DocumentCode
2367392
Title
Concentration of measure for block diagonal matrices with repeated blocks
Author
Rozell, Christopher J. ; Yap, Han Lun ; Park, Jae Young ; Wakin, Michael B.
Author_Institution
Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
fYear
2010
fDate
17-19 March 2010
Firstpage
1
Lastpage
6
Abstract
The theoretical analysis of randomized compressive operators often relies on the existence of a concentration of measure inequality for the operator of interest. Though commonly studied for unstructured, dense matrices, matrices with more structure are often of interest because they model constraints on the sensing system or allow more efficient system implementations. In this paper we derive a concentration of measure bound for block diagonal matrices where the nonzero entries along the main diagonal are a single repeated block of i.i.d. Gaussian random variables. Our main result states that the concentration exponent, in the best case, scales as that for a fully dense matrix. We also identify the role that the signal diversity plays in distinguishing the best and worst cases. Finally, we illustrate these phenomena with a series of experiments.
Keywords
Gaussian processes; signal processing; Gaussian random variables; block diagonal matrices; randomized compressive operators; repeated blocks; signal diversity; signal processing; theoretical analysis; Clouds; Data acquisition; Electric variables measurement; Linear matrix inequalities; Q measurement; Random variables; Signal processing; Signal resolution; Sparse matrices; Time measurement; Compressive Sensing; Johnson-Lindenstrauss lemma; block diagonal matrices; concentration of measure;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Sciences and Systems (CISS), 2010 44th Annual Conference on
Conference_Location
Princeton, NJ
Print_ISBN
978-1-4244-7416-5
Electronic_ISBN
978-1-4244-7417-2
Type
conf
DOI
10.1109/CISS.2010.5464965
Filename
5464965
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