Compressed Sensing with Coherent and Redundant Dictionaries

This article presents novel results concerning the recovery of signals from undersampled data in the common situation where such signals are not sparse in an orthonormal basis or incoherent dictionary, but in a truly redundant dictionary. This work thus bridges a gap in the literature and shows not only that compressed sensing is viable in this context, but also that accurate recovery is possible via an L1-analysis optimization problem. We introduce a condition on the measurement/sensing matrix, which is a natural generalization of the now well-known restricted isometry property, and which guarantees accurate recovery of signals that are nearly sparse in (possibly) highly overcomplete and coherent dictionaries. This condition imposes no incoherence restriction on the dictionary and our results may be the first of this kind. We discuss practical examples and the implications of our results on those applications, and complement our study by demonstrating the potential of L1-analysis for such problems

Structured random measurements in signal processing

Compressed sensing and its extensions have recently triggered interest in randomized signal acquisition. A key finding is that random measurements provide sparse signal reconstruction guarantees for efficient and stable algorithms with a minimal number of samples. While this was first shown for (unstructured) Gaussian random measurement matrices, applications require certain structure of the measurements leading to structured random measurement matrices. Near optimal recovery guarantees for such structured measurements have been developed over the past years in a variety of contexts. This article surveys the theory in three scenarios: compressed sensing (sparse recovery), low rank matrix recovery, and phaseless estimation. The random measurement matrices to be considered include random partial Fourier matrices, partial random circulant matrices (subsampled convolutions), matrix completion, and phase estimation from magnitudes of Fourier type measurements. The article concludes with a brief discussion of the mathematical techniques for the analysis of such structured random measurements.Comment: 22 pages, 2 figure

Compressive Parameter Estimation for Sparse Translation-Invariant Signals Using Polar Interpolation

We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in two aspects: (i) we extend the formulation from real non-negative amplitude parameters to arbitrary complex ones, and (ii) we allow for mismatch between the manifold described by the parameters and its polar approximation. To quantify the improvements afforded by the proposed extensions, we evaluate six algorithms for estimation of parameters in sparse translation-invariant signals, exemplified with the time delay estimation problem. The evaluation is based on three performance metrics: estimator precision, sampling rate and computational complexity. We use compressive sensing with all the algorithms to lower the necessary sampling rate and show that it is still possible to attain good estimation precision and keep the computational complexity low. Our numerical experiments show that the proposed algorithms outperform existing approaches that either leverage polynomial interpolation or are based on a conversion to a frequency-estimation problem followed by a super-resolution algorithm. The algorithms studied here provide various tradeoffs between computational complexity, estimation precision, and necessary sampling rate. The work shows that compressive sensing for the class of sparse translation-invariant signals allows for a decrease in sampling rate and that the use of polar interpolation increases the estimation precision.Comment: 13 pages, 5 figures, to appear in IEEE Transactions on Signal Processing; minor edits and correction

Sparsity Order Estimation from a Single Compressed Observation Vector

We investigate the problem of estimating the unknown degree of sparsity from compressive measurements without the need to carry out a sparse recovery step. While the sparsity order can be directly inferred from the effective rank of the observation matrix in the multiple snapshot case, this appears to be impossible in the more challenging single snapshot case. We show that specially designed measurement matrices allow to rearrange the measurement vector into a matrix such that its effective rank coincides with the effective sparsity order. In fact, we prove that matrices which are composed of a Khatri-Rao product of smaller matrices generate measurements that allow to infer the sparsity order. Moreover, if some samples are used more than once, one of the matrices needs to be Vandermonde. These structural constraints reduce the degrees of freedom in choosing the measurement matrix which may incur in a degradation in the achievable coherence. We thus also address suitable choices of the measurement matrices. In particular, we analyze Khatri-Rao and Vandermonde matrices in terms of their coherence and provide a new design for Vandermonde matrices that achieves a low coherence