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

Orthonormal Expansion l1-Minimization Algorithms for Compressed Sensing

Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is $\ell_1$-norm minimization. In this correspondence, a method called orthonormal expansion is presented to reformulate the basis pursuit problem for noiseless compressed sensing. Two algorithms are proposed based on convex optimization: one exactly solves the problem and the other is a relaxed version of the first one. The latter can be considered as a modified iterative soft thresholding algorithm and is easy to implement. Numerical simulation shows that, in dealing with noise-free measurements of sparse signals, the relaxed version is accurate, fast and competitive to the recent state-of-the-art algorithms. Its practical application is demonstrated in a more general case where signals of interest are approximately sparse and measurements are contaminated with noise.Comment: 7 pages, 2 figures, 1 tabl