English

Support driven reweighted $\ell_1$ minimization

Information Theory 2012-06-01 v1 math.IT

Abstract

In this paper, we propose a support driven reweighted 1\ell_1 minimization algorithm (SDRL1) that solves a sequence of weighted 1\ell_1 problems and relies on the support estimate accuracy. Our SDRL1 algorithm is related to the IRL1 algorithm proposed by Cand{\`e}s, Wakin, and Boyd. We demonstrate that it is sufficient to find support estimates with \emph{good} accuracy and apply constant weights instead of using the inverse coefficient magnitudes to achieve gains similar to those of IRL1. We then prove that given a support estimate with sufficient accuracy, if the signal decays according to a specific rate, the solution to the weighted 1\ell_1 minimization problem results in a support estimate with higher accuracy than the initial estimate. We also show that under certain conditions, it is possible to achieve higher estimate accuracy when the intersection of support estimates is considered. We demonstrate the performance of SDRL1 through numerical simulations and compare it with that of IRL1 and standard 1\ell_1 minimization.

Keywords

Cite

@article{arxiv.1205.6846,
  title  = {Support driven reweighted $\ell_1$ minimization},
  author = {Hassan Mansour and Ozgur Yilmaz},
  journal= {arXiv preprint arXiv:1205.6846},
  year   = {2012}
}

Comments

Proc. of the IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), March, 2012

R2 v1 2026-06-21T21:12:08.468Z