Nonlinear Compressive Particle Filtering

Many systems for which compressive sensing is used today are dynamical. The common approach is to neglect the dynamics and see the problem as a sequence of independent problems. This approach has two disadvantages. Firstly, the temporal dependency in the state could be used to improve the accuracy of the state estimates. Secondly, having an estimate for the state and its support could be used to reduce the computational load of the subsequent step. In the linear Gaussian setting, compressive sensing was recently combined with the Kalman filter to mitigate above disadvantages. In the nonlinear dynamical case, compressive sensing can not be used and, if the state dimension is high, the particle filter would perform poorly. In this paper we combine one of the most novel developments in compressive sensing, nonlinear compressive sensing, with the particle filter. We show that the marriage of the two is essential and that neither the particle filter or nonlinear compressive sensing alone gives a satisfying solution.Comment: Accepted to CDC 201

Norm minimized Scattering Data from Intensity Spectra

We apply the $l_1$ minimizing technique of compressive sensing (CS) to non-linear quadratic observations. For the example of coherent X-ray scattering we provide the formulae for a Kalman filter approach to quadratic CS and show how to reconstruct the scattering data from their spatial intensity distribution.Comment: 26 pages, 10 figures, reordered section

Analyzing Least Squares and Kalman Filtered Compressed Sensing

In recent work, we studied the problem of causally reconstructing time sequences of spatially sparse signals, with unknown and slow time-varying sparsity patterns, from a limited number of linear "incoherent" measurements. We proposed a solution called Kalman Filtered Compressed Sensing (KF-CS). The key idea is to run a reduced order KF only for the current signal's estimated nonzero coefficients' set, while performing CS on the Kalman filtering error to estimate new additions, if any, to the set. KF may be replaced by Least Squares (LS) estimation and we call the resulting algorithm LS-CS. In this work, (a) we bound the error in performing CS on the LS error and (b) we obtain the conditions under which the KF-CS (or LS-CS) estimate converges to that of a genie-aided KF (or LS), i.e. the KF (or LS) which knows the true nonzero sets.Comment: Proc. IEEE Intl. Conf. Acous. Speech Sig. Proc. (ICASSP), 200

Dynamic Compressive Sensing of Time-Varying Signals via Approximate Message Passing

In this work the dynamic compressive sensing (CS) problem of recovering sparse, correlated, time-varying signals from sub-Nyquist, non-adaptive, linear measurements is explored from a Bayesian perspective. While there has been a handful of previously proposed Bayesian dynamic CS algorithms in the literature, the ability to perform inference on high-dimensional problems in a computationally efficient manner remains elusive. In response, we propose a probabilistic dynamic CS signal model that captures both amplitude and support correlation structure, and describe an approximate message passing algorithm that performs soft signal estimation and support detection with a computational complexity that is linear in all problem dimensions. The algorithm, DCS-AMP, can perform either causal filtering or non-causal smoothing, and is capable of learning model parameters adaptively from the data through an expectation-maximization learning procedure. We provide numerical evidence that DCS-AMP performs within 3 dB of oracle bounds on synthetic data under a variety of operating conditions. We further describe the result of applying DCS-AMP to two real dynamic CS datasets, as well as a frequency estimation task, to bolster our claim that DCS-AMP is capable of offering state-of-the-art performance and speed on real-world high-dimensional problems.Comment: 32 pages, 7 figure

Exploiting flow dynamics for super-resolution in contrast-enhanced ultrasound

Ultrasound localization microscopy offers new radiation-free diagnostic tools for vascular imaging deep within the tissue. Sequential localization of echoes returned from inert microbubbles with low-concentration within the bloodstream reveal the vasculature with capillary resolution. Despite its high spatial resolution, low microbubble concentrations dictate the acquisition of tens of thousands of images, over the course of several seconds to tens of seconds, to produce a single super-resolved image. %since each echo is required to be well separated from adjacent microbubbles. Such long acquisition times and stringent constraints on microbubble concentration are undesirable in many clinical scenarios. To address these restrictions, sparsity-based approaches have recently been developed. These methods reduce the total acquisition time dramatically, while maintaining good spatial resolution in settings with considerable microbubble overlap. %Yet, non of the reported methods exploit the fact that microbubbles actually flow within the bloodstream. % to improve recovery. Here, we further improve sparsity-based super-resolution ultrasound imaging by exploiting the inherent flow of microbubbles and utilize their motion kinematics. While doing so, we also provide quantitative measurements of microbubble velocities. Our method relies on simultaneous tracking and super-localization of individual microbubbles in a frame-by-frame manner, and as such, may be suitable for real-time implementation. We demonstrate the effectiveness of the proposed approach on both simulations and {\it in-vivo} contrast enhanced human prostate scans, acquired with a clinically approved scanner.Comment: 11 pages, 9 figure