The simultaneous orthogonal matching pursuit (SOMP) algorithm aims to find the joint support of a set of sparse signals acquired under a multiple measurement vector model. Critically, the analysis of SOMP depends on the maximal inner product of any atom of a suitable dictionary and the current signal residual, which is formed by the subtraction of previously selected atoms. This inner product, or correlation, is a key metric to determine the best atom to pick at each iteration. This letter provides, for each iteration of SOMP, a novel lower bound of the aforementioned metric for the atoms belonging to the correct and common joint support of the multiple signals. Although the bound is obtained for the noiseless case, its main purpose is to intervene in noisy analyses of SOMP. Finally, it is shown for specific signal patterns that the proposed bound outperforms state-of-the-art results for SOMP and orthogonal matching pursuit (OMP) as a special case.
We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of orthogonal matching pursuit techniques when applied to very sparse signals, and reconstruction accuracy of the same order as that of linear programming (LP) optimization methods. The presented analysis shows that in the noiseless setting, the proposed algorithm can exactly reconstruct arbitrary sparse signals provided that the sensing matrix satisfies the restricted isometry property with a constant parameter. In the noisy setting and in the case that the signal is not exactly sparse, it can be shown that the mean-squared error of the reconstruction is upper-bounded by constant multiples of the measurement and signal perturbation energies. 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. Abstract Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples. This paper describes a new iterative recovery algorithm called CoSaMP that delivers the same guarantees as the best optimization-based approaches. Moreover, this algorithm offers rigorous bounds on computational cost and storage. It is likely to be extremely efficient for practical problems because it requires only matrix–vector multiplies with the sampling matrix. For compressible signals, the running time is just O ( N log 2 N ) , where N is the length of the signal.  We consider the orthogonal matching pursuit (OMP) algorithm for the recovery of a high-dimensional sparse signal based on a small number of noisy linear measurements. OMP is an iterative greedy algorithm that selects at each step the column, which is most correlated with the current residuals. In this paper, we present a fully data driven OMP algorithm with explicit stopping rules. It is shown that under conditions on the mutual incoherence and the minimum magnitude of the nonzero components of the signal, the support of the signal can be recovered exactly by the OMP algorithm with high probability. In addition, we also consider the problem of identifying significant components in the case where some of the nonzero components are possibly small. It is shown that in this case the OMP algorithm will still select all the significant components before possibly selecting incorrect ones. Moreover, with modified stopping rules, the OMP algorithm can ensure that no zero components are selected.