Title :
The fundamental limits of stable recovery in compressed sensing
Author_Institution :
Depts. of Electr. & Comput. Eng. & Stat. Sci., Duke Univ., Durham, NH, USA
fDate :
June 29 2014-July 4 2014
Abstract :
Compressed sensing has shown that a wide variety of structured signals can be recovered from a limited number of noisy linear measurements. This paper considers the extent to which such recovery is robust to signal and measurement uncertainty. The main result is a non-asymptotic upper bound on the reconstruction error in terms of two key quantities: the best approximation error of the signal (with respect to a user-defined approximation set) and the measurement error. We assume a random Gaussian sensing matrix but place no restrictions on the signal or the noise. This result provides a simple and yet powerful framework for analyzing the fundamental limits of stable recovery, allowing us to sharpen existing results as well as derive new ones.
Keywords :
Gaussian processes; compressed sensing; matrix algebra; signal reconstruction; compressed sensing; measurement error; measurement uncertainty; noisy linear measurements; nonasymptotic upper bound; random Gaussian sensing matrix; reconstruction error; signal approximation error; signal uncertainty; stable recovery fundamental limits; structured signals; Approximation error; Compressed sensing; Information theory; Noise; Noise measurement; Sensors;
Conference_Titel :
Information Theory (ISIT), 2014 IEEE International Symposium on
Conference_Location :
Honolulu, HI
DOI :
10.1109/ISIT.2014.6875388