Recoverability of Group Sparse Signals from Corrupted Measurements via Robust Group Lasso

Abstract: This paper considers the problem of recovering a group sparse signal matrix $\mathbf{Y} = [\mathbf{y}1, \cdots, \mathbf{y}_L]$ from sparsely corrupted measurements $\mathbf{M} = [\mathbf{A}{(1)}\mathbf{y}{1}, \cdots, \mathbf{A}{(L)}\mathbf{y}{L}] + \mathbf{S}$, where $\mathbf{A}{(i)}$'s are known sensing matrices and $\mathbf{S}$ is an unknown sparse error matrix. A robust group lasso (RGL) model is proposed to recover $\mathbf{Y}$ and $\mathbf{S}$ through simultaneously minimizing the $\ell_{2,1}$-norm of $\mathbf{Y}$ and the $\ell_1$-norm of $\mathbf{S}$ under the measurement constraints. We prove that $\mathbf{Y}$ and $\mathbf{S}$ can be exactly recovered from the RGL model with a high probability for a very general class of $\mathbf{A}_{(i)}$'s.