2,933 research outputs found
On the stable recovery of the sparsest overcomplete representations in presence of noise
Let x be a signal to be sparsely decomposed over a redundant dictionary A,
i.e., a sparse coefficient vector s has to be found such that x=As. It is known
that this problem is inherently unstable against noise, and to overcome this
instability, the authors of [Stable Recovery; Donoho et.al., 2006] have
proposed to use an "approximate" decomposition, that is, a decomposition
satisfying ||x - A s|| < \delta, rather than satisfying the exact equality x =
As. Then, they have shown that if there is a decomposition with ||s||_0 <
(1+M^{-1})/2, where M denotes the coherence of the dictionary, this
decomposition would be stable against noise. On the other hand, it is known
that a sparse decomposition with ||s||_0 < spark(A)/2 is unique. In other
words, although a decomposition with ||s||_0 < spark(A)/2 is unique, its
stability against noise has been proved only for highly more restrictive
decompositions satisfying ||s||_0 < (1+M^{-1})/2, because usually (1+M^{-1})/2
<< spark(A)/2.
This limitation maybe had not been very important before, because ||s||_0 <
(1+M^{-1})/2 is also the bound which guaranties that the sparse decomposition
can be found via minimizing the L1 norm, a classic approach for sparse
decomposition. However, with the availability of new algorithms for sparse
decomposition, namely SL0 and Robust-SL0, it would be important to know whether
or not unique sparse decompositions with (1+M^{-1})/2 < ||s||_0 < spark(A)/2
are stable. In this paper, we show that such decompositions are indeed stable.
In other words, we extend the stability bound from ||s||_0 < (1+M^{-1})/2 to
the whole uniqueness range ||s||_0 < spark(A)/2. In summary, we show that "all
unique sparse decompositions are stably recoverable". Moreover, we see that
sparser decompositions are "more stable".Comment: Accepted in IEEE Trans on SP on 4 May 2010. (c) 2010 IEEE. Personal
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Identification of Matrices Having a Sparse Representation
We consider the problem of recovering a matrix from its action on a known vector in the setting where the matrix can be represented efficiently in a known matrix dictionary. Connections with sparse signal recovery allows for the use of efficient reconstruction techniques such as Basis Pursuit (BP). Of particular interest is the dictionary of time-frequency shift matrices and its role for channel estimation and identification in communications engineering. We present recovery results for BP with the time-frequency shift dictionary and various dictionaries of random matrices
Compressive and Noncompressive Power Spectral Density Estimation from Periodic Nonuniform Samples
This paper presents a novel power spectral density estimation technique for
band-limited, wide-sense stationary signals from sub-Nyquist sampled data. The
technique employs multi-coset sampling and incorporates the advantages of
compressed sensing (CS) when the power spectrum is sparse, but applies to
sparse and nonsparse power spectra alike. The estimates are consistent
piecewise constant approximations whose resolutions (width of the piecewise
constant segments) are controlled by the periodicity of the multi-coset
sampling. We show that compressive estimates exhibit better tradeoffs among the
estimator's resolution, system complexity, and average sampling rate compared
to their noncompressive counterparts. For suitable sampling patterns,
noncompressive estimates are obtained as least squares solutions. Because of
the non-negativity of power spectra, compressive estimates can be computed by
seeking non-negative least squares solutions (provided appropriate sampling
patterns exist) instead of using standard CS recovery algorithms. This
flexibility suggests a reduction in computational overhead for systems
estimating both sparse and nonsparse power spectra because one algorithm can be
used to compute both compressive and noncompressive estimates.Comment: 26 pages, single spaced, 9 figure
Decoding by Linear Programming
This paper considers the classical error correcting problem which is
frequently discussed in coding theory. We wish to recover an input vector from corrupted measurements . Here, is an by
(coding) matrix and is an arbitrary and unknown vector of errors. Is it
possible to recover exactly from the data ? We prove that under suitable
conditions on the coding matrix , the input is the unique solution to
the -minimization problem () provided that the support of the vector of
errors is not too large, for some . In short, can be recovered exactly by solving a
simple convex optimization problem (which one can recast as a linear program).
In addition, numerical experiments suggest that this recovery procedure works
unreasonably well; is recovered exactly even in situations where a
significant fraction of the output is corrupted.Comment: 22 pages, 4 figures, submitte
Randomized Extended Kaczmarz for Solving Least-Squares
We present a randomized iterative algorithm that exponentially converges in
expectation to the minimum Euclidean norm least squares solution of a given
linear system of equations. The expected number of arithmetic operations
required to obtain an estimate of given accuracy is proportional to the square
condition number of the system multiplied by the number of non-zeros entries of
the input matrix. The proposed algorithm is an extension of the randomized
Kaczmarz method that was analyzed by Strohmer and Vershynin.Comment: 19 Pages, 5 figures; code is available at
https://github.com/zouzias/RE
RSP-Based Analysis for Sparsest and Least -Norm Solutions to Underdetermined Linear Systems
Recently, the worse-case analysis, probabilistic analysis and empirical
justification have been employed to address the fundamental question: When does
-minimization find the sparsest solution to an underdetermined linear
system? In this paper, a deterministic analysis, rooted in the classic linear
programming theory, is carried out to further address this question. We first
identify a necessary and sufficient condition for the uniqueness of least
-norm solutions to linear systems. From this condition, we deduce that
a sparsest solution coincides with the unique least -norm solution to a
linear system if and only if the so-called \emph{range space property} (RSP)
holds at this solution. This yields a broad understanding of the relationship
between - and -minimization problems. Our analysis indicates
that the RSP truly lies at the heart of the relationship between these two
problems. Through RSP-based analysis, several important questions in this field
can be largely addressed. For instance, how to efficiently interpret the gap
between the current theory and the actual numerical performance of
-minimization by a deterministic analysis, and if a linear system has
multiple sparsest solutions, when does -minimization guarantee to find
one of them? Moreover, new matrix properties (such as the \emph{RSP of order
} and the \emph{Weak-RSP of order }) are introduced in this paper, and a
new theory for sparse signal recovery based on the RSP of order is
established
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