In this paper, we consider orthogonal matching pursuit (OMP) algorithm for
multiple measurement vectors (MMV) problem. The robustness of OMPMMV is studied
under general perturbations---when the measurement vectors as well as the
sensing matrix are incorporated with additive noise. The main result shows that
although exact recovery of the sparse solutions is unrealistic in noisy
scenario, recovery of the support set of the solutions is guaranteed under
suitable conditions.
Orthogonal Matching Pursuit (OMP) is the canonical greedy algorithm for
sparse approximation. Previous studies have mainly considered non-perturbed
observations $\bm y=\bm \Phi \bm x$, and focused on the exact recovery of $\bm
x$ through $\bm y$ and $\bm \Phi$. Here, $\bm \Phi$ is a matrix with more
columns than rows, and $\bm x$ is a sparse signal one wants to recover. In this
paper, performance of OMP under general perturbations---from both $\bm y$ and
$\bm \Phi$---is studied, using the Restricted Isometry Property (RIP).
We consider adaptive system identification problems with convex constraints
and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show
that with a properly selected regularization parameter the regularized LMS
provably dominates its conventional counterpart in terms of mean square
deviations. We establish simple and closed-form expressions for choosing this
regularization parameter. For identifying an unknown sparse system we propose
sparse and group-sparse LMS algorithms, which are special examples of the
regularized LMS family.