Structured random measurements in signal processing

Compressed sensing and its extensions have recently triggered interest in randomized signal acquisition. A key finding is that random measurements provide sparse signal reconstruction guarantees for efficient and stable algorithms with a minimal number of samples. While this was first shown for (unstructured) Gaussian random measurement matrices, applications require certain structure of the measurements leading to structured random measurement matrices. Near optimal recovery guarantees for such structured measurements have been developed over the past years in a variety of contexts. This article surveys the theory in three scenarios: compressed sensing (sparse recovery), low rank matrix recovery, and phaseless estimation. The random measurement matrices to be considered include random partial Fourier matrices, partial random circulant matrices (subsampled convolutions), matrix completion, and phase estimation from magnitudes of Fourier type measurements. The article concludes with a brief discussion of the mathematical techniques for the analysis of such structured random measurements.Comment: 22 pages, 2 figure

Quantized Compressed Sensing for Partial Random Circulant Matrices

We provide the first analysis of a non-trivial quantization scheme for compressed sensing measurements arising from structured measurements. Specifically, our analysis studies compressed sensing matrices consisting of rows selected at random, without replacement, from a circulant matrix generated by a random subgaussian vector. We quantize the measurements using stable, possibly one-bit, Sigma-Delta schemes, and use a reconstruction method based on convex optimization. We show that the part of the reconstruction error due to quantization decays polynomially in the number of measurements. This is in line with analogous results on Sigma-Delta quantization associated with random Gaussian or subgaussian matrices, and significantly better than results associated with the widely assumed memoryless scalar quantization. Moreover, we prove that our approach is stable and robust; i.e., the reconstruction error degrades gracefully in the presence of non-quantization noise and when the underlying signal is not strictly sparse. The analysis relies on results concerning subgaussian chaos processes as well as a variation of McDiarmid's inequality.Comment: 15 page

A probabilistic and RIPless theory of compressed sensing

This paper introduces a simple and very general theory of compressive sensing. In this theory, the sensing mechanism simply selects sensing vectors independently at random from a probability distribution F; it includes all models - e.g. Gaussian, frequency measurements - discussed in the literature, but also provides a framework for new measurement strategies as well. We prove that if the probability distribution F obeys a simple incoherence property and an isotropy property, one can faithfully recover approximately sparse signals from a minimal number of noisy measurements. The novelty is that our recovery results do not require the restricted isometry property (RIP) - they make use of a much weaker notion - or a random model for the signal. As an example, the paper shows that a signal with s nonzero entries can be faithfully recovered from about s log n Fourier coefficients that are contaminated with noise.Comment: 36 page

Compressed Sensing and Parallel Acquisition

Parallel acquisition systems arise in various applications in order to moderate problems caused by insufficient measurements in single-sensor systems. These systems allow simultaneous data acquisition in multiple sensors, thus alleviating such problems by providing more overall measurements. In this work we consider the combination of compressed sensing with parallel acquisition. We establish the theoretical improvements of such systems by providing recovery guarantees for which, subject to appropriate conditions, the number of measurements required per sensor decreases linearly with the total number of sensors. Throughout, we consider two different sampling scenarios -- distinct (corresponding to independent sampling in each sensor) and identical (corresponding to dependent sampling between sensors) -- and a general mathematical framework that allows for a wide range of sensing matrices (e.g., subgaussian random matrices, subsampled isometries, random convolutions and random Toeplitz matrices). We also consider not just the standard sparse signal model, but also the so-called sparse in levels signal model. This model includes both sparse and distributed signals and clustered sparse signals. As our results show, optimal recovery guarantees for both distinct and identical sampling are possible under much broader conditions on the so-called sensor profile matrices (which characterize environmental conditions between a source and the sensors) for the sparse in levels model than for the sparse model. To verify our recovery guarantees we provide numerical results showing phase transitions for a number of different multi-sensor environments.Comment: 43 pages, 4 figure