CoSaMP: Iterative signal recovery from incomplete and inaccurate samples

Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples. This paper describes a new iterative recovery algorithm called CoSaMP that delivers the same guarantees as the best optimization-based approaches. Moreover, this algorithm offers rigorous bounds on computational cost and storage. It is likely to be extremely efficient for practical problems because it requires only matrix

• Type: Journal
• Year: 2008
• Where: CORR
• Authors: Joel A. Tropp, Deanna Needell
• Keywords: Compressible Signals, CORR 2008, Education, Iterative Recovery Algorithm, Major Algorithmic Challenge