Recursive Compressed Sensing

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in obtaining the next one, and b) recursive decoding, where the signal estimate from the previous window is utilized in order to achieve faster convergence in an iterative optimization scheme applied to decode the new one. To remove estimation bias, a two-step estimation procedure is proposed comprising support set detection and signal amplitude estimation. Estimation accuracy is enhanced by a non-linear voting method and averaging estimates over multiple windows. We analyze the computational complexity and estimation error, and show that the normalized error variance asymptotically goes to zero for sublinear sparsity. Our simulation results show speed up of an order of magnitude over traditional CS, while obtaining significantly lower reconstruction error under mild conditions on the signal magnitudes and the noise level.Comment: Submitted to IEEE Transactions on Information Theor

1D Cellular Automata for Pulse Width Modulated Compressive Sampling CMOS Image Sensors

Compressive sensing (CS) is an alternative to the Shannon limit when the signal to be acquired is known to be sparse or compressible in some domain. Since compressed samples are non-hierarchical packages of information, this acquisition technique can be employed to overcome channel losses and restricted data rates. The quality of the compressed samples that a sensor can deliver is affected by the measurement matrix used to collect them. Measurement matrices usually employed in CS image sensors are recursive random-like binary matrices obtained using pseudo-random number generators (PRNG). In this paper we analyse the performance of these PRNGs in order to understand how their non-idealities affect the quality of the compressed samples. We present the architecture of a CMOS image sensor that uses class-III elementary cellular automata (ECA) and pixel pulse width modulation (PWM) to generate onchip a measurement matrix and high the quality compressed samples.Ministerio de Economía y Competitividad TEC2015-66878-C3-1-RJunta de Andalucía TIC 2338-2013Office of Naval Research N000141410355CONACYT (Mexico) MZO-2017-29106

Structure-Based Bayesian Sparse Reconstruction

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical information (Gaussian or otherwise) to obtain near optimal estimates. In addition, we make use of the rich structure of the sensing matrix encountered in many signal processing applications to develop a fast sparse recovery algorithm. The computational complexity of the proposed algorithm is relatively low compared with the widely used convex relaxation methods as well as greedy matching pursuit techniques, especially at a low sparsity rate.Comment: 29 pages, 15 figures, accepted in IEEE Transactions on Signal Processing (July 2012

RIPless compressed sensing from anisotropic measurements

Compressed sensing is the art of reconstructing a sparse vector from its inner products with respect to a small set of randomly chosen measurement vectors. It is usually assumed that the ensemble of measurement vectors is in isotropic position in the sense that the associated covariance matrix is proportional to the identity matrix. In this paper, we establish bounds on the number of required measurements in the anisotropic case, where the ensemble of measurement vectors possesses a non-trivial covariance matrix. Essentially, we find that the required sampling rate grows proportionally to the condition number of the covariance matrix. In contrast to other recent contributions to this problem, our arguments do not rely on any restricted isometry properties (RIP's), but rather on ideas from convex geometry which have been systematically studied in the theory of low-rank matrix recovery. This allows for a simple argument and slightly improved bounds, but may lead to a worse dependency on noise (which we do not consider in the present paper).Comment: 19 pages. To appear in Linear Algebra and its Applications, Special Issue on Sparse Approximate Solution of Linear System

Noisy Signal Recovery via Iterative Reweighted L1-Minimization

Compressed sensing has shown that it is possible to reconstruct sparse high dimensional signals from few linear measurements. In many cases, the solution can be obtained by solving an L1-minimization problem, and this method is accurate even in the presence of noise. Recent a modified version of this method, reweighted L1-minimization, has been suggested. Although no provable results have yet been attained, empirical studies have suggested the reweighted version outperforms the standard method. Here we analyze the reweighted L1-minimization method in the noisy case, and provide provable results showing an improvement in the error bound over the standard bounds