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Stable Recovery of Sparse Signals and an Oracle Inequality

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3 Author(s)
Cai, T.T. ; Dept. of Stat., Univ. of Pennsylvania, Philadelphia, PA, USA ; Lie Wang ; Guangwu Xu

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.

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Information Theory, IEEE Transactions on  (Volume:56 ,  Issue: 7 )