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We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in obtaining the next one, and b) recursive decoding, where the signal estimate from the previous window is utilized in order to achieve faster convergence in an iterative optimization scheme applied to decode the new one. To remove estimation bias, a two-step estimation procedure is proposed comprising support set detection and signal amplitude estimation. Estimation accuracy is enhanced by a non-linear voting method and averaging estimates over multiple windows. We analyze the computational complexity and estimation error, and show that the normalized error variance asymptotically goes to zero for sublinear sparsity. Our simulation results show speed up of an order of magnitude over traditional CS, while obtaining significantly lower reconstruction error under mild conditions on the signal magnitudes and the noise level.
The goal of compressed sensing is to estimate a high dimensional vector from an underdetermined system of noisy linear equations. In analogy to classical compressed sensing, here we assume a generative model as a prior, that is, we assume the vector
In the problem of adaptive compressed sensing, one wants to estimate an approximately $k$-sparse vector $xinmathbb{R}^n$ from $m$ linear measurements $A_1 x, A_2 x,ldots, A_m x$, where $A_i$ can be chosen based on the outcomes $A_1 x,ldots, A_{i-1} x
We characterize the measurement complexity of compressed sensing of signals drawn from a known prior distribution, even when the support of the prior is the entire space (rather than, say, sparse vectors). We show for Gaussian measurements and emph{a
The 1-bit compressed sensing framework enables the recovery of a sparse vector x from the sign information of each entry of its linear transformation. Discarding the amplitude information can significantly reduce the amount of data, which is highly b
Long-range correlated errors can severely impact the performance of NISQ (noisy intermediate-scale quantum) devices, and fault-tolerant quantum computation. Characterizing these errors is important for improving the performance of these devices, via