Time Invariant Error Bounds for Modified-CS-Based Sparse Signal Sequence Recovery

DOI10.1109/TIT.2015.2392094zbMATH Open1359.94210arXiv1305.0842MaRDI QIDQ2978745FDOQ2978745

Authors: Jinchun Zhan, Namrata Vaswani 

Publication date: 28 April 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Abstract: In this work, we obtain performance guarantees for modified-CS and for its improved version, modified-CS-Add-LS-Del, for recursive reconstruction of a time sequence of sparse signals from a reduced set of noisy measurements available at each time. Under mild assumptions, we show that the support recovery error of both algorithms is bounded by a time-invariant and small value at all times. The same is also true for the reconstruction error. Under a slow support change assumption, (i) the support recovery error bound is small compared to the support size; and (ii) our results hold under weaker assumptions on the number of measurements than what $el{l}_1$ minimization for noisy data needs. We first give a general result that only assumes a bound on support size, number of support changes and number of small magnitude nonzero entries at each time. Later, we specialize the main idea of these results for two sets of signal change assumptions that model the class of problems in which a new element that is added to the support either gets added at a large initial magnitude or its magnitude slowly increases to a large enough value within a finite delay. Simulation experiments are shown to back up our claims.

Full work available at URL: https://arxiv.org/abs/1305.0842

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (3)

• Sequential sparse Bayesian learning with applications to system identification for damage assessment and recursive reconstruction of image sequences
• Robust recovery of signals with partially known support information using weighted BPDN
• Recovery of signals under the condition on RIC and ROC via prior support information

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