Title :
Proof of Convergence and Performance Analysis for Sparse Recovery via Zero-Point Attracting Projection
Author :
Xiaohan Wang ; Yuantao Gu ; Laming Chen
Author_Institution :
Dept. of Electron. Eng., Tsinghua Univ., Beijing, China
Abstract :
A recursive algorithm named zero-point attracting projection (ZAP) is proposed recently for sparse signal reconstruction. Compared with the reference algorithms, ZAP demonstrates rather good performance in recovery precision and robustness. However, any theoretical analysis about the mentioned algorithm, even a proof on its convergence, is not available. In this work, a strict proof on the convergence of ZAP is provided and the condition of convergence is put forward. Based on the theoretical analysis, it is further proved that ZAP is non-biased and can approach the sparse solution to any extent, with the proper choice of step-size. Furthermore, the case of inaccurate measurements in noisy scenario is also discussed. It is proved that disturbance power linearly reduces the recovery precision, which is predictable but not preventable. The reconstruction deviation of -compressible signal is also provided. Finally, numerical simulations are performed to verify the theoretical analysis.
Keywords :
compressed sensing; convergence of numerical methods; convex programming; recursive estimation; signal reconstruction; ZAP; convergence proof; disturbance power; noisy scenario; numerical simulations; p-compressible signal reconstruction deviation; performance analysis; recovery precision; recursive algorithm; sparse recovery; sparse signal reconstruction; sparse solution; theoretical analysis; zero-point attracting projection; Approximation algorithms; Convergence; Convex functions; Matching pursuit algorithms; Noise measurement; Signal processing algorithms; Vectors; $ell_{1}$ norm; $p$-compressible signal; compressive sensing (CS); convergence analysis; convex optimization; perturbation analysis; sparse signal reconstruction; zero-point attracting projection (ZAP);
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2012.2195660