Abstract:
It has become an established fact that the constrained \ell _1 minimization is capable of recovering the sparse solution from a small number of linear observations and ...Show MoreMetadata
Abstract:
It has become an established fact that the constrained \ell _1 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 \delta _{s}. A class of sufficient conditions for successful k-sparse signal recovery often take the form \delta _{tk} < c for some t \ge 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 & Zhang (2014, IEEE Trans. Inform. Theory, 60, 122–132): \delta _{tk} < \sqrt {(t-1)/t}, and this bound is known sharp for t \ge 4/3. In this paper, we propose a new weighted \ell _1 minimization which only requires the following RIC bound that is more relaxed (i.e., bigger) than the above-mentioned bound: \delta_{tk} < \sqrt{\frac{t-1}{t -(1-\omega^2)}},
where t >1 and 0< \omega \le 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 \ell _1 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 with some of the state-of-the-art methods in compressed sensing.
Published in: Information and Inference: A Journal of the IMA ( Volume: 5, Issue: 1, March 2016)