A Greedy Pursuit Algorithm for Separating Signals from Nonlinear Compressive Observations

In this paper we study the unmixing problem which aims to separate a set of structured signals from their superposition. In this paper, we consider the scenario in which the mixture is observed via nonlinear compressive measurements. We present a fast, robust, greedy algorithm called Unmixing Matching Pursuit (UnmixMP) to solve this problem. We prove rigorously that the algorithm can recover the constituents from their noisy nonlinear compressive measurements with arbitrarily small error. We compare our algorithm to the Demixing with Hard Thresholding (DHT) algorithm [1], in a number of experiments on synthetic and real data.