Stable Signal Recovery from Incomplete and Inaccurate Measurements

Stable Signal Recovery from Incomplete and Inaccurate Measurements

February, 2005; Revised June 2005 | Emmanuel Candes†, Justin Romberg†, and Terence Tao‡
The paper "Stable Signal Recovery from Incomplete and Inaccurate Measurements" by Emmanuel Candes, Justin Romberg, and Terence Tao addresses the problem of recovering a sparse vector \( x_0 \) from incomplete and noisy observations \( y = Ax_0 + e \), where \( A \) is a matrix with far fewer rows than columns. The authors propose solving the \(\ell_1\)-regularization problem to recover \( x_0 \) accurately. They show that if \( A \) satisfies a uniform uncertainty principle and \( x_0 \) is sufficiently sparse, the solution to the \(\ell_1\)-regularization problem is within the noise level: \[ \|x^* - x_0\|_{\ell_2} \leq C \cdot \epsilon, \] where \( C \) is a constant depending on the restricted isometry constants of \( A \). The paper provides conditions for stable recovery, such as when \( A \) is a Gaussian random matrix or when measurements are few Fourier samples of \( x_0 \). It also discusses the recovery of approximately sparse signals and compressible signals, showing that the proposed method can achieve near-optimal recovery error bounds. Numerical examples demonstrate the effectiveness of the method in recovering sparse and compressible signals from noisy and incomplete measurements.The paper "Stable Signal Recovery from Incomplete and Inaccurate Measurements" by Emmanuel Candes, Justin Romberg, and Terence Tao addresses the problem of recovering a sparse vector \( x_0 \) from incomplete and noisy observations \( y = Ax_0 + e \), where \( A \) is a matrix with far fewer rows than columns. The authors propose solving the \(\ell_1\)-regularization problem to recover \( x_0 \) accurately. They show that if \( A \) satisfies a uniform uncertainty principle and \( x_0 \) is sufficiently sparse, the solution to the \(\ell_1\)-regularization problem is within the noise level: \[ \|x^* - x_0\|_{\ell_2} \leq C \cdot \epsilon, \] where \( C \) is a constant depending on the restricted isometry constants of \( A \). The paper provides conditions for stable recovery, such as when \( A \) is a Gaussian random matrix or when measurements are few Fourier samples of \( x_0 \). It also discusses the recovery of approximately sparse signals and compressible signals, showing that the proposed method can achieve near-optimal recovery error bounds. Numerical examples demonstrate the effectiveness of the method in recovering sparse and compressible signals from noisy and incomplete measurements.
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