Compression-Based Compressed Sensing

Modern compression algorithms exploit complex structures that are present in signals to describe them very efficiently. On the other hand, the field of compressed sensing is built upon the observation that "structured" signals can be recovered from their under-determined set of linear projections. Currently, there is a large gap between the complexity of the structures studied in the area of compressed sensing and those employed by the state-of-the-art compression codes. Recent results in the literature on deterministic signals aim at bridging this gap through devising compressed sensing decoders that employ compression codes. This paper focuses on structured stochastic processes and studies the application of rate-distortion codes to compressed sensing of such signals. The performance of the formerly-proposed compressible signal pursuit (CSP) algorithm is studied in this stochastic setting. It is proved that in the very low distortion regime, as the blocklength grows to infinity, the CSP algorithm reliably and robustly recovers $n$ instances of a stationary process from random linear projections as long as their count is slightly more than $n$ times the rate-distortion dimension (RDD) of the source. It is also shown that under some regularity conditions, the RDD of a stationary process is equal to its information dimension (ID). This connection establishes the optimality of the CSP algorithm at least for memoryless stationary sources, for which the fundamental limits are known. Finally, it is shown that the CSP algorithm combined by a family of universal variable-length fixed-distortion compression codes yields a family of universal compressed sensing recovery algorithms

Random Filters for Compressive Sampling and Reconstruction

We propose and study a new technique for efficiently acquiring and reconstructing signals based on convolution with a fixed FIR filter having random taps. The method is designed for sparse and compressible signals, i.e., ones that are well approximated by a short linear combination of vectors from an orthonormal basis. Signal reconstruction involves a non-linear Orthogonal Matching Pursuit algorithm that we implement efficiently by exploiting the nonadaptive, time-invariant structure of the measurement process. While simpler and more efficient than other random acquisition techniques like Compressed Sensing, random filtering is sufficiently generic to summarize many types of compressible signals and generalizes to streaming and continuous-time signals. Extensive numerical experiments demonstrate its efficacy for acquiring and reconstructing signals sparse in the time, frequency, and wavelet domains, as well as piecewise smooth signals and Poisson processes

Restricted Isometries for Partial Random Circulant Matrices

In the theory of compressed sensing, restricted isometry analysis has become a standard tool for studying how efficiently a measurement matrix acquires information about sparse and compressible signals. Many recovery algorithms are known to succeed when the restricted isometry constants of the sampling matrix are small. Many potential applications of compressed sensing involve a data-acquisition process that proceeds by convolution with a random pulse followed by (nonrandom) subsampling. At present, the theoretical analysis of this measurement technique is lacking. This paper demonstrates that the $s$th order restricted isometry constant is small when the number $m$ of samples satisfies $m \gtrsim (s \log n)^{3/2}$, where $n$ is the length of the pulse. This bound improves on previous estimates, which exhibit quadratic scaling

Performance bounds for expander-based compressed sensing in Poisson noise

This paper provides performance bounds for compressed sensing in the presence of Poisson noise using expander graphs. The Poisson noise model is appropriate for a variety of applications, including low-light imaging and digital streaming, where the signal-independent and/or bounded noise models used in the compressed sensing literature are no longer applicable. In this paper, we develop a novel sensing paradigm based on expander graphs and propose a MAP algorithm for recovering sparse or compressible signals from Poisson observations. The geometry of the expander graphs and the positivity of the corresponding sensing matrices play a crucial role in establishing the bounds on the signal reconstruction error of the proposed algorithm. We support our results with experimental demonstrations of reconstructing average packet arrival rates and instantaneous packet counts at a router in a communication network, where the arrivals of packets in each flow follow a Poisson process.Comment: revised version; accepted to IEEE Transactions on Signal Processin