Signal recovery for jointly sparse vectors with different sensing matrices

In this paper, we study a sparse multiple measurement vector problem in which we need to recover a set of jointly sparse vectors from incomplete measurements. Most related studies assumed that all these measurements correspond to the same compressed sensing matrix. Differently, we allow that the measurements come from different sensing matrices. To deal with different matrices, we establish an algorithm via applying block coordinate descent and Majorization-Minimization techniques. The numerical examples demonstrate the effectiveness of this new algorithm, which allows us to design different matrices for better recovery performance. HighlightsAn algorithm for recovering jointly sparse vectors with different sensing matrices.The algorithm is based on block coordinate method and Majorization-Minimization method.Recovery performance can be improved when different sensing matrices are available.The experiments demonstrate the effectiveness of this new algorithm.

[1]  Gitta Kutyniok,et al.  1 . 2 Sparsity : A Reasonable Assumption ? , 2012 .

[2]  Michael Elad,et al.  From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images , 2009, SIAM Rev..

[3]  Michael Elad,et al.  Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ1 minimization , 2003, Proceedings of the National Academy of Sciences of the United States of America.

[4]  Bhaskar D. Rao,et al.  Sparse signal reconstruction from limited data using FOCUSS: a re-weighted minimum norm algorithm , 1997, IEEE Trans. Signal Process..

[5]  Emmanuel J. Candès,et al.  Decoding by linear programming , 2005, IEEE Transactions on Information Theory.

[6]  Allen Y. Yang,et al.  Fast ℓ1-minimization algorithms and an application in robust face recognition: A review , 2010, 2010 IEEE International Conference on Image Processing.

[7]  Zhihua Zhang,et al.  Surrogate maximization/minimization algorithms and extensions , 2007, Machine Learning.

[8]  David L. Donoho,et al.  De-noising by soft-thresholding , 1995, IEEE Trans. Inf. Theory.

[9]  Yonina C. Eldar,et al.  Rank Awareness in Joint Sparse Recovery , 2010, IEEE Transactions on Information Theory.

[10]  Jie Chen,et al.  Theoretical Results on Sparse Representations of Multiple-Measurement Vectors , 2006, IEEE Transactions on Signal Processing.

[11]  Michael E. Tipping Sparse Bayesian Learning and the Relevance Vector Machine , 2001, J. Mach. Learn. Res..

[12]  R. Tibshirani Regression Shrinkage and Selection via the Lasso , 1996 .

[13]  Chao Zhang,et al.  A comparison of typical ℓp minimization algorithms , 2013, Neurocomputing.

[14]  Dimitri P. Bertsekas,et al.  Nonlinear Programming , 1997 .

[15]  Michael A. Saunders,et al.  Atomic Decomposition by Basis Pursuit , 1998, SIAM J. Sci. Comput..

[16]  Lawrence Carin,et al.  Bayesian Compressive Sensing , 2008, IEEE Transactions on Signal Processing.

[17]  T. Hastie,et al.  SparseNet: Coordinate Descent With Nonconvex Penalties , 2011, Journal of the American Statistical Association.

[18]  Stephen P. Boyd,et al.  Enhancing Sparsity by Reweighted ℓ1 Minimization , 2007, 0711.1612.

[19]  Katya Scheinberg,et al.  Block Coordinate Descent Methods for Semidefinite Programming , 2012 .

[20]  Qing Ling,et al.  Decentralized Jointly Sparse Optimization by Reweighted $\ell_{q}$ Minimization , 2013, IEEE Transactions on Signal Processing.

[21]  Stéphane Mallat,et al.  Matching pursuits with time-frequency dictionaries , 1993, IEEE Trans. Signal Process..

[22]  David P. Wipf,et al.  Iterative Reweighted 1 and 2 Methods for Finding Sparse Solutions , 2010, IEEE J. Sel. Top. Signal Process..

[23]  Deanna Needell,et al.  Signal Recovery From Incomplete and Inaccurate Measurements Via Regularized Orthogonal Matching Pursuit , 2007, IEEE Journal of Selected Topics in Signal Processing.

[24]  David B. Dunson,et al.  Multitask Compressive Sensing , 2009, IEEE Transactions on Signal Processing.

[25]  P. Tseng,et al.  On the convergence of the coordinate descent method for convex differentiable minimization , 1992 .

[26]  S. Osher,et al.  Coordinate descent optimization for l 1 minimization with application to compressed sensing; a greedy algorithm , 2009 .

[27]  Julien Mairal,et al.  Optimization with First-Order Surrogate Functions , 2013, ICML.

[28]  Bhaskar D. Rao,et al.  Subset selection in noise based on diversity measure minimization , 2003, IEEE Trans. Signal Process..

[29]  J. Tropp Algorithms for simultaneous sparse approximation. Part II: Convex relaxation , 2006, Signal Process..

[30]  Yoram Bresler,et al.  Subspace Methods for Joint Sparse Recovery , 2010, IEEE Transactions on Information Theory.

[31]  I. Daubechies,et al.  An iterative thresholding algorithm for linear inverse problems with a sparsity constraint , 2003, math/0307152.

[32]  Joel A. Tropp,et al.  Algorithms for simultaneous sparse approximation. Part I: Greedy pursuit , 2006, Signal Process..

[33]  Jong Chul Ye,et al.  Compressive MUSIC: Revisiting the Link Between Compressive Sensing and Array Signal Processing , 2012, IEEE Trans. Inf. Theory.

[34]  Philip Schniter,et al.  Efficient High-Dimensional Inference in the Multiple Measurement Vector Problem , 2011, IEEE Transactions on Signal Processing.

[35]  D. Hunter,et al.  A Tutorial on MM Algorithms , 2004 .

[36]  K. Lange,et al.  Coordinate descent algorithms for lasso penalized regression , 2008, 0803.3876.

[37]  Gongguo Tang,et al.  Performance Analysis for Sparse Support Recovery , 2009, IEEE Transactions on Information Theory.

[38]  Michael Elad,et al.  Sparse and Redundant Representations - From Theory to Applications in Signal and Image Processing , 2010 .

[39]  Wotao Yin,et al.  Iteratively reweighted algorithms for compressive sensing , 2008, 2008 IEEE International Conference on Acoustics, Speech and Signal Processing.

[40]  Bhaskar D. Rao,et al.  Sparse solutions to linear inverse problems with multiple measurement vectors , 2005, IEEE Transactions on Signal Processing.

[41]  Stephen P. Boyd,et al.  Convex Optimization , 2004, Algorithms and Theory of Computation Handbook.

[42]  Mike E. Davies,et al.  Recovery Guarantees for Rank Aware Pursuits , 2012, IEEE Signal Processing Letters.