Perturbation Analysis of Orthogonal Matching Pursuit

Orthogonal Matching Pursuit (OMP) is a canonical greedy pursuit algorithm for sparse approximation. Previous studies of OMP have mainly considered the exact recovery of a sparse signal $\bm x$ through $\bm \Phi$ and $\bm y=\bm \Phi \bm x$, where $\bm \Phi$ is a matrix with more columns than rows. In this paper, based on Restricted Isometry Property (RIP), the performance of OMP is analyzed under general perturbations, which means both $\bm y$ and $\bm \Phi$ are perturbed. Though exact recovery of an almost sparse signal $\bm x$ is no longer feasible, the main contribution reveals that the exact recovery of the locations of $k$ largest magnitude entries of $\bm x$ can be guaranteed under reasonable conditions. The error between $\bm x$ and solution of OMP is also estimated. It is also demonstrated that the sufficient condition is rather tight by constructing an example. When $\bm x$ is strong-decaying, it is proved that the sufficient conditions can be relaxed, and the locations can even be recovered in the order of the entries' magnitude.Comment: 29 page

Oracle-order Recovery Performance of Greedy Pursuits with Replacement against General Perturbations

Applying the theory of compressive sensing in practice always takes different kinds of perturbations into consideration. In this paper, the recovery performance of greedy pursuits with replacement for sparse recovery is analyzed when both the measurement vector and the sensing matrix are contaminated with additive perturbations. Specifically, greedy pursuits with replacement include three algorithms, compressive sampling matching pursuit (CoSaMP), subspace pursuit (SP), and iterative hard thresholding (IHT), where the support estimation is evaluated and updated in each iteration. Based on restricted isometry property, a unified form of the error bounds of these recovery algorithms is derived under general perturbations for compressible signals. The results reveal that the recovery performance is stable against both perturbations. In addition, these bounds are compared with that of oracle recovery--- least squares solution with the locations of some largest entries in magnitude known a priori. The comparison shows that the error bounds of these algorithms only differ in coefficients from the lower bound of oracle recovery for some certain signal and perturbations, as reveals that oracle-order recovery performance of greedy pursuits with replacement is guaranteed. Numerical simulations are performed to verify the conclusions.Comment: 27 pages, 4 figures, 5 table

Noise Folding in Completely Perturbed Compressed Sensing

This paper first presents a new generally perturbed compressed sensing (CS) model y=(A+E)(x+u)+e, which incorporated a general nonzero perturbation E into sensing matrix A and a noise u into signal x simultaneously based on the standard CS model y=Ax+e and is called noise folding in completely perturbed CS model. Our construction mainly will whiten the new proposed CS model and explore in restricted isometry property (RIP) and coherence of the new CS model under some conditions. Finally, we use OMP to give a numerical simulation which shows that our model is feasible although the recovered value of signal is not exact compared with original signal because of measurement noise e, signal noise u, and perturbation E involved

Support Recovery of Greedy Block Coordinate Descent Using the Near Orthogonality Property

In this paper, using the near orthogonal property, we analyze the performance of greedy block coordinate descent (GBCD) algorithm when both the measurements and the measurement matrix are perturbed by some errors. An improved sufficient condition is presented to guarantee that the support of the sparse matrix is recovered exactly. A counterexample is provided to show that GBCD fails. It improves the existing result. By experiments, we also point out that GBCD is robust under these perturbations

Sharp sufficient conditions for stable recovery of block sparse signals by block orthogonal matching pursuit

In this paper, we use the block orthogonal matching pursuit (BOMP) algorithm to recover block sparse signals x from measurements y = Ax + v, where v is an ℓ2-bounded noise vector (i.e., kvk2 ≤ ǫ for some constant ǫ). We investigate some sufficient conditions based on the block restricted isometry property (block-RIP) for exact (when v = 0) and stable (when v , 0) recovery of block sparse signals x. First, on the one hand, we show that if A satisfies the block-RIP with δK+1 1 and √2/2 ≤ δ < 1, the recovery of x may fail in K iterations for a sensingmatrix A which satisfies the block-RIP with δK+1 = δ. Finally, we study some sufficient conditions for partial recovery of block sparse signals. Specifically, if A satisfies the block-RIP with δK+1 < √2/2, then BOMP is guaranteed to recover some blocks of x if these blocks satisfy a sufficient condition. We further show that this condition is also sharp