Equivalence of synthesis and atomic formulations of sparse recovery

Recovery of sparse signals from linear, dimensionality reducing measurements broadly fall under two well-known formulations, named the synthesis and the analysis a ́ la Elad et al. Recently, Chandrasekaran et al. introduced a new algorithmic sparse recovery framework based on the convex geometry of linear inverse prob- lems, called the atomic norm formulation. In this paper, we prove that atomic norm formulation and synthesis formulation are equiva- lent for closed atomic sets. Hence, it is possible to use the synthesis formulation in order to obtain the so-called atomic decompositions of signals. In order to numerically observe this equivalence we derive exact linear matrix inequality representations, also known as the theta bodies, of the centrosymmertic polytopes formed from the columns of the simplex and their antipodes. We then illustrate that the atomic and synthesis recovery results agree on machine precision on randomly generated sparse recovery problems

A Compact Formulation for the ℓ2,1\ell_{2,1} Mixed-Norm Minimization Problem

Parameter estimation from multiple measurement vectors (MMVs) is a fundamental problem in many signal processing applications, e.g., spectral analysis and direction-of- arrival estimation. Recently, this problem has been address using prior information in form of a jointly sparse signal structure. A prominent approach for exploiting joint sparsity considers mixed-norm minimization in which, however, the problem size grows with the number of measurements and the desired resolution, respectively. In this work we derive an equivalent, compact reformulation of the $\ell_{2,1}$ mixed-norm minimization problem which provides new insights on the relation between different existing approaches for jointly sparse signal reconstruction. The reformulation builds upon a compact parameterization, which models the row-norms of the sparse signal representation as parameters of interest, resulting in a significant reduction of the MMV problem size. Given the sparse vector of row-norms, the jointly sparse signal can be computed from the MMVs in closed form. For the special case of uniform linear sampling, we present an extension of the compact formulation for gridless parameter estimation by means of semidefinite programming. Furthermore, we derive in this case from our compact problem formulation the exact equivalence between the $\ell_{2,1}$ mixed-norm minimization and the atomic-norm minimization. Additionally, for the case of irregular sampling or a large number of samples, we present a low complexity, grid-based implementation based on the coordinate descent method