Structured random measurements in signal processing

DOI10.1002/GAMM.201410010zbMATH Open1308.94033arXiv1401.1106OpenAlexW2963798253MaRDI QIDQ4982276FDOQ4982276

Authors: Felix Krahmer, Holger Rauhut 

Publication date: 24 March 2015

Published in: GAMM-Mitteilungen (Search for Journal in Brave)

Abstract: Compressed sensing and its extensions have recently triggered interest in randomized signal acquisition. A key finding is that random measurements provide sparse signal reconstruction guarantees for efficient and stable algorithms with a minimal number of samples. While this was first shown for (unstructured) Gaussian random measurement matrices, applications require certain structure of the measurements leading to structured random measurement matrices. Near optimal recovery guarantees for such structured measurements have been developed over the past years in a variety of contexts. This article surveys the theory in three scenarios: compressed sensing (sparse recovery), low rank matrix recovery, and phaseless estimation. The random measurement matrices to be considered include random partial Fourier matrices, partial random circulant matrices (subsampled convolutions), matrix completion, and phase estimation from magnitudes of Fourier type measurements. The article concludes with a brief discussion of the mathematical techniques for the analysis of such structured random measurements.

Full work available at URL: https://arxiv.org/abs/1401.1106

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zbMATH Keywords

matrix completioncompressed sensingphase retrievalstructured random measurements

Mathematics Subject Classification ID

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

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Cited In (13)

• Sparse model uncertainties in compressed sensing with application to convolutions and sporadic communication
• A partial derandomization of phaselift using spherical designs
• Compressed sensing with local structure: uniform recovery guarantees for the sparsity in levels class
• Structure and Optimisation in Computational Harmonic Analysis: On Key Aspects in Sparse Regularisation
• Derandomized compressed sensing with nonuniform guarantees for \(\ell_1\) recovery
• Low rank tensor recovery via iterative hard thresholding
• Restricted isometries for partial random circulant matrices
• Separability of scalar random multisine signals
• Compressive sensing and structured random matrices
• Optimal injectivity conditions for bilinear inverse problems with applications to identifiability of deconvolution problems
• Compressive sampling of ensembles of correlated signals
• Multiple rank-1 lattices as sampling schemes for multivariate trigonometric polynomials
• Hierarchical isometry properties of hierarchical measurements

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