ABHI JI TH R KASHYAP

07EC01
Sparse Signal Recovery
Seminar on :
Organization
Introduction
Brief Timeline
Sparse Signals
Compressed Sensing
Numerical Example
Recovery of CS Signal
L1 Minimization
Orthogonal Matching Pursuit
Applications
Summary
References
Introduction
Sparse signal Most samples are zero.
Compressed Sampling (CS) Intelligently sample
sparse signals.
Sampling rate < Nyquist rate
Recovery from CS Combinatorially Complex

1
Optimization
Orthogonal Matching Pursuit.
Brief Timeline
1967 R.R. Hocking and R.N. Leslie : Selection of
the best subset in Regression Analysis
1991 S.D. Cabrera and T.W. Parks : Extrapolation
and spectral estimation with iterative weighted norm
modification
2006 Donoho, D. L. : Compressed Sensing,
IEEE Transactions on Information Theory
Many new theories related to Sparse signals after
2006.
Sparse Signals
x is known to be S-sparse for some 1 < S < n, which means that at
most S of the samples of x can be non-zero.
Here n = 100 and S = 5.
Compressed Sampling
y is n x 1 Measurement Matrix
is the n x m Sampling matrix
x is the m x 1 sparse signal
Numerical Example

= u

=
1
0
2
0
0
2
5
3
1
4
1 2 2 3 3
3 2 4 1 2
6 1 1 4 1
3
5
4
0
x x
y
Non Sparse
Soln.
Sparse
Soln.
Measurements Sampling Matrix
Recovery from CS Signals - LP
Norm L
P
Norm is defined as
For p>1
L
0
norm
L
1
norm
Ideally solve for x given y and such that L
0
norm is
minimum
Donoho, Candes, Terence proved L
1
norm minimization
is sufficient for sparse signals.
( )
0
1 0

=
=
n
i
i
x x

=
=
n
i
i
x x
1 1
Comparison of Norms
L1 norm can be solved in many ways Linear Programming prob
Inner point method
Simplex Algorithm
Recovery from CS Signals - OMP
Regression based
optimization
Select a column that is
most correlated with the
current residual.
Remove contribution of
that column to form new
residual.
Loop until results are
satisfactory.
Applications
Can be directly extended to all signals that are sparse
in transform domain.
EEG/MEG localizations
Single sensor camera
Speech Coding
Spectral Estimation
Single Sensor Camera
CS Images
Summary
Sparse signal recovery is an interesting area with
many potential applications.
Methods developed are valuable tools in Signal
Processing.
Widely applicable Many naturally occurring
signals are sparse.
Expectation that there will be continued growth in
the application and algorithm development.
References
Bhaskar Rao and David Wipf, Sparse Signal Recovery:
Theory, Application and Algorithms, IEEE SPCOM,
July 2010
Donoho, D. L., Compressed Sensing, IEEE
Transactions on Information Theory, V. 52(4), 1289
1306, 2006
Cands, E.J., & Wakin, M.B., An Introduction To
Compressive Sampling, IEEE Signal Processing
Magazine, V.21, March 2008
Rice University Web Resource,
http://dsp.rice.edu/cscamera
Terence Tao, Compressed sensing Or: the equation
Ax = b, revisited ,Mahler Lecture Series
Thank you
Questions