Sequential Compressed Sensing

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable performance by bounding the number of samples required for a given level of signal sparsity. However, using these bounds to minimize the number of samples requires a-priori knowledge of the sparsity of the unknown signal, or the decay structure for near-sparse signals. Furthermore, there are some popular recovery methods for which no such bounds are known. In this paper, we investigate an alternative scenario where observations are available in sequence. For any recovery method, this means that there is now a sequence of candidate reconstructions. We propose a method to estimate the reconstruction error directly from the samples themselves, for every candidate in this sequence. This estimate is universal in the sense that it is based only on the mea...

• Type: Journal
• Year: 2010
• Where: CORR
• Authors: Dmitry M. Malioutov, Sujay Sanghavi, Alan S. Willsky
• Keywords: Compressed Sensing, CORR 2010, Education, Random Measurement, Recovery Methods