Compressed Sensing in Resource-Constrained Environments: From Sensing Mechanism Design to Recovery Algorithms

Compressed Sensing (CS) is an emerging field based on the revelation that a small collection of linear projections of a sparse signal contains enough information for reconstruction. It is promising that CS can be utilized in environments where the signal acquisition process is extremely difficult or costly, e.g., a resource-constrained environment like the smartphone platform, or a band-limited environment like visual sensor network (VSNs). There are several challenges to perform sensing due to the characteristic of these platforms, including, for example, needing active user involvement, computational and storage limitations and lower transmission capabilities. This dissertation focuses on the study of CS in resource-constrained environments. First, we try to solve the problem on how to design sensing mechanisms that could better adapt to the resource-limited smartphone platform. We propose the compressed phone sensing (CPS) framework where two challenging issues are studied, the energy drainage issue due to continuous sensing which may impede the normal functionality of the smartphones and the requirement of active user inputs for data collection that may place a high burden on the user. Second, we propose a CS reconstruction algorithm to be used in VSNs for recovery of frames/images. An efficient algorithm, NonLocal Douglas-Rachford (NLDR), is developed. NLDR takes advantage of self-similarity in images using nonlocal means (NL) filtering. We further formulate the nonlocal estimation as the low-rank matrix approximation problem and solve the constrained optimization problem using Douglas-Rachford splitting method. Third, we extend the NLDR algorithm to surveillance video processing in VSNs and propose recursive Low-rank and Sparse estimation through Douglas-Rachford splitting (rLSDR) method for recovery of the video frame into a low-rank background component and sparse component that corresponds to the moving object. The spatial and temporal low-rank features of the video frame, e.g., the nonlocal similar patches within the single video frame and the low-rank background component residing in multiple frames, are successfully exploited

Robust Subspace Learning: Robust PCA, Robust Subspace Tracking, and Robust Subspace Recovery

PCA is one of the most widely used dimension reduction techniques. A related easier problem is "subspace learning" or "subspace estimation". Given relatively clean data, both are easily solved via singular value decomposition (SVD). The problem of subspace learning or PCA in the presence of outliers is called robust subspace learning or robust PCA (RPCA). For long data sequences, if one tries to use a single lower dimensional subspace to represent the data, the required subspace dimension may end up being quite large. For such data, a better model is to assume that it lies in a low-dimensional subspace that can change over time, albeit gradually. The problem of tracking such data (and the subspaces) while being robust to outliers is called robust subspace tracking (RST). This article provides a magazine-style overview of the entire field of robust subspace learning and tracking. In particular solutions for three problems are discussed in detail: RPCA via sparse+low-rank matrix decomposition (S+LR), RST via S+LR, and "robust subspace recovery (RSR)". RSR assumes that an entire data vector is either an outlier or an inlier. The S+LR formulation instead assumes that outliers occur on only a few data vector indices and hence are well modeled as sparse corruptions.Comment: To appear, IEEE Signal Processing Magazine, July 201

Beyond Low Rank + Sparse: Multi-scale Low Rank Matrix Decomposition

We present a natural generalization of the recent low rank + sparse matrix decomposition and consider the decomposition of matrices into components of multiple scales. Such decomposition is well motivated in practice as data matrices often exhibit local correlations in multiple scales. Concretely, we propose a multi-scale low rank modeling that represents a data matrix as a sum of block-wise low rank matrices with increasing scales of block sizes. We then consider the inverse problem of decomposing the data matrix into its multi-scale low rank components and approach the problem via a convex formulation. Theoretically, we show that under various incoherence conditions, the convex program recovers the multi-scale low rank components \revised{either exactly or approximately}. Practically, we provide guidance on selecting the regularization parameters and incorporate cycle spinning to reduce blocking artifacts. Experimentally, we show that the multi-scale low rank decomposition provides a more intuitive decomposition than conventional low rank methods and demonstrate its effectiveness in four applications, including illumination normalization for face images, motion separation for surveillance videos, multi-scale modeling of the dynamic contrast enhanced magnetic resonance imaging and collaborative filtering exploiting age information

Online Matrix Completion and Online Robust PCA

This work studies two interrelated problems - online robust PCA (RPCA) and online low-rank matrix completion (MC). In recent work by Cand\`{e}s et al., RPCA has been defined as a problem of separating a low-rank matrix (true data), $L:=[\ell_1, \ell_2, \dots \ell_{t}, \dots , \ell_{t_{\max}}]$ and a sparse matrix (outliers), $S:=[x_1, x_2, \dots x_{t}, \dots, x_{t_{\max}}]$ from their sum, $M:=L+S$. Our work uses this definition of RPCA. An important application where both these problems occur is in video analytics in trying to separate sparse foregrounds (e.g., moving objects) and slowly changing backgrounds. While there has been a large amount of recent work on both developing and analyzing batch RPCA and batch MC algorithms, the online problem is largely open. In this work, we develop a practical modification of our recently proposed algorithm to solve both the online RPCA and online MC problems. The main contribution of this work is that we obtain correctness results for the proposed algorithms under mild assumptions. The assumptions that we need are: (a) a good estimate of the initial subspace is available (easy to obtain using a short sequence of background-only frames in video surveillance); (b) the $\ell_t$'s obey a `slow subspace change' assumption; (c) the basis vectors for the subspace from which $\ell_t$ is generated are dense (non-sparse); (d) the support of $x_t$ changes by at least a certain amount at least every so often; and (e) algorithm parameters are appropriately setComment: Presented at ISIT (IEEE Intnl. Symp. on Information Theory), 2015. Submitted to IEEE Transactions on Information Theory. This version: changes are in blue; the main changes are just to explain the model assumptions better (added based on ISIT reviewers' comments