Yonina C. Eldar

Compressed sensing : theory and applications

Machine generated contents note: 1. Introduction to compressed sensing Mark A. Davenport, Marco F. Duarte, Yonina C. Eldar and Gitta Kutyniok; 2. Second generation sparse modeling: structured and collaborative signal analysis Alexey Castrodad, Ignacio Ramirez, Guillermo Sapiro, Pablo Sprechmann and Guoshen Yu; 3. Xampling: compressed sensing of analog signals Moshe Mishali and Yonina C. Eldar; 4. Sampling at the rate of innovation: theory and applications Jose Antonia Uriguen, Yonina C. Eldar, Pier Luigi Dragotta and Zvika Ben-Haim; 5. Introduction to the non-asymptotic analysis of random matrices Roman Vershynin; 6. Adaptive sensing for sparse recovery Jarvis Haupt and Robert Nowak; 7. Fundamental thresholds in compressed sensing: a high-dimensional geometry approach Weiyu Xu and Babak Hassibi; 8. Greedy algorithms for compressed sensing Thomas Blumensath, Michael E. Davies and Gabriel Rilling; 9. Graphical models concepts in compressed sensing Andrea Montanari; 10. Finding needles in compressed haystacks Robert Calderbank, Sina Jafarpour and Jeremy Kent; 11. Data separation by sparse representations Gitta Kutyniok; 12. Face recognition by sparse representation Arvind Ganesh, Andrew Wagner, Zihan Zhou, Allen Y. Yang, Yi Ma and John Wright.

From Theory to Practice: Sub-Nyquist Sampling of Sparse Wideband Analog Signals

Conventional sub-Nyquist sampling methods for analog signals exploit prior information about the spectral support. In this paper, we consider the challenging problem of blind sub-Nyquist sampling of multiband signals, whose unknown frequency support occupies only a small portion of a wide spectrum. Our primary design goals are efficient hardware implementation and low computational load on the supporting digital processing. We propose a system, named the modulated wideband converter, which first multiplies the analog signal by a bank of periodic waveforms. The product is then low-pass filtered and sampled uniformly at a low rate, which is orders of magnitude smaller than Nyquist. Perfect recovery from the proposed samples is achieved under certain necessary and sufficient conditions. We also develop a digital architecture, which allows either reconstruction of the analog input, or processing of any band of interest at a low rate, that is, without interpolating to the high Nyquist rate. Numerical simulations demonstrate many engineering aspects: robustness to noise and mismodeling, potential hardware simplifications, real-time performance for signals with time-varying support and stability to quantization effects. We compare our system with two previous approaches: periodic nonuniform sampling, which is bandwidth limited by existing hardware devices, and the random demodulator, which is restricted to discrete multitone signals and has a high computational load. In the broader context of Nyquist sampling, our scheme has the potential to break through the bandwidth barrier of state-of-the-art analog conversion technologies such as interleaved converters.

Block-Sparse Signals: Uncertainty Relations and Efficient Recovery

We consider efficient methods for the recovery of block-sparse signals-i.e., sparse signals that have nonzero entries occurring in clusters-from an underdetermined system of linear equations. An uncertainty relation for block-sparse signals is derived, based on a block-coherence measure, which we introduce. We then show that a block-version of the orthogonal matching pursuit algorithm recovers block -sparse signals in no more than steps if the block-coherence is sufficiently small. The same condition on block-coherence is shown to guarantee successful recovery through a mixed -optimization approach. This complements previous recovery results for the block-sparse case which relied on small block-restricted isometry constants. The significance of the results presented in this paper lies in the fact that making explicit use of block-sparsity can provably yield better reconstruction properties than treating the signal as being sparse in the conventional sense, thereby ignoring the additional structure in the problem.

Robust Recovery of Signals From a Structured Union of Subspaces

Traditional sampling theories consider the problem of reconstructing an unknown signal x from a series of samples. A prevalent assumption which often guarantees recovery from the given measurements is that x lies in a known subspace. Recently, there has been growing interest in nonlinear but structured signal models, in which x lies in a union of subspaces. In this paper, we develop a general framework for robust and efficient recovery of such signals from a given set of samples. More specifically, we treat the case in which x lies in a sum of k subspaces, chosen from a larger set of m possibilities. The samples are modeled as inner products with an arbitrary set of sampling functions. To derive an efficient and robust recovery algorithm, we show that our problem can be formulated as that of recovering a block-sparse vector whose nonzero elements appear in fixed blocks. We then propose a mixed lscr2/lscr1 program for block sparse recovery. Our main result is an equivalence condition under which the proposed convex algorithm is guaranteed to recover the original signal. This result relies on the notion of block restricted isometry property (RIP), which is a generalization of the standard RIP used extensively in the context of compressed sensing. Based on RIP, we also prove stability of our approach in the presence of noise and modeling errors. A special case of our framework is that of recovering multiple measurement vectors (MMV) that share a joint sparsity pattern. Adapting our results to this context leads to new MMV recovery methods as well as equivalence conditions under which the entire set can be determined efficiently.

Linear precoding via conic optimization for fixed MIMO receivers

In this paper, the problem of designing linear precoders for fixed multiple-input-multiple-output (MIMO) receivers is considered. Two different design criteria are considered. In the first, the transmitted power is minimized subject to signal-to-interference-plus-noise-ratio (SINR) constraints. In the second, the worst case SINR is maximized subject to a power constraint. It is shown that both problems can be solved using standard conic optimization packages. In addition, conditions are developed for the optimal precoder for both of these problems, and two simple fixed-point iterations are proposed to find the solutions that satisfy these conditions. The relation to the well-known uplink-downlink duality in the context of joint transmit beamforming and power control is also explored. The proposed precoder design is general, and as a special case, it solves the transmit rank-one beamforming problem. Simulation results in a multiuser system show that the resulting precoders can significantly outperform existing linear precoders.

Structured Compressed Sensing: From Theory to Applications

Compressed sensing (CS) is an emerging field that has attracted considerable research interest over the past few years. Previous review articles in CS limit their scope to standard discrete-to-discrete measurement architectures using matrices of randomized nature and signal models based on standard sparsity. In recent years, CS has worked its way into several new application areas. This, in turn, necessitates a fresh look on many of the basics of CS. The random matrix measurement operator must be replaced by more structured sensing architectures that correspond to the characteristics of feasible acquisition hardware. The standard sparsity prior has to be extended to include a much richer class of signals and to encode broader data models, including continuous-time signals. In our overview, the theme is exploiting signal and measurement structure in compressive sensing. The prime focus is bridging theory and practice; that is, to pinpoint the potential of structured CS strategies to emerge from the math to the hardware. Our summary highlights new directions as well as relations to more traditional CS, with the hope of serving both as a review to practitioners wanting to join this emerging field, and as a reference for researchers that attempts to put some of the existing ideas in perspective of practical applications.

Blind Multiband Signal Reconstruction: Compressed Sensing for Analog Signals

We address the problem of reconstructing a multiband signal from its sub-Nyquist pointwise samples, when the band locations are unknown. Our approach assumes an existing multi-coset sampling. To date, recovery methods for this sampling strategy ensure perfect reconstruction either when the band locations are known, or under strict restrictions on the possible spectral supports. In this paper, only the number of bands and their widths are assumed without any other limitations on the support. We describe how to choose the parameters of the multi-coset sampling so that a unique multiband signal matches the given samples. To recover the signal, the continuous reconstruction is replaced by a single finite-dimensional problem without the need for discretization. The resulting problem is studied within the framework of compressed sensing, and thus can be solved efficiently using known tractable algorithms from this emerging area. We also develop a theoretical lower bound on the average sampling rate required for blind signal reconstruction, which is twice the minimal rate of known-spectrum recovery. Our method ensures perfect reconstruction for a wide class of signals sampled at the minimal rate, and provides a first systematic study of compressed sensing in a truly analog setting. Numerical experiments are presented demonstrating blind sampling and reconstruction with minimal sampling rate.

Zero-Forcing Precoding and Generalized Inverses

We consider the problem of linear zero-forcing precoding design and discuss its relation to the theory of generalized inverses in linear algebra. Special attention is given to a specific generalized inverse known as the pseudo-inverse. We begin with the standard design under the assumption of a total power constraint and prove that precoders based on the pseudo-inverse are optimal among the generalized inverses in this setting. Then, we proceed to examine individual per-antenna power constraints. In this case, the pseudo-inverse is not necessarily the optimal inverse. In fact, finding the optimal matrix is nontrivial and depends on the specific performance measure. We address two common criteria, fairness and throughput, and show that the optimal generalized inverses may be found using standard convex optimization methods. We demonstrate the improved performance offered by our approach using computer simulations.

Compressed Sensing: Introduction to compressed sensing

Compressed sensing (CS) is an exciting, rapidly growing, field that has attracted considerable attention in signal processing, statistics, and computer science, as well as the broader scientific community. Since its initial development only a few years ago, thousands of papers have appeared in this area, and hundreds of conferences, workshops, and special sessions have been dedicated to this growing research field. In this chapter, we provide an up-to-date review of the basics of the theory underlying CS. This chapter should serve as a review to practitioners wanting to join this emerging field, and as a reference for researchers. We focus primarily on the theory and algorithms for sparse recovery in finite dimensions. In subsequent chapters of the book, we will see how the fundamentals presented in this chapter are expanded and extended in many exciting directions, including new models for describing structure in both analog and discrete-time signals, new sensing design techniques, more advanced recovery results and powerful new recovery algorithms, and emerging applications of the basic theory and its extensions. Introduction We are in the midst of a digital revolution that is driving the development and deployment of new kinds of sensing systems with ever-increasing fidelity and resolution. The theoretical foundation of this revolution is the pioneering work of Kotelnikov, Nyquist, Shannon, and Whittaker on sampling continuous-time bandlimited signals [162, 195, 209, 247]. Their results demonstrate that signals, images, videos, and other data can be exactly recovered from a set of uniformly spaced samples taken at the so-called Nyquist rate of twice the highest frequency present in the signal of interest.

Reduce and Boost: Recovering Arbitrary Sets of Jointly Sparse Vectors

The rapid developing area of compressed sensing suggests that a sparse vector lying in a high dimensional space can be accurately and efficiently recovered from only a small set of nonadaptive linear measurements, under appropriate conditions on the measurement matrix. The vector model has been extended both theoretically and practically to a finite set of sparse vectors sharing a common sparsity pattern. In this paper, we treat a broader framework in which the goal is to recover a possibly infinite set of jointly sparse vectors. Extending existing algorithms to this model is difficult due to the infinite structure of the sparse vector set. Instead, we prove that the entire infinite set of sparse vectors can be recovered by solving a single, reduced-size finite-dimensional problem, corresponding to recovery of a finite set of sparse vectors. We then show that the problem can be further reduced to the basic model of a single sparse vector by randomly combining the measurements. Our approach is exact for both countable and uncountable sets, as it does not rely on discretization or heuristic techniques. To efficiently find the single sparse vector produced by the last reduction step, we suggest an empirical boosting strategy that improves the recovery ability of any given suboptimal method for recovering a sparse vector. Numerical experiments on random data demonstrate that, when applied to infinite sets, our strategy outperforms discretization techniques in terms of both run time and empirical recovery rate. In the finite model, our boosting algorithm has fast run time and much higher recovery rate than known popular methods.