Colored Random Projections for Compressed Sensing

The emerging theory of compressed sensing (CS) has led to the remarkable result that signals having a sparse representation in some known basis can be represented (with high probability) by a small sample set, taken from random projections of the signal. Notably, this sample set can be smaller than that required by the ubiquitous Nyquist sampling theorem. Much like the generalized Nyquist sampling theorem dictates that the sampling rate can be further reduced for the representation of bandlimited signals, this paper points to similar results for the sampling density in CS. In particular, it is shown that if additional spectral information of the underlying sparse signals is known, colored random projections can be used in CS in order to further reduce the number of measurements needed. Such a priori information is often available in signal processing applications and communications. Algorithms to design colored random projection vectors are developed. Further, an adaptive CS sampling method is developed for applications where non-uniform spectral characteristics of the signal are expected but are not known a priori.