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A null-space-based weighted ℓ1 minimization approach to compressed sensing

A null-space-based weighted ℓ1 minimization approach to compressed sensing
A null-space-based weighted ℓ1 minimization approach to compressed sensing
It has become an established fact that the constrained ℓ minimization is capable of recovering the sparse solution from a small number of linear observations and the reweighted version can significantly improve its numerical performance. The recoverability is closely related to the Restricted Isometry Constant (RIC) of order s (s is an integer), often denoted as δs. A class of sufficient conditions for successful k-sparse signal recovery often take the form δtk < c, for some t ≥ 1 and c being a constant. When t > 1, such a bound is often called RIC bound of high order. There exist a number of such bounds of RICs, high order or not. For example, a high order bound is recently given by Cai and Zhang [CZ14]: δtk < √  (t-1)/t, and this bound is known sharp for t ≥ 4/3. In this paper, we propose a new weighted ℓ1 minimization which only requires the following RIC bound that is more relaxed (i.e., bigger) than the above mentioned bound:δtk < √  { t-1}  /  { t -(1-ω2)} where t > 1 and 0 < ω  ≤  1 is determined by two optimizations of a similar type over the null space of the linear observation operator.  In tackling the combinatorial nature of the two optimization problems, we develop a reweighted ℓ1 minimization that yields a sequence of approximate solutions,which enjoy strong convergence properties. Moreover, the numerical performance of the proposed method is very satisfactory when compared to some of the state of-the-art methods incompressed sensing.
compressed sensing, weighted ell_1 minimization, restricted isometry constant, null space property
2049-8764
76-102
Zhou, Shenglong
d183edc9-a9f6-4b07-a140-a82213dbd8c3
Xiu, Naihua
8b5770f7-ae35-4dbe-884a-02fb4ea27bee
Wang, YingNan
ea30420e-ef84-4f89-aadf-7a0f3b5e628f
Kong, LingChen
ef079edd-14ad-4793-b2a5-0fd261b3b711
Qi, Hou-Duo
e9789eb9-c2bc-4b63-9acb-c7e753cc9a85
Zhou, Shenglong
d183edc9-a9f6-4b07-a140-a82213dbd8c3
Xiu, Naihua
8b5770f7-ae35-4dbe-884a-02fb4ea27bee
Wang, YingNan
ea30420e-ef84-4f89-aadf-7a0f3b5e628f
Kong, LingChen
ef079edd-14ad-4793-b2a5-0fd261b3b711
Qi, Hou-Duo
e9789eb9-c2bc-4b63-9acb-c7e753cc9a85

Zhou, Shenglong, Xiu, Naihua, Wang, YingNan, Kong, LingChen and Qi, Hou-Duo (2016) A null-space-based weighted ℓ1 minimization approach to compressed sensing. Information and Inference: A Journal of the IMA, 5 (1), 76-102. (doi:10.1093/imaiai/iaw002).

Record type: Article

Abstract

It has become an established fact that the constrained ℓ minimization is capable of recovering the sparse solution from a small number of linear observations and the reweighted version can significantly improve its numerical performance. The recoverability is closely related to the Restricted Isometry Constant (RIC) of order s (s is an integer), often denoted as δs. A class of sufficient conditions for successful k-sparse signal recovery often take the form δtk < c, for some t ≥ 1 and c being a constant. When t > 1, such a bound is often called RIC bound of high order. There exist a number of such bounds of RICs, high order or not. For example, a high order bound is recently given by Cai and Zhang [CZ14]: δtk < √  (t-1)/t, and this bound is known sharp for t ≥ 4/3. In this paper, we propose a new weighted ℓ1 minimization which only requires the following RIC bound that is more relaxed (i.e., bigger) than the above mentioned bound:δtk < √  { t-1}  /  { t -(1-ω2)} where t > 1 and 0 < ω  ≤  1 is determined by two optimizations of a similar type over the null space of the linear observation operator.  In tackling the combinatorial nature of the two optimization problems, we develop a reweighted ℓ1 minimization that yields a sequence of approximate solutions,which enjoy strong convergence properties. Moreover, the numerical performance of the proposed method is very satisfactory when compared to some of the state of-the-art methods incompressed sensing.

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Weighted_ell_1_R1_for_UoS.pdf - Accepted Manuscript
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More information

Accepted/In Press date: 18 December 2015
e-pub ahead of print date: 11 February 2016
Published date: 1 March 2016
Keywords: compressed sensing, weighted ell_1 minimization, restricted isometry constant, null space property
Organisations: Operational Research

Identifiers

Local EPrints ID: 385380
URI: http://eprints.soton.ac.uk/id/eprint/385380
ISSN: 2049-8764
PURE UUID: 3d53b9e3-44ce-4ed1-b2e2-b437c66f0ef2
ORCID for Shenglong Zhou: ORCID iD orcid.org/0000-0003-2843-1614
ORCID for Hou-Duo Qi: ORCID iD orcid.org/0000-0003-3481-4814

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Date deposited: 19 Jan 2016 14:28
Last modified: 15 Mar 2024 03:21

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Contributors

Author: Shenglong Zhou ORCID iD
Author: Naihua Xiu
Author: YingNan Wang
Author: LingChen Kong
Author: Hou-Duo Qi ORCID iD

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