CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
Abstract
Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples. This paper describes a new iterative recovery algorithm called CoSaMP that delivers the same guarantees as the best optimization-based approaches. Moreover, this algorithm offers rigorous bounds on computational cost and storage. It is likely to be extremely efficient for practical problems because it requires only matrix-vector multiplies with the sampling matrix. For many cases of interest, the running time is just O(N*log^2(N)), where N is the length of the signal.
Cite
@article{arxiv.0803.2392,
title = {CoSaMP: Iterative signal recovery from incomplete and inaccurate samples},
author = {D. Needell and J. A. Tropp},
journal= {arXiv preprint arXiv:0803.2392},
year = {2014}
}
Comments
30 pages. Revised. Presented at Information Theory and Applications, 31 January 2008, San Diego