An Improved RIP-Based Performance Guarantee for Sparse Signal Recovery via Orthogonal Matching Pursuit

A sufficient condition reported very recently for perfect recovery of a K-sparse vector via orthogonal matching pursuit (OMP) in K iterations (when there is no noise) is that the restricted isometry constant (RIC) of the sensing matrix satisfies δK+1 <; (1/√(K) + 1). In the noisy case, this RIC upper bound along with a requirement on the minimal signal entry magnitude is known to guarantee exact support identification. In this paper, we show that, in the presence of noise, a relaxed RIC upper bound δK+1 <; (√(4K + 1) - 1/2K) together with a relaxed requirement on the minimal signal entry magnitude suffices to achieve perfect support identification using OMP. In the noiseless case, our result asserts that such a relaxed RIC upper bound can ensure exact support recovery in K iterations: this narrows the gap between the so far best known bound δK+1 <; (1/√(K( + 1)) and the ultimate performance guarantee δK+1 = (1/(K)). Our approach relies on a newly established near orthogonality condition, characterized via the achievable angles between two orthogonal sparse vectors upon compression, and, thus, better exploits the knowledge about the geometry of the compressed space. The proposed near orthogonality condition can be also exploited to derive less restricted sufficient conditions for signal reconstruction in two other compressive sensing problems, namely, compressive domain interference cancellation and support identification via the subspace pursuit algorithm.

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

[2]  Ling-Hua Chang,et al.  Achievable Angles Between Two Compressed Sparse Vectors Under Norm/Distance Constraints Imposed by the Restricted Isometry Property: A Plane Geometry Approach , 2012, IEEE Transactions on Information Theory.

[3]  E.J. Candes,et al.  An Introduction To Compressive Sampling , 2008, IEEE Signal Processing Magazine.

[4]  Rémi Gribonval,et al.  Restricted Isometry Constants Where $\ell ^{p}$ Sparse Recovery Can Fail for $0≪ p \leq 1$ , 2009, IEEE Transactions on Information Theory.

[5]  Michael Elad,et al.  Sparse and Redundant Representation Modeling—What Next? , 2012, IEEE Signal Processing Letters.

[6]  Ling-Hua Chang,et al.  Compressive-domain interference cancellation via orthogonal projection: How small the restricted isometry constant of the effective sensing matrix can be? , 2012, 2012 IEEE Wireless Communications and Networking Conference (WCNC).

[7]  Jean-Luc Starck,et al.  Sparse Solution of Underdetermined Systems of Linear Equations by Stagewise Orthogonal Matching Pursuit , 2012, IEEE Transactions on Information Theory.

[8]  Aswin C. Sankaranarayanan,et al.  Compressive Sensing , 2008, Computer Vision, A Reference Guide.

[9]  R.G. Baraniuk,et al.  Compressive Sensing [Lecture Notes] , 2007, IEEE Signal Processing Magazine.

[10]  Emmanuel J. Cand The Restricted Isometry Property and Its Implications for Compressed Sensing , 2008 .

[11]  Ling-Hua Chang,et al.  An Improved RIP-Based Performance Guarantee for Sparse Signal Recovery via Orthogonal Matching Pursuit , 2014, IEEE Trans. Inf. Theory.

[12]  Michael Elad,et al.  RIP-Based Near-Oracle Performance Guarantees for SP, CoSaMP, and IHT , 2012, IEEE Transactions on Signal Processing.

[13]  Joel A. Tropp,et al.  Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit , 2007, IEEE Transactions on Information Theory.

[14]  Richard Baraniuk,et al.  Compressive Domain Interference Cancellation , 2009 .

[15]  Yi Shen,et al.  A Remark on the Restricted Isometry Property in Orthogonal Matching Pursuit , 2012, IEEE Transactions on Information Theory.

[16]  Davies Rémi Gribonval Restricted Isometry Constants Where Lp Sparse Recovery Can Fail for 0 , 2008 .

[17]  H. Rauhut On the Impossibility of Uniform Sparse Reconstruction using Greedy Methods , 2007 .

[18]  E. Candès The restricted isometry property and its implications for compressed sensing , 2008 .

[19]  T. Blumensath,et al.  Theory and Applications , 2011 .

[20]  Michael B. Wakin,et al.  Analysis of Orthogonal Matching Pursuit Using the Restricted Isometry Property , 2009, IEEE Transactions on Information Theory.

[21]  Yonina C. Eldar,et al.  Coherence-Based Performance Guarantees for Estimating a Sparse Vector Under Random Noise , 2009, IEEE Transactions on Signal Processing.

[22]  Jian Wang,et al.  On the Recovery Limit of Sparse Signals Using Orthogonal Matching Pursuit , 2012, IEEE Transactions on Signal Processing.

[23]  Lie Wang,et al.  Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise , 2011, IEEE Transactions on Information Theory.

[24]  Jubo Zhu,et al.  Recovery of sparse signals using OMP and its variants: convergence analysis based on RIP , 2011 .

[25]  Helmut Bölcskei,et al.  Recovery of Sparsely Corrupted Signals , 2011, IEEE Transactions on Information Theory.

[26]  Joel A. Tropp,et al.  Greed is good: algorithmic results for sparse approximation , 2004, IEEE Transactions on Information Theory.

[27]  Charles R. Johnson,et al.  Matrix analysis , 1985, Statistical Inference for Engineers and Data Scientists.

[28]  Wei Huang,et al.  The Exact Support Recovery of Sparse Signals With Noise via Orthogonal Matching Pursuit , 2013, IEEE Signal Processing Letters.

[29]  Holger Rauhut Stability Results for Random Sampling of Sparse Trigonometric Polynomials , 2008, IEEE Transactions on Information Theory.

[30]  Deanna Needell,et al.  CoSaMP: Iterative signal recovery from incomplete and inaccurate samples , 2008, ArXiv.

[31]  Olgica Milenkovic,et al.  Subspace Pursuit for Compressive Sensing Signal Reconstruction , 2008, IEEE Transactions on Information Theory.

[32]  Michael Elad,et al.  Stable recovery of sparse overcomplete representations in the presence of noise , 2006, IEEE Transactions on Information Theory.

[33]  Richard G. Baraniuk,et al.  Signal Processing With Compressive Measurements , 2010, IEEE Journal of Selected Topics in Signal Processing.

[34]  Tong Zhang,et al.  Sparse Recovery With Orthogonal Matching Pursuit Under RIP , 2010, IEEE Transactions on Information Theory.