Title :
Stable Recovery of Sparse Signals and an Oracle Inequality
Author :
Cai, Tony Tony ; Wang, Lie ; Xu, Guangwu
Author_Institution :
Dept. of Stat., Univ. of Pennsylvania, Philadelphia, PA, USA
fDate :
7/1/2010 12:00:00 AM
Abstract :
This article considers sparse signal recovery in the presence of noise. A mutual incoherence condition which was previously used for exact recovery in the noiseless case is shown to be sufficient for stable recovery in the noisy case. Furthermore, the condition is proved to be sharp. A specific counterexample is given. In addition, an oracle inequality is derived under the mutual incoherence condition in the case of Gaussian noise.
Keywords :
Gaussian noise; signal processing; Gaussian noise; oracle inequality; sparse signal recovery; stable recovery; Compressed sensing; Dictionaries; Gaussian noise; Image reconstruction; Mathematics; Noise level; Signal processing; Sparse matrices; Statistics; Vectors; $ell _{1}$ minimization; compressed sensing; mutual incoherence; oracle inequality; sparse recovery;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2010.2048506