8,479 research outputs found

    Compressed sensing with sparse, structured matrices

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    In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the original signal, compressed at a rate {\alpha}, by using a message passing algorithm (Expectation Maximization Belief Propagation) that runs in a time linear in N. In the large N limit, the scheme proposed here closely approaches the theoretical bound {\rho}0 = {\alpha}, and so it is both optimal and efficient (linear time complexity). More generally, we show that several ensembles of dense random matrices can be converted into ensembles of sparse random matrices, having the same thresholds, but much lower computational complexity.Comment: 7 pages, 6 figure

    Structured random measurements in signal processing

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    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

    Modulated Unit-Norm Tight Frames for Compressed Sensing

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    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(slog2slog2n)m = O(s \log^2s \log^2n) for ss-sparse signals of length nn 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

    Granger Causality for Compressively Sensed Sparse Signals

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    Compressed sensing is a scheme that allows for sparse signals to be acquired, transmitted and stored using far fewer measurements than done by conventional means employing Nyquist sampling theorem. Since many naturally occurring signals are sparse (in some domain), compressed sensing has rapidly seen popularity in a number of applied physics and engineering applications, particularly in designing signal and image acquisition strategies, e.g., magnetic resonance imaging, quantum state tomography, scanning tunneling microscopy, analog to digital conversion technologies. Contemporaneously, causal inference has become an important tool for the analysis and understanding of processes and their interactions in many disciplines of science, especially those dealing with complex systems. Direct causal analysis for compressively sensed data is required to avoid the task of reconstructing the compressed data. Also, for some sparse signals, such as for sparse temporal data, it may be difficult to discover causal relations directly using available data-driven/ model-free causality estimation techniques. In this work, we provide a mathematical proof that structured compressed sensing matrices, specifically Circulant and Toeplitz, preserve causal relationships in the compressed signal domain, as measured by Granger Causality. We then verify this theorem on a number of bivariate and multivariate coupled sparse signal simulations which are compressed using these matrices. We also demonstrate a real world application of network causal connectivity estimation from sparse neural spike train recordings from rat prefrontal cortex.Comment: Submitted to IEEE Transactions on Neural Networks and Learning System

    Quantized Compressed Sensing for Partial Random Circulant Matrices

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    We provide the first analysis of a non-trivial quantization scheme for compressed sensing measurements arising from structured measurements. Specifically, our analysis studies compressed sensing matrices consisting of rows selected at random, without replacement, from a circulant matrix generated by a random subgaussian vector. We quantize the measurements using stable, possibly one-bit, Sigma-Delta schemes, and use a reconstruction method based on convex optimization. We show that the part of the reconstruction error due to quantization decays polynomially in the number of measurements. This is in line with analogous results on Sigma-Delta quantization associated with random Gaussian or subgaussian matrices, and significantly better than results associated with the widely assumed memoryless scalar quantization. Moreover, we prove that our approach is stable and robust; i.e., the reconstruction error degrades gracefully in the presence of non-quantization noise and when the underlying signal is not strictly sparse. The analysis relies on results concerning subgaussian chaos processes as well as a variation of McDiarmid's inequality.Comment: 15 page

    Achievable Angles Between two Compressed Sparse Vectors Under Norm/Distance Constraints Imposed by the Restricted Isometry Property: A Plane Geometry Approach

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    The angle between two compressed sparse vectors subject to the norm/distance constraints imposed by the restricted isometry property (RIP) of the sensing matrix plays a crucial role in the studies of many compressive sensing (CS) problems. Assuming that (i) u and v are two sparse vectors separated by an angle thetha, and (ii) the sensing matrix Phi satisfies RIP, this paper is aimed at analytically characterizing the achievable angles between Phi*u and Phi*v. Motivated by geometric interpretations of RIP and with the aid of the well-known law of cosines, we propose a plane geometry based formulation for the study of the considered problem. It is shown that all the RIP-induced norm/distance constraints on Phi*u and Phi*v can be jointly depicted via a simple geometric diagram in the two-dimensional plane. This allows for a joint analysis of all the considered algebraic constraints from a geometric perspective. By conducting plane geometry analyses based on the constructed diagram, closed-form formulae for the maximal and minimal achievable angles are derived. Computer simulations confirm that the proposed solution is tighter than an existing algebraic-based estimate derived using the polarization identity. The obtained results are used to derive a tighter restricted isometry constant of structured sensing matrices of a certain kind, to wit, those in the form of a product of an orthogonal projection matrix and a random sensing matrix. Follow-up applications to three CS problems, namely, compressed-domain interference cancellation, RIP-based analysis of the orthogonal matching pursuit algorithm, and the study of democratic nature of random sensing matrices are investigated.Comment: submitted to IEEE Trans. Information Theor
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