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LS-CS-residual (LS-CS): Compressive Sensing on Least Squares Residual (0911.5524v2)

Published 29 Nov 2009 in cs.IT and math.IT

Abstract: We consider the problem of recursively and causally reconstructing time sequences of sparse signals (with unknown and time-varying sparsity patterns) from a limited number of noisy linear measurements. The sparsity pattern is assumed to change slowly with time. The idea of our proposed solution, LS-CS-residual (LS-CS), is to replace compressed sensing (CS) on the observation by CS on the least squares (LS) residual computed using the previous estimate of the support. We bound CS-residual error and show that when the number of available measurements is small, the bound is much smaller than that on CS error if the sparsity pattern changes slowly enough. We also obtain conditions for "stability" of LS-CS over time for a signal model that allows support additions and removals, and that allows coefficients to gradually increase (decrease) until they reach a constant value (become zero). By "stability", we mean that the number of misses and extras in the support estimate remain bounded by time-invariant values (in turn implying a time-invariant bound on LS-CS error). The concept is meaningful only if the bounds are small compared to the support size. Numerical experiments backing our claims are shown.

Citations (162)

Summary

  • The paper proposes LS-CS-residual, a novel algorithm that refines compressed sensing by operating on least squares residuals using prior support knowledge to reconstruct sparse signals recursively from limited, noisy measurements.
  • The authors derive error bounds demonstrating that the LS-CS-residual algorithm significantly reduces reconstruction error compared to traditional compressed sensing, particularly when the signal sparsity pattern changes slowly.
  • This research has significant implications for real-time signal recovery applications requiring high precision from limited data, such as dynamic MRI, by providing a stable and efficient reconstruction method that exploits temporal information.

Compressive Sensing on Least Squares Residual: LS-CS-residual Algorithm

The paper under consideration presents a systematic exploration of recursive and causal reconstruction of sparse signals from limited noisy linear measurements. The problem is formulated in the context of compressed sensing (CS) where support changes dynamically over time with an emphasis on leveraging prior knowledge to improve reconstruction. The paper proposes a novel algorithm, LS-CS-residual, which refines traditional CS approaches by employing least squares (LS) residuals for signal estimation.

The authors address a fundamental challenge in signal processing — the efficient reconstruction of sparse signals in dynamic environments such as real-time MRI. They introduce the LS-CS-residual methodology to better handle situations where the number of available measurements, n, is small, rendering traditional CS approaches less effective. The proposed method modifies standard CS techniques to operate on the LS residual, computed using the prior estimate of the support, rather than on the observations directly.

One of the significant contributions is the derivation of error bounds for signal reconstruction using LS-CS-residual. The authors demonstrate that the error bounds are significantly reduced compared to traditional CS, especially when the signal sparsity pattern changes slowly. The error analysis reveals that the performance guarantees are enhanced due to exploiting past observations, making the LS-CS-residual particularly suitable for scenarios with limited available observations.

The paper further explores the stability of LS-CS across time, providing conditions under which the estimate errors — termed as "misses" and "extras" — remain bounded. Assumptions are made about the signal's model, where new coefficients are added periodically and can grow or decay over time. The conditions focus on ensuring that the algorithm responds appropriately to these changes, maintaining bounded errors over time — an essential requirement for practical implementation in dynamic systems.

The theoretical findings are substantiated through extensive simulations. The results include scenarios such as static reconstructions with varying noise levels and dynamic MRI examples, demonstrating the practical applicability and robustness of the LS-CS-residual against traditional methods.

The implications of this research are impactful for fields where signal sparsity is employed for optimal data acquisition. Theoretical insights into error stability and performance enhancements open opportunities for future work in further optimizing measurement design and exploring other signal models. As datasets and measurement scenarios grow increasingly complex, approaches like LS-CS-residual that integrate temporal information will be crucial in advancing applications requiring high-precision signal estimations from inherently limited data.

In summary, the LS-CS-residual provides a structured and effective approach to sparse signal reconstruction, pushing the boundaries of what can be achieved with limited measurements by incorporating historical support patterns. This marks a significant step forward in real-time signal recovery applications, where each observation is precious, and efficiency is paramount.