Frame Coherence and Sparse Signal Processing

The sparse signal processing literature often uses random sensing matrices to obtain performance guarantees. Unfortunately, in the real world, sensing matrices do not always come from random processes. It is therefore desirable to evaluate whether an arbitrary matrix, or frame, is suitable for sensing sparse signals. To this end, the present paper investigates two parameters that measure the coherence of a frame: worst-case and average coherence. We first provide several examples of frames that have small spectral norm, worst-case coherence, and average coherence. Next, we present a new lower bound on worst-case coherence and compare it to the Welch bound. Later, we propose an algorithm that decreases the average coherence of a frame without changing its spectral norm or worst-case coherence. Finally, we use worst-case and average coherence, as opposed to the Restricted Isometry Property, to garner near-optimal probabilistic guarantees on both sparse signal detection and reconstruction in the presence of noise. This contrasts with recent results that only guarantee noiseless signal recovery from arbitrary frames, and which further assume independence across the nonzero entries of the signal---in a sense, requiring small average coherence replaces the need for such an assumption

Sparse Recovery from Combined Fusion Frame Measurements

Sparse representations have emerged as a powerful tool in signal and information processing, culminated by the success of new acquisition and processing techniques such as Compressed Sensing (CS). Fusion frames are very rich new signal representation methods that use collections of subspaces instead of vectors to represent signals. This work combines these exciting fields to introduce a new sparsity model for fusion frames. Signals that are sparse under the new model can be compressively sampled and uniquely reconstructed in ways similar to sparse signals using standard CS. The combination provides a promising new set of mathematical tools and signal models useful in a variety of applications. With the new model, a sparse signal has energy in very few of the subspaces of the fusion frame, although it does not need to be sparse within each of the subspaces it occupies. This sparsity model is captured using a mixed l1/l2 norm for fusion frames. A signal sparse in a fusion frame can be sampled using very few random projections and exactly reconstructed using a convex optimization that minimizes this mixed l1/l2 norm. The provided sampling conditions generalize coherence and RIP conditions used in standard CS theory. It is demonstrated that they are sufficient to guarantee sparse recovery of any signal sparse in our model. Moreover, a probabilistic analysis is provided using a stochastic model on the sparse signal that shows that under very mild conditions the probability of recovery failure decays exponentially with increasing dimension of the subspaces

Algorithms for the Construction of Incoherent Frames Under Various Design Constraints

Unit norm finite frames are generalizations of orthonormal bases with many applications in signal processing. An important property of a frame is its coherence, a measure of how close any two vectors of the frame are to each other. Low coherence frames are useful in compressed sensing applications. When used as measurement matrices, they successfully recover highly sparse solutions to linear inverse problems. This paper describes algorithms for the design of various low coherence frame types: real, complex, unital (constant magnitude) complex, sparse real and complex, nonnegative real and complex, and harmonic (selection of rows from Fourier matrices). The proposed methods are based on solving a sequence of convex optimization problems that update each vector of the frame. This update reduces the coherence with the other frame vectors, while other constraints on its entries are also imposed. Numerical experiments show the effectiveness of the methods compared to the Welch bound, as well as other competing algorithms, in compressed sensing applications

Two are better than one: Fundamental parameters of frame coherence

This paper investigates two parameters that measure the coherence of a frame: worst-case and average coherence. We first use worst-case and average coherence to derive near-optimal probabilistic guarantees on both sparse signal detection and reconstruction in the presence of noise. Next, we provide a catalog of nearly tight frames with small worst-case and average coherence. Later, we find a new lower bound on worst-case coherence; we compare it to the Welch bound and use it to interpret recently reported signal reconstruction results. Finally, we give an algorithm that transforms frames in a way that decreases average coherence without changing the spectral norm or worst-case coherence

Sparse Recovery Analysis of Preconditioned Frames via Convex Optimization

Orthogonal Matching Pursuit and Basis Pursuit are popular reconstruction algorithms for recovery of sparse signals. The exact recovery property of both the methods has a relation with the coherence of the underlying redundant dictionary, i.e. a frame. A frame with low coherence provides better guarantees for exact recovery. An equivalent formulation of the associated linear system is obtained via premultiplication by a non-singular matrix. In view of bounds that guarantee sparse recovery, it is very useful to generate the preconditioner in such way that the preconditioned frame has low coherence as compared to the original. In this paper, we discuss the impact of preconditioning on sparse recovery. Further, we formulate a convex optimization problem for designing the preconditioner that yields a frame with improved coherence. In addition to reducing coherence, we focus on designing well conditioned frames and numerically study the relationship between the condition number of the preconditioner and the coherence of the new frame. Alongside theoretical justifications, we demonstrate through simulations the efficacy of the preconditioner in reducing coherence as well as recovering sparse signals.Comment: 9 pages, 5 Figure