Two are better than one: Fundamental parameters of frame coherence

This paper investigates two parameters that measure the coherence of a frame: worst-case and average coherence. We first use worst-case and average coherence to derive near-optimal probabilistic guarantees on both sparse signal detection and reconstruction in the presence of noise. Next, we provide a catalog of nearly tight frames with small worst-case and average coherence. Later, we find a new lower bound on worst-case coherence; we compare it to the Welch bound and use it to interpret recently reported signal reconstruction results. Finally, we give an algorithm that transforms frames in a way that decreases average coherence without changing the spectral norm or worst-case coherence

Frame Coherence and Sparse Signal Processing

The sparse signal processing literature often uses random sensing matrices to obtain performance guarantees. Unfortunately, in the real world, sensing matrices do not always come from random processes. It is therefore desirable to evaluate whether an arbitrary matrix, or frame, is suitable for sensing sparse signals. To this end, the present paper investigates two parameters that measure the coherence of a frame: worst-case and average coherence. We first provide several examples of frames that have small spectral norm, worst-case coherence, and average coherence. Next, we present a new lower bound on worst-case coherence and compare it to the Welch bound. Later, we propose an algorithm that decreases the average coherence of a frame without changing its spectral norm or worst-case coherence. Finally, we use worst-case and average coherence, as opposed to the Restricted Isometry Property, to garner near-optimal probabilistic guarantees on both sparse signal detection and reconstruction in the presence of noise. This contrasts with recent results that only guarantee noiseless signal recovery from arbitrary frames, and which further assume independence across the nonzero entries of the signal---in a sense, requiring small average coherence replaces the need for such an assumption

Modulated Unit-Norm Tight Frames for Compressed Sensing

In this paper, we propose a compressed sensing (CS) framework that consists of three parts: a unit-norm tight frame (UTF), a random diagonal matrix and a column-wise orthonormal matrix. We prove that this structure satisfies the restricted isometry property (RIP) with high probability if the number of measurements $m = O(s \log^2s \log^2n)$ for $s$-sparse signals of length $n$ and if the column-wise orthonormal matrix is bounded. Some existing structured sensing models can be studied under this framework, which then gives tighter bounds on the required number of measurements to satisfy the RIP. More importantly, we propose several structured sensing models by appealing to this unified framework, such as a general sensing model with arbitrary/determinisic subsamplers, a fast and efficient block compressed sensing scheme, and structured sensing matrices with deterministic phase modulations, all of which can lead to improvements on practical applications. In particular, one of the constructions is applied to simplify the transceiver design of CS-based channel estimation for orthogonal frequency division multiplexing (OFDM) systems.Comment: submitted to IEEE Transactions on Signal Processin

Parametric dictionary design for sparse coding

Abstract—This paper introduces a new dictionary design method for sparse coding of a class of signals. It has been shown that one can sparsely approximate some natural signals using an overcomplete set of parametric functions, e.g. [1], [2]. A problem in using these parametric dictionaries is how to choose the parameters. In practice these parameters have been chosen by an expert or through a set of experiments. In the sparse approximation context, it has been shown that an incoherent dictionary is appropriate for the sparse approximation methods. In this paper we first characterize the dictionary design problem, subject to a constraint on the dictionary. Then we briefly explain that equiangular tight frames have minimum coherence. The complexity of the problem does not allow it to be solved exactly. We introduce a practical method to approximately solve it. Some experiments show the advantages one gets by using these dictionaries