In this paper we consider the problem of locating a nonzero entry in a
high-dimensional vector from possibly adaptive linear measurements. We consider
a recursive bisection method which we dub the compressive binary search and
show that it improves on what any nonadaptive method can achieve. We establish
a non-asymptotic bound that applies to all methods, regardless of their
computational complexity. Combined, these results show that the compressive
binary search is within a double logarithmic factor of the optimal performance.
The estimation of a sparse vector in the linear model is a fundamental
problem in signal processing, statistics, and compressive sensing. This paper
establishes a lower bound on the mean-squared error, which holds regardless of
the sensing/design matrix being used and regardless of the estimation
procedure. This lower bound very nearly matches the known upper bound one gets
by taking a random projection of the sparse vector followed by an $\ell_1$
estimation procedure such as the Dantzig selector. In this sense, compressive
sensing techniques cannot essentially be improved.
Compressive sensing (CS) exploits the sparsity present in many common signals
to reduce the number of measurements needed for digital acquisition. With this
reduction would come, in theory, commensurate reductions in the size, weight,
power consumption, and/or monetary cost of both signal sensors and any
associated communication links. This paper examines the use of CS in the design
of a wideband radio receiver in a noisy environment. We formulate the problem
statement for such a receiver and establish a reasonable set of requirements
that a receiver should meet to be practically useful.
The recently introduced theory of compressive sensing (CS) enables the
reconstruction of sparse or compressible signals from a small set of
nonadaptive, linear measurements. If properly chosen, the number of
measurements can be significantly smaller than the ambient dimension of the
signal and yet preserve the significant signal information. Interestingly, it
can be shown that random measurement schemes provide a near-optimal encoding in
terms of the required number of 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.