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Compressed Sensing with Prior Information via Maximizing Correlation

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 Added by Yulong Liu
 Publication date 2017
and research's language is English




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Compressed sensing (CS) with prior information concerns the problem of reconstructing a sparse signal with the aid of a similar signal which is known beforehand. We consider a new approach to integrate the prior information into CS via maximizing the correlation between the prior knowledge and the desired signal. We then present a geometric analysis for the proposed method under sub-Gaussian measurements. Our results reveal that if the prior information is good enough, then the proposed approach can improve the performance of the standard CS. Simulations are provided to verify our results.



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127 - Xu Zhang , Wei Cui , 2017
This paper considers the problem of recovering a structured signal from a relatively small number of noisy measurements with the aid of a similar signal which is known beforehand. We propose a new approach to integrate prior information into the standard recovery procedure by maximizing the correlation between the prior knowledge and the desired signal. We then establish performance guarantees (in terms of the number of measurements) for the proposed method under sub-Gaussian measurements. Specific structured signals including sparse vectors, block-sparse vectors, and low-rank matrices are also analyzed. Furthermore, we present an interesting geometrical interpretation for the proposed procedure. Our results demonstrate that if prior information is good enough, then the proposed approach can (remarkably) outperform the standard recovery procedure. Simulations are provided to verify our results.
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180 - Jinming Wen , Wei Yu 2019
The orthogonal matching pursuit (OMP) algorithm is a commonly used algorithm for recovering $K$-sparse signals $xin mathbb{R}^{n}$ from linear model $y=Ax$, where $Ain mathbb{R}^{mtimes n}$ is a sensing matrix. A fundamental question in the performance analysis of OMP is the characterization of the probability that it can exactly recover $x$ for random matrix $A$. Although in many practical applications, in addition to the sparsity, $x$ usually also has some additional property (for example, the nonzero entries of $x$ independently and identically follow the Gaussian distribution), none of existing analysis uses these properties to answer the above question. In this paper, we first show that the prior distribution information of $x$ can be used to provide an upper bound on $|x|_1^2/|x|_2^2$, and then explore the bound to develop a better lower bound on the probability of exact recovery with OMP in $K$ iterations. Simulation tests are presented to illustrate the superiority of the new bound.
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