Title :
Compressed sensing and robust recovery of low rank matrices
Author :
Fazel, M. ; Candès, E. ; Recht, B. ; Parrilo, P.
Author_Institution :
Electr. Eng., Univ. of Washington, Seattle, WA
Abstract :
In this paper, we focus on compressed sensing and recovery schemes for low-rank matrices, asking under what conditions a low-rank matrix can be sensed and recovered from incomplete, inaccurate, and noisy observations. We consider three schemes, one based on a certain Restricted Isometry Property and two based on directly sensing the row and column space of the matrix. We study their properties in terms of exact recovery in the ideal case, and robustness issues for approximately low-rank matrices and for noisy measurements.
Keywords :
approximation theory; matrix algebra; signal processing; compressed sensing; low rank matrices; noisy measurements; restricted isometry property; robust recovery; Area measurement; Compressed sensing; Mathematics; Matrix decomposition; Noise measurement; Robustness; Signal processing; Singular value decomposition; Sparse matrices; Vectors; Matrix rank minimization; compressed sensing; singular value decomposition;
Conference_Titel :
Signals, Systems and Computers, 2008 42nd Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
978-1-4244-2940-0
Electronic_ISBN :
1058-6393
DOI :
10.1109/ACSSC.2008.5074571