In this paper, the joint support recovery of several sparse signals whose supports exhibit similarities is examined. Each sparse signal is acquired using the same noisy linear measurement process, which returns fewer observations than the dimension of the sparse signals. The measurement noise is assumed additive, Gaussian, and admits different variances for each sparse signal that is measured. Using the theory of compressed sensing, the performance of simultaneous orthogonal matching pursuit (SOMP) is analyzed for the envisioned signal model. The cornerstone of this paper is a novel analysis method upper bounding the probability that SOMP recovers at least one incorrect entry of the joint support during a prescribed number of iterations. Furthermore, the probability of SOMP failing is investigated whenever the number of sparse signals being recovered simultaneously increases and tends to infinity. In particular, convincing observations and theoretical results suggest that SOMP committing no mistake in the noiseless case does not guarantee the absence of error in the noisy case whenever the number of acquired sparse signals scales to infinity. Finally, simulation results confirm the validity of the theoretical results.
In a SMV setting, full support recovery guarantees for OMP with bounded noise signals as well as with Gaussian noises have been proposed in @cite_15 . This work also provides criteria on the stopping criteria to guarantee that OMP terminates after having picked all the correct atoms. This contribution has then been slightly refined in @cite_10 to provide conditions independent of the particular support that is to be recovered.
@cite_15 @cite_10
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In this paper, we consider orthogonal matching pursuit (OMP) algorithm for multiple measurement vectors (MMV) problem. The robustness of OMPMMV is studied under general perturbations—when the measurement vectors as well as the sensing matrix are incorporated with additive noise. The main result shows that although exact recovery of the sparse solutions is unrealistic in noisy scenario, recovery of the support set of the solutions is guaranteed under suitable conditions. Specifically, a sufficient condition is derived that guarantees exact recovery of the sparse solutions in noiseless scenario. This paper presents a new analysis for the orthogonal matching pursuit (OMP) algorithm. It is shown that if the restricted isometry property (RIP) is satisfied at sparsity level O(k), then OMP can stably recover a k-sparse signal in 2-norm under measurement noise. For compressed sensing applications, this result implies that in order to uniformly recover a k-sparse signal in Rd, only O(k lnd) random projections are needed. This analysis improves some earlier results on OMP depending on stronger conditions that can only be satisfied with Ω(k2 lnd) or Ω(k1.6 lnd) random projections. In this paper, we consider the problem of compressed sensing where the goal is to recover all sparse vectors using a small number of fixed linear measurements. For this problem, we propose a novel partial hard-thresholding operator that leads to a general family of iterative algorithms. While one extreme of the family yields well known hard thresholding algorithms like ITI and HTP[17, 10], the other end of the spectrum leads to a novel algorithm that we call Orthogonal Matching Pursuit with Replacement (OMPR). OMPR, like the classic greedy algorithm OMP, adds exactly one coordinate to the support at each iteration, based on the correlation with the current residual. However, unlike OMP, OMPR also removes one coordinate from the support. This simple change allows us to prove that OMPR has the best known guarantees for sparse recovery in terms of the Restricted Isometry Property (a condition on the measurement matrix). In contrast, OMP is known to have very weak performance guarantees under RIP. Given its simple structure, we are able to extend OMPR using locality sensitive hashing to get OMPR-Hash, the first provably sub-linear (in dimensionality) algorithm for sparse recovery. Our proof techniques are novel and flexible enough to also permit the tightest known analysis of popular iterative algorithms such as CoSaMP and Subspace Pursuit. We provide experimental results on large problems providing recovery for vectors of size up to million dimensions. We demonstrate that for large-scale problems our proposed methods are more robust and faster than existing methods. This paper provides novel results for the recovery of signals from undersampled measurements based on analysis @math -minimization, when the analysis operator is given by a frame. We both provide so-called uniform and nonuniform recovery guarantees for cosparse (analysis-sparse) signals using Gaussian random measurement matrices. The nonuniform result relies on a recovery condition via tangent cones and the uniform recovery guarantee is based on an analysis version of the null space property. Examining these conditions for Gaussian random matrices leads to precise bounds on the number of measurements required for successful recovery. In the special case of standard sparsity, our result improves a bound due to Rudelson and Vershynin concerning the exact reconstruction of sparse signals from Gaussian measurements with respect to the constant and extends it to stability under passing to approximately sparse signals and to robustness under noise on the measurements.