Title :
Computable quantification of the stability of sparse signal reconstruction
Author :
Tang, Gongguo ; Nehorai, Arye
Author_Institution :
Dept. of Electr. & Syst. Eng., Washington Univ. in St. Louis, St. Louis, MO, USA
Abstract :
The ℓ1-constrained minimal singular value (ℓ1-CMSV) of the sensing matrix is shown to determine, in a concise and tight manner, the recovery performance of ℓ1-based algorithms such as Basis Pursuit, the Dantzig selector, and the LASSO estimator. Several random measurement ensembles are shown to have ℓ1-CMSVs bounded away from zero with high probability, as long as the number of measurements is relatively large. Three algorithms based on projected gradient method and interior point algorithm are developed to compute ℓ1-CMSV. A lower bound of the ℓ1-CMSV is also available by solving a semi-definite programming problem.
Keywords :
matrix algebra; signal reconstruction; singular value decomposition; CMSV; Dantzig selector; LASSO estimator; basis pursuit; computable quantification; probability; projected gradient method; semi-definite programming problem; sensing matrix; singular value decomposition; sparse signal reconstruction; Algorithm design and analysis; Noise; Optimization; Pollution measurement; Programming; Sensors; Sparse matrices; ℓ1-constrained minimal singular value; Basis Pursuit; Dantzig selector; LASSO estimator; random measurement ensemble; semidefinite relaxation; sparse signal reconstruction;
Conference_Titel :
Signals, Systems and Computers (ASILOMAR), 2010 Conference Record of the Forty Fourth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
978-1-4244-9722-5
DOI :
10.1109/ACSSC.2010.5757510