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Generalizing CoSaMP to signals from a union of low dimensional linear subspaces. (English) Zbl 1436.94019

Summary: The idea that signals reside in a union of low dimensional subspaces subsumes many low dimensional models that have been used extensively in the recent decade in many fields and applications. Until recently, the vast majority of works have studied each one of these models on its own. However, a recent approach suggests providing general theory for low dimensional models using their Gaussian mean width, which serves as a measure for the intrinsic low dimensionality of the data. In this work we use this novel approach to study a generalized version of the popular compressive sampling matching pursuit (CoSaMP) algorithm, and to provide general recovery guarantees for signals from a union of low dimensional linear subspaces, under the assumption that the measurement matrix is Gaussian. We discuss the implications of our results for specific models, and use the generalized algorithm as an inspiration for a new greedy method for signal reconstruction in a combined sparse-synthesis and cosparse-analysis model. We perform experiments that demonstrate the usefulness of the proposed strategy.

MSC:

94A12 Signal theory (characterization, reconstruction, filtering, etc.)

Software:

ADMiRA; PDCO; CoSaMP
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Full Text: DOI arXiv

References:

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