMC) sampling. The algorithm is fully developed and demonstrated using several natural images, with performance comparisons to many stateoftheart compressivesensing inversion algorithms.