531 research outputs found
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
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