Informative sensing : theory and applications

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2012.Cataloged from PDF version of thesis.Includes bibliographical references (p. 145-156).Compressed sensing is a recent theory for the sampling and reconstruction of sparse signals. Sparse signals only occupy a tiny fraction of the entire signal space and thus have a small amount of information, relative to their dimension. The theory tells us that the information can be captured faithfully with few random measurement samples, even far below the Nyquist rate. Despite the successful story, we question how the theory would change if we had a more precise prior than the simple sparsity model. Hence, we consider the settings where the prior is encoded as a probability density. In a Bayesian perspective, we see the signal recovery as an inference, in which we estimate the unmeasured dimensions of the signal given the incomplete measurements. We claim that good sensors should somehow be designed to minimize the uncertainty of the inference. In this thesis, we primarily use Shannon's entropy to measure the uncertainty and in effect pursue the InfoMax principle, rather than the restricted isometry property, in optimizing the sensors. By approximate analysis on sparse signals, we found random projections, typical in the compressed sensing literature, to be InfoMax optimal if the sparse coefficients are independent and identically distributed (i.i.d.). If not, however, we could find a different set of projections which, in signal reconstruction, consistently outperformed random or other types of measurements. In particular, if the coefficients are groupwise i.i.d., groupwise random projections with nonuniform sampling rate per group prove asymptotically Info- Max optimal. Such a groupwise i.i.d. pattern roughly appears in natural images when the wavelet basis is partitioned into groups according to the scale. Consequently, we applied the groupwise random projections to the sensing of natural images. We also considered designing an optimal color filter array for single-chip cameras. In this case, the feasible set of projections is highly restricted because multiplexing across pixels is not allowed. Nevertheless, our principle still applies. By minimizing the uncertainty of the unmeasured colors given the measured ones, we could find new color filter arrays which showed better demosaicking performance in comparison with Bayer or other existing color filter arrays.by Hyun Sung Chang.Ph.D

Compressed sensing with approximate message passing: measurement matrix and algorithm design

Compressed sensing (CS) is an emerging technique that exploits the properties of a sparse or compressible signal to efficiently and faithfully capture it with a sampling rate far below the Nyquist rate. The primary goal of compressed sensing is to achieve the best signal recovery with the least number of samples. To this end, two research directions have been receiving increasing attention: customizing the measurement matrix to the signal of interest and optimizing the reconstruction algorithm. In this thesis, contributions in both directions are made in the Bayesian setting for compressed sensing. The work presented in this thesis focuses on the approximate message passing (AMP) schemes, a new class of recovery algorithm that takes advantage of the statistical properties of the CS problem. First of all, a complete sample distortion (SD) framework is presented to fundamentally quantify the reconstruction performance for a certain pair of measurement matrix and recovery scheme. In the SD setting, the non-optimality region of the homogeneous Gaussian matrix is identified and the novel zeroing matrix is proposed with an improved performance. With the SD framework, the optimal sample allocation strategy for the block diagonal measurement matrix are derived for the wavelet representation of natural images. Extensive simulations validate the optimality of the proposed measurement matrix design. Motivated by the zeroing matrix, we extend the seeded matrix design in the CS literature to the novel modulated matrix structure. The major advantage of the modulated matrix over the seeded matrix lies in the simplicity of its state evolution dynamics. Together with the AMP based algorithm, the modulated matrix possesses a 1-D performance prediction system, with which we can optimize the matrix configuration. We then focus on a special modulated matrix form, designated as the two block matrix, which can also be seen as a generalization of the zeroing matrix. The effectiveness of the two block matrix is demonstrated through both sparse and compressible signals. The underlining reason for the improved performance is presented through the analysis of the state evolution dynamics. The final contribution of the thesis explores improving the reconstruction algorithm. By taking the signal prior into account, the Bayesian optimal AMP (BAMP) algorithm is demonstrated to dramatically improve the reconstruction quality. The key insight for its success is that it utilizes the minimum mean square error (MMSE) estimator for the CS denoising. However, the prerequisite of the prior information makes it often impractical. A novel SURE-AMP algorithm is proposed to address the dilemma. The critical feature of SURE-AMP is that the Stein’s unbiased risk estimate (SURE) based parametric least square estimator is used to replace the MMSE estimator. Given the optimization of the SURE estimator only involves the noisy data, it eliminates the need for the signal prior, thus can accommodate more general sparse models

Informative sensing of natural images

The theory of compressed sensing tells a dramatic story that sparse signals can be reconstructed near-perfectly from a small number of random measurements. However, recent work has found the story to be more complicated. For example, the projections based on principal component analysis work better than random projections for some images while the reverse is true for other images. Which feature of images makes such a distinction and what is the optimal set of projections for natural images? In this paper, we attempt to answer these questions with a novel formulation of compressed sensing. In particular, we find that bandwise random projections in which more projections are allocated to low spatial frequencies are near-optimal for natural images and demonstrate using experimental results that the bandwise random projections outperform other kinds of projections in image reconstruction.United States. Office of Naval Research (MURI Grant N00014-06-1-0734)Royal Dutch Shell plc (NGA NEGI-1582-04-0004