Open Access. Powered by Scholars. Published by Universities.®
![Digital Commons Network](http://assets.bepress.com/20200205/img/dcn/DCsunburst.png)
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Physical Sciences and Mathematics
Greedy Signal Recovery And Uncertainty Principles, Deanna Needell, Roman Vershynin
Greedy Signal Recovery And Uncertainty Principles, Deanna Needell, Roman Vershynin
CMC Faculty Publications and Research
This paper seeks to bridge the two major algorithmic approaches to sparse signal recovery from an incomplete set of linear measurements – L1-minimization methods and iterative methods (Matching Pursuits). We find a simple regularized version of the Orthogonal Matching Pursuit (ROMP) which has advantages of both approaches: the speed and transparency of OMP and the strong uniform guarantees of the L1-minimization. Our algorithm ROMP reconstructs a sparse signal in a number of iterations linear in the sparsity, and the reconstruction is exact provided the linear measurements satisfy the Uniform Uncertainty Principle. In the case of inaccurate measurements and approximately sparse …