1,531 research outputs found
An overview of robust compressive sensing of sparse signals in impulsive noise
While compressive sensing (CS) has traditionally relied on L2 as an error norm, a broad spectrum of applications has emerged where robust estimators are required. Among those, applications where the sampling process is performed in the presence of impulsive noise, or where the sampling of the high-dimensional sparse signals requires the preservation of a distance different than L2. This article overviews robust sampling and nonlinear reconstruction strategies for sparse signals based on the Cauchy distribution and the Lorentzian norm for the data fidelity. The derived methods outperform existing compressed sensing techniques in impulsive environ- ments, thus offering a robust framework for CS
Lorentzian Iterative Hard Thresholding: Robust Compressed Sensing with Prior Information
Commonly employed reconstruction algorithms in compressed sensing (CS) use
the 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 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
Robust CS reconstruction based on appropriate minimization norm
Noise robust compressive sensing algorithm is considered. This algorithm
allows an efficient signal reconstruction in the presence of different types of
noise due to the possibility to change minimization norm. For instance, the
commonly used l1 and l2 norms, provide good results in case of Laplace and
Gaussian noise. However, when the signal is corrupted by Cauchy or Cubic
Gaussian noise, these norms fail to provide accurate reconstruction. Therefore,
in order to achieve accurate reconstruction, the application of l3 minimization
norm is analyzed. The efficiency of algorithm will be demonstrated on examples
Jump-sparse and sparse recovery using Potts functionals
We recover jump-sparse and sparse signals from blurred incomplete data
corrupted by (possibly non-Gaussian) noise using inverse Potts energy
functionals. We obtain analytical results (existence of minimizers, complexity)
on inverse Potts functionals and provide relations to sparsity problems. We
then propose a new optimization method for these functionals which is based on
dynamic programming and the alternating direction method of multipliers (ADMM).
A series of experiments shows that the proposed method yields very satisfactory
jump-sparse and sparse reconstructions, respectively. We highlight the
capability of the method by comparing it with classical and recent approaches
such as TV minimization (jump-sparse signals), orthogonal matching pursuit,
iterative hard thresholding, and iteratively reweighted minimization
(sparse signals)
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