4,566 research outputs found
Compressed Sensing of Approximately-Sparse Signals: Phase Transitions and Optimal Reconstruction
Compressed sensing is designed to measure sparse signals directly in a
compressed form. However, most signals of interest are only "approximately
sparse", i.e. even though the signal contains only a small fraction of relevant
(large) components the other components are not strictly equal to zero, but are
only close to zero. In this paper we model the approximately sparse signal with
a Gaussian distribution of small components, and we study its compressed
sensing with dense random matrices. We use replica calculations to determine
the mean-squared error of the Bayes-optimal reconstruction for such signals, as
a function of the variance of the small components, the density of large
components and the measurement rate. We then use the G-AMP algorithm and we
quantify the region of parameters for which this algorithm achieves optimality
(for large systems). Finally, we show that in the region where the GAMP for the
homogeneous measurement matrices is not optimal, a special "seeding" design of
a spatially-coupled measurement matrix allows to restore optimality.Comment: 8 pages, 10 figure
Efficient and Robust Compressed Sensing Using Optimized Expander Graphs
Expander graphs have been recently proposed to construct efficient compressed sensing algorithms. In particular, it has been shown that any n-dimensional vector that is k-sparse can be fully recovered using O(klog n) measurements and only O(klog n) simple recovery iterations. In this paper, we improve upon this result by considering expander graphs with expansion coefficient beyond 3/4 and show that, with the same number of measurements, only O(k) recovery iterations are required, which is a significant improvement when n is large. In fact, full recovery can be accomplished by at most 2k very simple iterations. The number of iterations can be reduced arbitrarily close to k, and the recovery algorithm can be implemented very efficiently using a simple priority queue with total recovery time O(nlog(n/k))). We also show that by tolerating a small penal- ty on the number of measurements, and not on the number of recovery iterations, one can use the efficient construction of a family of expander graphs to come up with explicit measurement matrices for this method. We compare our result with other recently developed expander-graph-based methods and argue that it compares favorably both in terms of the number of required measurements and in terms of the time complexity and the simplicity of recovery. Finally, we will show how our analysis extends to give a robust algorithm that finds the position and sign of the k significant elements of an almost k-sparse signal and then, using very simple optimization techniques, finds a k-sparse signal which is close to the best k-term approximation of the original signal
A Simple Message-Passing Algorithm for Compressed Sensing
We consider the recovery of a nonnegative vector x from measurements y = Ax,
where A is an m-by-n matrix whos entries are in {0, 1}. We establish that when
A corresponds to the adjacency matrix of a bipartite graph with sufficient
expansion, a simple message-passing algorithm produces an estimate \hat{x} of x
satisfying ||x-\hat{x}||_1 \leq O(n/k) ||x-x(k)||_1, where x(k) is the best
k-sparse approximation of x. The algorithm performs O(n (log(n/k))^2 log(k))
computation in total, and the number of measurements required is m = O(k
log(n/k)). In the special case when x is k-sparse, the algorithm recovers x
exactly in time O(n log(n/k) log(k)). Ultimately, this work is a further step
in the direction of more formally developing the broader role of
message-passing algorithms in solving compressed sensing problems
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Dynamic Mode Decomposition for Compressive System Identification
Dynamic mode decomposition has emerged as a leading technique to identify
spatiotemporal coherent structures from high-dimensional data, benefiting from
a strong connection to nonlinear dynamical systems via the Koopman operator. In
this work, we integrate and unify two recent innovations that extend DMD to
systems with actuation [Proctor et al., 2016] and systems with heavily
subsampled measurements [Brunton et al., 2015]. When combined, these methods
yield a novel framework for compressive system identification [code is publicly
available at: https://github.com/zhbai/cDMDc]. It is possible to identify a
low-order model from limited input-output data and reconstruct the associated
full-state dynamic modes with compressed sensing, adding interpretability to
the state of the reduced-order model. Moreover, when full-state data is
available, it is possible to dramatically accelerate downstream computations by
first compressing the data. We demonstrate this unified framework on two model
systems, investigating the effects of sensor noise, different types of
measurements (e.g., point sensors, Gaussian random projections, etc.),
compression ratios, and different choices of actuation (e.g., localized,
broadband, etc.). In the first example, we explore this architecture on a test
system with known low-rank dynamics and an artificially inflated state
dimension. The second example consists of a real-world engineering application
given by the fluid flow past a pitching airfoil at low Reynolds number. This
example provides a challenging and realistic test-case for the proposed method,
and results demonstrate that the dominant coherent structures are well
characterized despite actuation and heavily subsampled data
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