Recursive Compressed Sensing

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in obtaining the next one, and b) recursive decoding, where the signal estimate from the previous window is utilized in order to achieve faster convergence in an iterative optimization scheme applied to decode the new one. To remove estimation bias, a two-step estimation procedure is proposed comprising support set detection and signal amplitude estimation. Estimation accuracy is enhanced by a non-linear voting method and averaging estimates over multiple windows. We analyze the computational complexity and estimation error, and show that the normalized error variance asymptotically goes to zero for sublinear sparsity. Our simulation results show speed up of an order of magnitude over traditional CS, while obtaining significantly lower reconstruction error under mild conditions on the signal magnitudes and the noise level.Comment: Submitted to IEEE Transactions on Information Theor

Source Localization and Tracking in Non-Convex Rooms

We consider the estimation of the acoustic source position in a known room from recordings by a microphone array. We propose an algorithm that does not require the room to be convex, nor a line-of-sight path between the microphone array and the source to be present. Times of arrival of early echoes are exploited through the image source model, thereby transforming the indoor localization problem to a problem of localizing multiple sources in the free-field. The localized virtual sources are mirrored into the room using the image source method in the reverse direction. Further, we propose an optimization-based algorithm for improving the estimate of the source position. The algorithm minimizes a cost function derived from the geometry of the localization problem. We apply the designed optimization algorithm to track a moving source, and show through numerical simulations that it improves the tracking accuracy when compared with the naive approach