Richard G. Baraniuk

Compressive Sensing [Lecture Notes]

This lecture note presents a new method to capture and represent compressible signals at a rate significantly below the Nyquist rate. This method, called compressive sensing, employs nonadaptive linear projections that preserve the structure of the signal; the signal is then reconstructed from these projections using an optimization process.

Single-Pixel Imaging via Compressive Sampling

In this article, the authors present a new approach to building simpler, smaller, and cheaper digital cameras that can operate efficiently across a broader spectral range than conventional silicon-based cameras. The approach fuses a new camera architecture based on a digital micromirror device with the new mathematical theory and algorithms of compressive sampling.

The dual-tree complex wavelet transform

The paper discusses the theory behind the dual-tree transform, shows how complex wavelets with good properties can be designed, and illustrates a range of applications in signal and image processing. The authors use the complex number symbol C in CWT to avoid confusion with the often-used acronym CWT for the (different) continuous wavelet transform. The four fundamentals, intertwined shortcomings of wavelet transform and some solutions are also discussed. Several methods for filter design are described for dual-tree CWT that demonstrates with relatively short filters, an effective invertible approximately analytic wavelet transform can indeed be implemented using the dual-tree approach.

Wavelet-based statistical signal processing using hidden Markov models

Wavelet-based statistical signal processing techniques such as denoising and detection typically model the wavelet coefficients as independent or jointly Gaussian. These models are unrealistic for many real-world signals. We develop a new framework for statistical signal processing based on wavelet-domain hidden Markov models (HMMs) that concisely models the statistical dependencies and non-Gaussian statistics encountered in real-world signals. Wavelet-domain HMMs are designed with the intrinsic properties of the wavelet transform in mind and provide powerful, yet tractable, probabilistic signal models. Efficient expectation maximization algorithms are developed for fitting the HMMs to observational signal data. The new framework is suitable for a wide range of applications, including signal estimation, detection, classification, prediction, and even synthesis. To demonstrate the utility of wavelet-domain HMMs, we develop novel algorithms for signal denoising, classification, and detection.

Model-Based Compressive Sensing

Compressive sensing (CS) is an alternative to Shannon/Nyquist sampling for the acquisition of sparse or compressible signals that can be well approximated by just K ¿ N elements from an N -dimensional basis. Instead of taking periodic samples, CS measures inner products with M < N random vectors and then recovers the signal via a sparsity-seeking optimization or greedy algorithm. Standard CS dictates that robust signal recovery is possible from M = O(K log(N/K)) measurements. It is possible to substantially decrease M without sacrificing robustness by leveraging more realistic signal models that go beyond simple sparsity and compressibility by including structural dependencies between the values and locations of the signal coefficients. This paper introduces a model-based CS theory that parallels the conventional theory and provides concrete guidelines on how to create model-based recovery algorithms with provable performance guarantees. A highlight is the introduction of a new class of structured compressible signals along with a new sufficient condition for robust structured compressible signal recovery that we dub the restricted amplification property, which is the natural counterpart to the restricted isometry property of conventional CS. Two examples integrate two relevant signal models-wavelet trees and block sparsity-into two state-of-the-art CS recovery algorithms and prove that they offer robust recovery from just M = O(K) measurements. Extensive numerical simulations demonstrate the validity and applicability of our new theory and algorithms.

Beyond Nyquist: Efficient Sampling of Sparse Bandlimited Signals

Wideband analog signals push contemporary analog-to-digital conversion (ADC) systems to their performance limits. In many applications, however, sampling at the Nyquist rate is inefficient because the signals of interest contain only a small number of significant frequencies relative to the band limit, although the locations of the frequencies may not be known a priori. For this type of sparse signal, other sampling strategies are possible. This paper describes a new type of data acquisition system, called a random demodulator, that is constructed from robust, readily available components. Let K denote the total number of frequencies in the signal, and let W denote its band limit in hertz. Simulations suggest that the random demodulator requires just O(K log(W/K)) samples per second to stably reconstruct the signal. This sampling rate is exponentially lower than the Nyquist rate of W hertz. In contrast to Nyquist sampling, one must use nonlinear methods, such as convex programming, to recover the signal from the samples taken by the random demodulator. This paper provides a detailed theoretical analysis of the systems performance that supports the empirical observations.

A multifractal wavelet model with application to network traffic

We develop a new multiscale modeling framework for characterizing positive-valued data with long-range-dependent correlations (1/f noise). Using the Haar wavelet transform and a special multiplicative structure on the wavelet and scaling coefficients to ensure positive results, the model provides a rapid O(N) cascade algorithm for synthesizing N-point data sets. We study both the second-order and multifractal properties of the model, the latter after a tutorial overview of multifractal analysis. We derive a scheme for matching the model to real data observations and, to demonstrate its effectiveness, apply the model to network traffic synthesis. The flexibility and accuracy of the model and fitting procedure result in a close fit to the real data statistics (variance-time plots and moment scaling) and queuing behavior. Although for illustrative purposes we focus on applications in network traffic modeling, the multifractal wavelet model could be useful in a number of other areas involving positive data, including image processing, finance, and geophysics.

Signal Processing With Compressive Measurements

The recently introduced theory of compressive sensing enables the recovery of sparse or compressible signals from a small set of nonadaptive, linear measurements. If properly chosen, the number of measurements can be much smaller than the number of Nyquist-rate samples. Interestingly, it has been shown that random projections are a near-optimal measurement scheme. This has inspired the design of hardware systems that directly implement random measurement protocols. However, despite the intense focus of the community on signal recovery, many (if not most) signal processing problems do not require full signal recovery. In this paper, we take some first steps in the direction of solving inference problems-such as detection, classification, or estimation-and filtering problems using only compressive measurements and without ever reconstructing the signals involved. We provide theoretical bounds along with experimental results.

A new compressive imaging camera architecture using optical-domain compression

Compressive Sensing is an emerging field based on the revelation that a small number of linear projections of a compressible signal contain enough information for reconstruction and processing. It has many promising implications and enables the design of new kinds of Compressive Imaging systems and cameras. In this paper, we develop a new camera architecture that employs a digital micromirror array to perform optical calculations of linear projections of an image onto pseudorandom binary patterns. Its hallmarks include the ability to obtain an image with a single detection element while sampling the image fewer times than the number of pixels. Other attractive properties include its universality, robustness, scalability, progressivity, and computational asymmetry. The most intriguing feature of the system is that, since it relies on a single photon detector, it can be adapted to image at wavelengths that are currently impossible with conventional CCD and CMOS imagers.

Distributed Compressed Sensing of Jointly Sparse Signals

Compressed sensing is an emerging field based on the revelation that a small collection of linear projections of a sparse signal contains enough information for recon- struction. In this paper we expand our theory for distributed compressed sensing (DCS) that enables new distributed cod- ing algorithms for multi-signal ensembles that exploit both intra- and inter-signal correlation structures. The DCS the- ory rests on a new concept that we term the joint sparsity of a signal ensemble. We present a second new model for jointly sparse signals that allows for joint recovery of multi- ple signals from incoherent projections through simultane- ous greedy pursuit algorithms. We also characterize theo- retically and empirically the number of measurements per sensor required for accurate reconstruction.