984 research outputs found
Stable, Robust and Super Fast Reconstruction of Tensors Using Multi-Way Projections
In the framework of multidimensional Compressed Sensing (CS), we introduce an
analytical reconstruction formula that allows one to recover an th-order
data tensor
from a reduced set of multi-way compressive measurements by exploiting its low
multilinear-rank structure. Moreover, we show that, an interesting property of
multi-way measurements allows us to build the reconstruction based on
compressive linear measurements taken only in two selected modes, independently
of the tensor order . In addition, it is proved that, in the matrix case and
in a particular case with rd-order tensors where the same 2D sensor operator
is applied to all mode-3 slices, the proposed reconstruction
is stable in the sense that the approximation
error is comparable to the one provided by the best low-multilinear-rank
approximation, where is a threshold parameter that controls the
approximation error. Through the analysis of the upper bound of the
approximation error we show that, in the 2D case, an optimal value for the
threshold parameter exists, which is confirmed by our
simulation results. On the other hand, our experiments on 3D datasets show that
very good reconstructions are obtained using , which means that this
parameter does not need to be tuned. Our extensive simulation results
demonstrate the stability and robustness of the method when it is applied to
real-world 2D and 3D signals. A comparison with state-of-the-arts sparsity
based CS methods specialized for multidimensional signals is also included. A
very attractive characteristic of the proposed method is that it provides a
direct computation, i.e. it is non-iterative in contrast to all existing
sparsity based CS algorithms, thus providing super fast computations, even for
large datasets.Comment: Submitted to IEEE Transactions on Signal Processin
Structured random measurements in signal processing
Compressed sensing and its extensions have recently triggered interest in
randomized signal acquisition. A key finding is that random measurements
provide sparse signal reconstruction guarantees for efficient and stable
algorithms with a minimal number of samples. While this was first shown for
(unstructured) Gaussian random measurement matrices, applications require
certain structure of the measurements leading to structured random measurement
matrices. Near optimal recovery guarantees for such structured measurements
have been developed over the past years in a variety of contexts. This article
surveys the theory in three scenarios: compressed sensing (sparse recovery),
low rank matrix recovery, and phaseless estimation. The random measurement
matrices to be considered include random partial Fourier matrices, partial
random circulant matrices (subsampled convolutions), matrix completion, and
phase estimation from magnitudes of Fourier type measurements. The article
concludes with a brief discussion of the mathematical techniques for the
analysis of such structured random measurements.Comment: 22 pages, 2 figure
Sequential Compressed Sensing
Compressed sensing allows perfect recovery of sparse signals (or signals
sparse in some basis) using only a small number of random measurements.
Existing results in compressed sensing literature have focused on
characterizing the achievable performance by bounding the number of samples
required for a given level of signal sparsity. However, using these bounds to
minimize the number of samples requires a-priori knowledge of the sparsity of
the unknown signal, or the decay structure for near-sparse signals.
Furthermore, there are some popular recovery methods for which no such bounds
are known.
In this paper, we investigate an alternative scenario where observations are
available in sequence. For any recovery method, this means that there is now a
sequence of candidate reconstructions. We propose a method to estimate the
reconstruction error directly from the samples themselves, for every candidate
in this sequence. This estimate is universal in the sense that it is based only
on the measurement ensemble, and not on the recovery method or any assumed
level of sparsity of the unknown signal. With these estimates, one can now stop
observations as soon as there is reasonable certainty of either exact or
sufficiently accurate reconstruction. They also provide a way to obtain
"run-time" guarantees for recovery methods that otherwise lack a-priori
performance bounds.
We investigate both continuous (e.g. Gaussian) and discrete (e.g. Bernoulli)
random measurement ensembles, both for exactly sparse and general near-sparse
signals, and with both noisy and noiseless measurements.Comment: to appear in IEEE transactions on Special Topics in Signal Processin
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