On Recovery of Sparse Signals Via \ell _{1} Minimization

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minimisation
processing
Dantzig selector
Gaussian noise
constrained minimization methods
error bounds
isometry property
mutual incoherence property
sparse signal recovery
compressed sensing
equations
Gaussian noise
helium
least squares method
linear regression
noise measuremnt
Biology
Genetics and Genomics
Statistics and Probability

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Abstract

This paper considers constrained lscr1 minimization methods in a unified framework for the recovery of high-dimensional sparse signals in three settings: noiseless, bounded error, and Gaussian noise. Both lscr1 minimization with an lscrinfin constraint (Dantzig selector) and lscr1 minimization under an llscr2 constraint are considered. The results of this paper improve the existing results in the literature by weakening the conditions and tightening the error bounds. The improvement on the conditions shows that signals with larger support can be recovered accurately. In particular, our results illustrate the relationship between lscr1 minimization with an llscr2 constraint and lscr1 minimization with an lscrinfin constraint. This paper also establishes connections between restricted isometry property and the mutual incoherence property. Some results of Candes, Romberg, and Tao (2006), Candes and Tao (2007), and Donoho, Elad, and Temlyakov (2006) are extended.

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2009-07-01

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IEEE Transactions on Information Theory

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