Simon Foucart's A Mathematical Introduction to Compressive Sensing PDF

By Simon Foucart

ISBN-10: 0817649476

ISBN-13: 9780817649470

ISBN-10: 0817649484

ISBN-13: 9780817649487

At the intersection of arithmetic, engineering, and machine technology sits the thriving box of compressive sensing. in keeping with the idea that information acquisition and compression should be played at the same time, compressive sensing reveals functions in imaging, sign processing, and plenty of different domain names. within the parts of utilized arithmetic, electric engineering, and theoretical laptop technology, an explosion of study job has already the theoretical effects that highlighted the potency of the fundamental rules. The dependent rules in the back of those ideas also are of self reliant curiosity to natural mathematicians.

A Mathematical creation to Compressive Sensing provides an in depth account of the middle idea upon which the sector is construct. With merely reasonable necessities, it's a superb textbook for graduate classes in arithmetic, engineering, and machine technological know-how. It additionally serves as a competent source for practitioners and researchers in those disciplines who are looking to gather a cautious figuring out of the topic. A Mathematical advent to Compressive Sensing makes use of a mathematical point of view to give the center of the speculation underlying compressive sensing.

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A more powerful method is iterative hard thresholding. Starting with x0 = 0, say, it iteratively computes xn+1 = Hs (xn + A∗ (y − Axn )) , where Hs denotes the hard thresholding operator that keeps the s largest absolute entries of a vector and sets the other entries to zero. In the absence of the operator Hs , this is well known in the area of inverse problems as Landweber iterations. Applying Hs ensures sparsity of xn at each iteration. We will finally present the hard thresholding pursuit algorithm which combines iterative hard thresholding with an orthogonal projection step.

In compressive sensing, one is interested in the error x − x at the coefficient level, where x and x are the original and reconstructed coefficient vectors, respectively, while in sparse approximation, the goal is to approximate a given y with a sparse expansion y = j xj aj , so one is rather interested in y − y . An estimate for x − x often yields an estimate for y − y = A(x − x ) , but the converse is not generally true. Finally, we briefly describe some signal and image processing applications of sparse approximation.

4, 5, and 6, remain valid. There are, however, some differences in philosophy compared to the compressive sensing problem. In the latter, one is often free to design the matrix A with appropriate properties, while A is usually prescribed in the context of sparse approximation. In particular, it is not realistic to rely on randomness as in compressive sensing. Since it is hard to verify the conditions ensuring sparse recovery in the optimal parameter regime (m linear in s up to logarithmic factors), the theoretical guarantees fall short of the ones encountered for random matrices.

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A Mathematical Introduction to Compressive Sensing by Simon Foucart

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