Statistical Recovery of Simultaneously Sparse Time-Varying Signals From Multiple Measurement Vectors

DOI10.1109/TSP.2015.2463259zbMATH Open1395.94096arXiv1411.5187MaRDI QIDQ4580926FDOQ4580926

Byonghyo Shim, Jun Won Choi

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: In this paper, we propose a new sparse signal recovery algorithm, referred to as sparse Kalman tree search (sKTS), that provides a robust reconstruction of the sparse vector when the sequence of correlated observation vectors are available. The proposed sKTS algorithm builds on expectation-maximization (EM) algorithm and consists of two main operations: 1) Kalman smoothing to obtain the a posteriori statistics of the source signal vectors and 2) greedy tree search to estimate the support of the signal vectors. Through numerical experiments, we demonstrate that the proposed sKTS algorithm is effective in recovering the sparse signals and performs close to the Oracle (genie-based) Kalman estimator.

Full work available at URL: https://arxiv.org/abs/1411.5187

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (3)

• Estimation of Time-Varying Sparse Signals in Sensor Networks
• Multidimensional signal recovery in discrete evolution systems via spatiotemporal trade off
• Robust Recovery of Temporally Smooth Signals From Under-Determined Multiple Measurements

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