Title :
Sparse estimation from sign measurements with general sensing matrix perturbation
Author :
Jiang Zhu ; Xiaokang Lin
Author_Institution :
Dept. of Electron. Eng., Tsinghua Univ., Beijing, China
Abstract :
In this paper, the problem of estimating a sparse deterministic parameter vector from its sign measurements with a general perturbed sensing matrix is considered. Firstly, the best achievable mean square error (MSE) performance is explored by deriving the sparsity constrained Cramér Rao lower bound (CRLB). Secondly, the maximum likelihood (ML) estimator is utilized to estimate the unknown parameter vector. Although the ML estimation problem is non-convex, we find it can be reformulated as a convex optimization problem by re-parametrization and relaxation, which guarantees numerical algorithms to converge to the optimal point. Thirdly, a fixed point continuation (FPC) algorithm is used to solve the relaxed ML estimation problem. Finally, numerical simulations are performed to show that this relaxed method works well, and the ML estimator asymptotically approaches the CRLB as the number of measurements increases.
Keywords :
compressed sensing; convex programming; maximum likelihood estimation; mean square error methods; perturbation theory; sparse matrices; CRLB; Cramér Rao lower bound; FPC algorithm; ML estimation; MSE performance; convex optimization; fixed point continuation algorithm; general perturbed sensing matrix; general sensing matrix perturbation; maximum likelihood estimator; mean square error; nonconvex problem; re-parametrization; sign measurements; sparse deterministic parameter vector; sparse estimation; Digital signal processing; Maximum likelihood estimation; Optimization; Sensors; Sparse matrices; Vectors; CRLB; ML estimator; sign measurements; sparse estimation;
Conference_Titel :
Digital Signal Processing (DSP), 2014 19th International Conference on
Conference_Location :
Hong Kong
DOI :
10.1109/ICDSP.2014.6900711