Concentration of Measure Inequalities for Toeplitz Matrices with Applications

We derive Concentration of Measure (CoM) inequalities for randomized Toeplitz matrices. These inequalities show that the norm of a high-dimensional signal mapped by a Toeplitz matrix to a low-dimensional space concentrates around its mean with a tail probability bound that decays exponentially in the dimension of the range space divided by a quantity which is a function of the signal. For the class of sparse signals, the introduced quantity is bounded by the sparsity level of the signal. However, we observe that this bound is highly pessimistic for most sparse signals and we show that if a random distribution is imposed on the non-zero entries of the signal, the typical value of the quantity is bounded by a term that scales logarithmically in the ambient dimension. As an application of the CoM inequalities, we consider Compressive Binary Detection (CBD).Comment: Initial Submission to the IEEE Transactions on Signal Processing on December 1, 2011. Revised and Resubmitted on July 12, 201

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

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

Concentration of Measure Inequalities for Compressive Toeplitz Matrices with Applications to Detection and System Identification

Abstract — In this paper, we derive concentration of measure inequalities for compressive Toeplitz matrices (having fewer rows than columns) with entries drawn from an independent and identically distributed (i.i.d.) Gaussian random sequence. These inequalities show that the norm of a vector mapped by a Toeplitz matrix to a lower dimensional space concentrates around its mean with a tail probability bound that decays exponentially in the dimension of the range space divided by a factor that is a function of the sample covariance of the vector. Motivated by the emerging field of Compressive Sensing (CS), we apply these inequalities to problems involving the analysis of high-dimensional systems from convolution-based compressive measurements. We discuss applications such as system identification, namely the estimation of the impulse response of a system, in cases where one can assume that the impulse response is high-dimensional, but sparse. We also consider the problem of detecting a change in the dynamic behavior of a system, where the change itself can be modeled by a system with a sparse impulse response. I

Compressed Sensing in Multi-Signal Environments.

Technological advances and the ability to build cheap high performance sensors make it possible to deploy tens or even hundreds of sensors to acquire information about a common phenomenon of interest. The increasing number of sensors allows us to acquire ever more detailed information about the underlying scene that was not possible before. This, however, directly translates to increasing amounts of data that needs to be acquired, transmitted, and processed. The amount of data can be overwhelming, especially in applications that involve high-resolution signals such as images or videos. Compressed sensing (CS) is a novel acquisition and reconstruction scheme that is particularly useful in scenarios when high resolution signals are difficult or expensive to encode. When applying CS in a multi-signal scenario, there are several aspects that need to be considered such as the sensing matrix, the joint signal model, and the reconstruction algorithm. The purpose of this dissertation is to provide a complete treatment of these aspects in various multi-signal environments. Specific applications include video, multi-view imaging, and structural health monitoring systems. For each application, we propose a novel joint signal model that accurately captures the joint signal structure, and we tailor the reconstruction algorithm to each signal model to successfully recover the signals of interest.PHDElectrical Engineering: SystemsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/98007/1/jaeypark_1.pd