Lorentzian Iterative Hard Thresholding: Robust Compressed Sensing with Prior Information

Commonly employed reconstruction algorithms in compressed sensing (CS) use the $L_2$ norm as the metric for the residual error. However, it is well-known that least squares (LS) based estimators are highly sensitive to outliers present in the measurement vector leading to a poor performance when the noise no longer follows the Gaussian assumption but, instead, is better characterized by heavier-than-Gaussian tailed distributions. In this paper, we propose a robust iterative hard Thresholding (IHT) algorithm for reconstructing sparse signals in the presence of impulsive noise. To address this problem, we use a Lorentzian cost function instead of the $L_2$ cost function employed by the traditional IHT algorithm. We also modify the algorithm to incorporate prior signal information in the recovery process. Specifically, we study the case of CS with partially known support. The proposed algorithm is a fast method with computational load comparable to the LS based IHT, whilst having the advantage of robustness against heavy-tailed impulsive noise. Sufficient conditions for stability are studied and a reconstruction error bound is derived. We also derive sufficient conditions for stable sparse signal recovery with partially known support. Theoretical analysis shows that including prior support information relaxes the conditions for successful reconstruction. Simulation results demonstrate that the Lorentzian-based IHT algorithm significantly outperform commonly employed sparse reconstruction techniques in impulsive environments, while providing comparable performance in less demanding, light-tailed environments. Numerical results also demonstrate that the partially known support inclusion improves the performance of the proposed algorithm, thereby requiring fewer samples to yield an approximate reconstruction.Comment: 28 pages, 9 figures, accepted in IEEE Transactions on Signal Processin

Nonparametric Simultaneous Sparse Recovery: an Application to Source Localization

We consider multichannel sparse recovery problem where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known elementary vectors. Many popular greedy or convex algorithms perform poorly under non-Gaussian heavy-tailed noise conditions or in the face of outliers. In this paper, we propose the usage of mixed $\ell_{p,q}$ norms on data fidelity (residual matrix) term and the conventional $\ell_{0,2}$-norm constraint on the signal matrix to promote row-sparsity. We devise a greedy pursuit algorithm based on simultaneous normalized iterative hard thresholding (SNIHT) algorithm. Simulation studies highlight the effectiveness of the proposed approaches to cope with different noise environments (i.i.d., row i.i.d, etc) and outliers. Usefulness of the methods are illustrated in source localization application with sensor arrays.Comment: Paper appears in Proc. European Signal Processing Conference (EUSIPCO'15), Nice, France, Aug 31 -- Sep 4, 201

Structure-Based Bayesian Sparse Reconstruction

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical information (Gaussian or otherwise) to obtain near optimal estimates. In addition, we make use of the rich structure of the sensing matrix encountered in many signal processing applications to develop a fast sparse recovery algorithm. The computational complexity of the proposed algorithm is relatively low compared with the widely used convex relaxation methods as well as greedy matching pursuit techniques, especially at a low sparsity rate.Comment: 29 pages, 15 figures, accepted in IEEE Transactions on Signal Processing (July 2012

Jump-sparse and sparse recovery using Potts functionals

We recover jump-sparse and sparse signals from blurred incomplete data corrupted by (possibly non-Gaussian) noise using inverse Potts energy functionals. We obtain analytical results (existence of minimizers, complexity) on inverse Potts functionals and provide relations to sparsity problems. We then propose a new optimization method for these functionals which is based on dynamic programming and the alternating direction method of multipliers (ADMM). A series of experiments shows that the proposed method yields very satisfactory jump-sparse and sparse reconstructions, respectively. We highlight the capability of the method by comparing it with classical and recent approaches such as TV minimization (jump-sparse signals), orthogonal matching pursuit, iterative hard thresholding, and iteratively reweighted $\ell^1$ minimization (sparse signals)