On the stable recovery of the sparsest overcomplete representations in presence of noise

Let x be a signal to be sparsely decomposed over a redundant dictionary A, i.e., a sparse coefficient vector s has to be found such that x=As. It is known that this problem is inherently unstable against noise, and to overcome this instability, the authors of [Stable Recovery; Donoho et.al., 2006] have proposed to use an "approximate" decomposition, that is, a decomposition satisfying ||x - A s|| < \delta, rather than satisfying the exact equality x = As. Then, they have shown that if there is a decomposition with ||s||_0 < (1+M^{-1})/2, where M denotes the coherence of the dictionary, this decomposition would be stable against noise. On the other hand, it is known that a sparse decomposition with ||s||_0 < spark(A)/2 is unique. In other words, although a decomposition with ||s||_0 < spark(A)/2 is unique, its stability against noise has been proved only for highly more restrictive decompositions satisfying ||s||_0 < (1+M^{-1})/2, because usually (1+M^{-1})/2 << spark(A)/2. This limitation maybe had not been very important before, because ||s||_0 < (1+M^{-1})/2 is also the bound which guaranties that the sparse decomposition can be found via minimizing the L1 norm, a classic approach for sparse decomposition. However, with the availability of new algorithms for sparse decomposition, namely SL0 and Robust-SL0, it would be important to know whether or not unique sparse decompositions with (1+M^{-1})/2 < ||s||_0 < spark(A)/2 are stable. In this paper, we show that such decompositions are indeed stable. In other words, we extend the stability bound from ||s||_0 < (1+M^{-1})/2 to the whole uniqueness range ||s||_0 < spark(A)/2. In summary, we show that "all unique sparse decompositions are stably recoverable". Moreover, we see that sparser decompositions are "more stable".Comment: Accepted in IEEE Trans on SP on 4 May 2010. (c) 2010 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other work

Dynamical spectral unmixing of multitemporal hyperspectral images

In this paper, we consider the problem of unmixing a time series of hyperspectral images. We propose a dynamical model based on linear mixing processes at each time instant. The spectral signatures and fractional abundances of the pure materials in the scene are seen as latent variables, and assumed to follow a general dynamical structure. Based on a simplified version of this model, we derive an efficient spectral unmixing algorithm to estimate the latent variables by performing alternating minimizations. The performance of the proposed approach is demonstrated on synthetic and real multitemporal hyperspectral images.Comment: 13 pages, 10 figure

A fast approach for overcomplete sparse decomposition based on smoothed L0 norm

In this paper, a fast algorithm for overcomplete sparse decomposition, called SL0, is proposed. The algorithm is essentially a method for obtaining sparse solutions of underdetermined systems of linear equations, and its applications include underdetermined Sparse Component Analysis (SCA), atomic decomposition on overcomplete dictionaries, compressed sensing, and decoding real field codes. Contrary to previous methods, which usually solve this problem by minimizing the L1 norm using Linear Programming (LP) techniques, our algorithm tries to directly minimize the L0 norm. It is experimentally shown that the proposed algorithm is about two to three orders of magnitude faster than the state-of-the-art interior-point LP solvers, while providing the same (or better) accuracy.Comment: Accepted in IEEE Transactions on Signal Processing. For MATLAB codes, see (http://ee.sharif.ir/~SLzero). File replaced, because Fig. 5 was missing erroneousl

A First Step to Convolutive Sparse Representation

In this paper an extension of the sparse decomposition problem is considered and an algorithm for solving it is presented. In this extension, it is known that one of the shifted versions of a signal s (not necessarily the original signal itself) has a sparse representation on an overcomplete dictionary, and we are looking for the sparsest representation among the representations of all the shifted versions of s. Then, the proposed algorithm finds simultaneously the amount of the required shift, and the sparse representation. Experimental results emphasize on the performance of our algorithm.Comment: 4 Pages-In Proceeding of ICASSP 200