Concentration of Measure (CoM) inequalities are a useful tool for the
analysis of randomized linear operators. In this work, we derive such
inequalities for randomized compressive Toeplitz matrices, i.e., Toeplitz
matrices that have fewer rows than columns and are populated with entries drawn
from an i.i.d. Gaussian random sequence.
In this paper, we study a simple correlation-based strategy for estimating
the unknown delay and amplitude of a signal based on a small number of noisy,
randomly chosen frequency-domain samples. We model the output of this
"compressive matched filter" as a random process whose mean equals the scaled,
shifted autocorrelation function of the template signal.
A field known as Compressive Sensing (CS) has recently emerged to help
address the growing challenges of capturing and processing high-dimensional
signals and data sets. CS exploits the surprising fact that the information
contained in a sparse signal can be preserved in a small number of compressive
(or random) linear measurements of that signal. Strong theoretical guarantees
have been established on the accuracy to which sparse or near-sparse signals
can be recovered from noisy compressive measurements.
Orthogonal Matching Pursuit (OMP) is the canonical greedy algorithm for
sparse approximation. In this paper we demonstrate that the restricted isometry
property (RIP) can be used for a very straightforward analysis of OMP. Our main
conclusion is that the RIP of order $K+1$ (with isometry constant $\delta <
\frac{1}{3\sqrt{K}}$) is sufficient for OMP to exactly recover any $K$-sparse
signal. Our analysis relies on simple and intuitive observations about OMP and
matrices which satisfy the RIP.