Skip to main content
Top
Published in:
Cover of the book

2014 | OriginalPaper | Chapter

1. Introduction to Compressed Sensing and Sparse Filtering

Authors : Avishy Y. Carmi, Lyudmila S. Mihaylova, Simon J. Godsill

Published in: Compressed Sensing & Sparse Filtering

Publisher: Springer Berlin Heidelberg

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

Compressed sensing is a concept bearing far-reaching implications to signal acquisition and recovery which yet continues to penetrate various engineering and scientific domains. Presently, there is a wealth of theoretical results that extend the basic ideas of compressed sensing essentially making analogies to notions from other fields of mathematics. The objective of this chapter is to introduce the reader to the basic theory of compressed sensing as emanated in the first few works on the subject. The first part of this chapter is therefore a concise exposition to compressed sensing which requires no prior background. The second half of this chapter slightly extends the theory and discusses its applicability to filtering of dynamic sparse signals.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Angelosante D, Bazerque JA, Giannakis GB (2010) Online adaptive estimation of sparse signals: where RLS meets the \(l_1\)-norm. IEEE Trans Sig Process 58:3436–3447MathSciNetCrossRef Angelosante D, Bazerque JA, Giannakis GB (2010) Online adaptive estimation of sparse signals: where RLS meets the \(l_1\)-norm. IEEE Trans Sig Process 58:3436–3447MathSciNetCrossRef
2.
go back to reference Angelosante D, Giannakis GB, Grossi E (2009) Compressed sensing of time-varying signals. In: Proceedings of the 16th international conference on, digital signal processing, pp 1–8. Angelosante D, Giannakis GB, Grossi E (2009) Compressed sensing of time-varying signals. In: Proceedings of the 16th international conference on, digital signal processing, pp 1–8.
3.
go back to reference Asif MS, Charles A, Romberg J, Rozell C (2011) Estimation and dynamic updating of time-varying signals with sparse variations. In: Proceedings of the international conference on acoustics, speech sig process (ICASSP), pp 3908–3911. Asif MS, Charles A, Romberg J, Rozell C (2011) Estimation and dynamic updating of time-varying signals with sparse variations. In: Proceedings of the international conference on acoustics, speech sig process (ICASSP), pp 3908–3911.
4.
go back to reference Asif MS, Romberg J (2009) Dynamic updating for sparse time varying signals. Proceedings of the conference on information sciences and systems, In Asif MS, Romberg J (2009) Dynamic updating for sparse time varying signals. Proceedings of the conference on information sciences and systems, In
5.
go back to reference Ball K (2002) Convex geometry and functional analysis. Handbook of Banach space geometry. Elsevier, In Ball K (2002) Convex geometry and functional analysis. Handbook of Banach space geometry. Elsevier, In
7.
go back to reference Blumensath T, Yaghoobi M, Davies M (2007) Iterative hard thresholding and \(l_0\) regularisation. In: Proceedings of the IEEE international conference on acoustics, speech and, signal processing, pp III-877-III-880. Blumensath T, Yaghoobi M, Davies M (2007) Iterative hard thresholding and \(l_0\) regularisation. In: Proceedings of the IEEE international conference on acoustics, speech and, signal processing, pp III-877-III-880.
8.
go back to reference Calderbank R, Howard S, Jafarpour S (2010) Construction of a large class of deterministic sensing matrices that satisfy a statistical isometry property. IEEE J Sel Top Sig Process 4:358–374CrossRef Calderbank R, Howard S, Jafarpour S (2010) Construction of a large class of deterministic sensing matrices that satisfy a statistical isometry property. IEEE J Sel Top Sig Process 4:358–374CrossRef
9.
10.
go back to reference Candes EJ (2006) Compressive sampling. Proceedings of the international congress of mathematicians, European Mathematical Society, Madrid, In, pp 1433–1452 Candes EJ (2006) Compressive sampling. Proceedings of the international congress of mathematicians, European Mathematical Society, Madrid, In, pp 1433–1452
12.
go back to reference Candes EJ, Romberg J, Tao T (2006) Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information. IEEE Trans Inf Theory 52:489–509MathSciNetCrossRefMATH Candes EJ, Romberg J, Tao T (2006) Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information. IEEE Trans Inf Theory 52:489–509MathSciNetCrossRefMATH
13.
go back to reference Carmi A, Gurfil P, Kanevsky D (2010) Methods for sparse signal recovery using Kalman filtering with embedded pseudo-measurement norms and quasi-norms. IEEE Trans Signal Process 58(4):2405–2409MathSciNetCrossRef Carmi A, Gurfil P, Kanevsky D (2010) Methods for sparse signal recovery using Kalman filtering with embedded pseudo-measurement norms and quasi-norms. IEEE Trans Signal Process 58(4):2405–2409MathSciNetCrossRef
14.
go back to reference Carmi A, Kanevsky D, Ramabhadran B (2010) Bayesian compressive sensing for phonetic classification. Proceedings of the international conference on acoustics, speech and signal processing, In, pp 4370–4373 Carmi A, Kanevsky D, Ramabhadran B (2010) Bayesian compressive sensing for phonetic classification. Proceedings of the international conference on acoustics, speech and signal processing, In, pp 4370–4373
15.
go back to reference Charles A, Asif MS, Romberg J, Rozell C (2011) Sparsity penalties in dynamical system estimation. Proceedings from the conference on information sciences and systems, In, pp 1–6 Charles A, Asif MS, Romberg J, Rozell C (2011) Sparsity penalties in dynamical system estimation. Proceedings from the conference on information sciences and systems, In, pp 1–6
16.
go back to reference Chen S, Billings SA, Luo W (1989) Orthogonal least squares methods and their application to non-linear system identification. Int J Control 50:1873–1896MathSciNetCrossRefMATH Chen S, Billings SA, Luo W (1989) Orthogonal least squares methods and their application to non-linear system identification. Int J Control 50:1873–1896MathSciNetCrossRefMATH
17.
18.
go back to reference Cevher V, Sankaranarayanan A, Duarte M, Reddy D, Baraniuk R, Chellappa R (2008) Compressive Sensing for Background Subtraction. Cevher V, Sankaranarayanan A, Duarte M, Reddy D, Baraniuk R, Chellappa R (2008) Compressive Sensing for Background Subtraction.
20.
go back to reference Donoho DL, Maleki A, Montanari A (2009) Message passing algorithms for compressed sensing. Proc Natl Acad Sci US A 106(45):18914–18919CrossRef Donoho DL, Maleki A, Montanari A (2009) Message passing algorithms for compressed sensing. Proc Natl Acad Sci US A 106(45):18914–18919CrossRef
22.
go back to reference Elad M, Bruckstein AM (2002) A generalized uncertainty principle and sparse representation in pairs of bases. IEEE Trans Inf Theory 48:2558–2567MathSciNetCrossRefMATH Elad M, Bruckstein AM (2002) A generalized uncertainty principle and sparse representation in pairs of bases. IEEE Trans Inf Theory 48:2558–2567MathSciNetCrossRefMATH
23.
go back to reference Figueiredo MAT, Nowak RD, Wright SJ (December 2007) Gradient projection for sparse reconstruction: application to compressed sensing and other inverse problems. IEEE J Sel Top Sig Process 1:586–597CrossRef Figueiredo MAT, Nowak RD, Wright SJ (December 2007) Gradient projection for sparse reconstruction: application to compressed sensing and other inverse problems. IEEE J Sel Top Sig Process 1:586–597CrossRef
24.
go back to reference Herrmann FJ, Friedlander MP, Yilmaz O (2012) Fighting the curse of dimensionality: compressive sensing in exploration seismology. IEEE Signal Process Mag 29(3):88–100CrossRef Herrmann FJ, Friedlander MP, Yilmaz O (2012) Fighting the curse of dimensionality: compressive sensing in exploration seismology. IEEE Signal Process Mag 29(3):88–100CrossRef
25.
go back to reference Geweke J (1996) Variable selection and model comparison in regression. In: Bernardo JM, Berger JO, Dawid AP, Smith AFM (eds) Bayesian Statistics 5. Oxford University, Press , pp 609–620 Geweke J (1996) Variable selection and model comparison in regression. In: Bernardo JM, Berger JO, Dawid AP, Smith AFM (eds) Bayesian Statistics 5. Oxford University, Press , pp 609–620
26.
go back to reference Jafarpour S, Xu W, Hassibi B, Calderbank R (2009) Efficient and robust compressed sensing using optimized expander graphs. IEEE Trans Inf Theory 55:4299–4308MathSciNetCrossRef Jafarpour S, Xu W, Hassibi B, Calderbank R (2009) Efficient and robust compressed sensing using optimized expander graphs. IEEE Trans Inf Theory 55:4299–4308MathSciNetCrossRef
29.
30.
go back to reference Julier SJ, LaViola JJ (2007) On Kalman filtering with nonlinear equality constraints. IEEE Trans Signal Process 55(6):2774–2784MathSciNetCrossRef Julier SJ, LaViola JJ (2007) On Kalman filtering with nonlinear equality constraints. IEEE Trans Signal Process 55(6):2774–2784MathSciNetCrossRef
31.
go back to reference Kalouptsidis N, Mileounis G, Babadi B, Tarokh V (2011) Adaptive algorithms for sparse system identification. Signal Process 91:1910–1919CrossRefMATH Kalouptsidis N, Mileounis G, Babadi B, Tarokh V (2011) Adaptive algorithms for sparse system identification. Signal Process 91:1910–1919CrossRefMATH
32.
go back to reference Li H, Shen C, Shi Q (2011) Real-time visual tracking using compressive sensing. In , Proceedings of the IEEE conference on computer vision and pattern recognition (CVPR) , pp 1305–1312 Li H, Shen C, Shi Q (2011) Real-time visual tracking using compressive sensing. In , Proceedings of the IEEE conference on computer vision and pattern recognition (CVPR) , pp 1305–1312
33.
go back to reference Mallat S, Zhang Z (1993) Matching pursuits with time-frequency dictionaries. IEEE Trans Signal Process 4:3397–3415CrossRef Mallat S, Zhang Z (1993) Matching pursuits with time-frequency dictionaries. IEEE Trans Signal Process 4:3397–3415CrossRef
34.
go back to reference McCulloch RE, George EI (1997) Approaches for Bayesian variable selection. Stat Sinica 7:339–374MATH McCulloch RE, George EI (1997) Approaches for Bayesian variable selection. Stat Sinica 7:339–374MATH
35.
go back to reference Mei X, Ling H (2011) Robust visual tracking and vehicle classification via sparse representation. IEEE Trans Pattern Anal Mach Intell (PAMI) 33(11):2259–2272CrossRef Mei X, Ling H (2011) Robust visual tracking and vehicle classification via sparse representation. IEEE Trans Pattern Anal Mach Intell (PAMI) 33(11):2259–2272CrossRef
36.
go back to reference Moraal PE, Grizzle JW (1995) Observer design for nonlinear system with discrete-time measurements. IEEE Trans Autom Control 40:395–404MathSciNetCrossRefMATH Moraal PE, Grizzle JW (1995) Observer design for nonlinear system with discrete-time measurements. IEEE Trans Autom Control 40:395–404MathSciNetCrossRefMATH
37.
go back to reference Olshausen BA, Millman K (2000) Learning sparse codes with a mixture-of-Gaussians prior. Advances in Neural Information Processing Systems (NIPS), pp 841–847. Olshausen BA, Millman K (2000) Learning sparse codes with a mixture-of-Gaussians prior. Advances in Neural Information Processing Systems (NIPS), pp 841–847.
38.
go back to reference Pati YC, Rezifar R, Krishnaprasad PS (1993) Orthogonal matching pursuit: recursive function approximation with applications to wavelet decomposition. In: Proceedings of the 27th Asilomar conference on signals, systems and computers, vol 1, pp 40–44. Pati YC, Rezifar R, Krishnaprasad PS (1993) Orthogonal matching pursuit: recursive function approximation with applications to wavelet decomposition. In: Proceedings of the 27th Asilomar conference on signals, systems and computers, vol 1, pp 40–44.
39.
go back to reference Qiu C, Lu W, Vaswani N (2009) Real-time dynamic MR image reconstruction using Kalman filtered compressed sensing. Proceedings of the IEEE international conference on acoustics, speech and signal processing, In, pp 393–396 Qiu C, Lu W, Vaswani N (2009) Real-time dynamic MR image reconstruction using Kalman filtered compressed sensing. Proceedings of the IEEE international conference on acoustics, speech and signal processing, In, pp 393–396
40.
go back to reference Sun H, Chiu W-Y, Jiang J, Nallanathan A, Poor HV (2012) Wideband spectrum sensing with sub-Nyquist sampling in cognitive radios. IEEE Trans Signal Process 60(11):6068–6073MathSciNetCrossRef Sun H, Chiu W-Y, Jiang J, Nallanathan A, Poor HV (2012) Wideband spectrum sensing with sub-Nyquist sampling in cognitive radios. IEEE Trans Signal Process 60(11):6068–6073MathSciNetCrossRef
42.
go back to reference Tian Z, Giannakis GB (2007) Compressed sensing for wideband cognitive radios. Proceedings of the IEEE international conference on acoustics, speech, and signal processing, Hawaii, In, pp 1357–1360 Tian Z, Giannakis GB (2007) Compressed sensing for wideband cognitive radios. Proceedings of the IEEE international conference on acoustics, speech, and signal processing, Hawaii, In, pp 1357–1360
43.
go back to reference Tibshirani R (1996) Regression shrinkage and selection via the LASSO. J Roy Stat Soc Ser B 58(1):267–288MathSciNetMATH Tibshirani R (1996) Regression shrinkage and selection via the LASSO. J Roy Stat Soc Ser B 58(1):267–288MathSciNetMATH
44.
go back to reference Tipping ME (2001) Sparse Bayesian learning and the relevance vector machine. J Mach Learn Res 1:211–244MathSciNetMATH Tipping ME (2001) Sparse Bayesian learning and the relevance vector machine. J Mach Learn Res 1:211–244MathSciNetMATH
45.
go back to reference Tropp JA, Gilbert AC (2007) Signal recovery from random measurements via orthogonal matching pursuit. IEEE Trans Inf Theory 53:4655–4666MathSciNetCrossRef Tropp JA, Gilbert AC (2007) Signal recovery from random measurements via orthogonal matching pursuit. IEEE Trans Inf Theory 53:4655–4666MathSciNetCrossRef
46.
go back to reference Vaswani N (2008) Kalman filtered compressed sensing. In , Proceedings of the international conference on image processing (ICIP) , pp 893–896 Vaswani N (2008) Kalman filtered compressed sensing. In , Proceedings of the international conference on image processing (ICIP) , pp 893–896
47.
go back to reference Warnell G, Reddy D, Chellappa R (2012) Adaptive rate compressive sensing for background subtraction. Proceedings of the IEEE international conference on acoustics, speech, and, signal processing, In Warnell G, Reddy D, Chellappa R (2012) Adaptive rate compressive sensing for background subtraction. Proceedings of the IEEE international conference on acoustics, speech, and, signal processing, In
48.
go back to reference Warnell G, Chellappa R (2012) Compressive sensing in visual tracking, recent developments in video surveillance. In , El-Alfy H (ed), InTech Warnell G, Chellappa R (2012) Compressive sensing in visual tracking, recent developments in video surveillance. In , El-Alfy H (ed), InTech
49.
go back to reference Wright J, Yang AY, Ganesh A, Sastry SS, Ma Y (2009) Robust face recognition via sparse representation. IEEE Trans Pattern Anal Mach Intell 31(2):210–227CrossRef Wright J, Yang AY, Ganesh A, Sastry SS, Ma Y (2009) Robust face recognition via sparse representation. IEEE Trans Pattern Anal Mach Intell 31(2):210–227CrossRef
50.
go back to reference Zhang S, Yao H, Zhou H, Sun X, Liu S (2013) Robust visual tracking based on online learning sparse representation. Neurocomputing. 100:31–40CrossRef Zhang S, Yao H, Zhou H, Sun X, Liu S (2013) Robust visual tracking based on online learning sparse representation. Neurocomputing. 100:31–40CrossRef
51.
go back to reference Ziniel J, Schniter P (2012) Dynamic compressive sensing of time-varying signals via approximate message passing. CoRR abs/1205.4080. Ziniel J, Schniter P (2012) Dynamic compressive sensing of time-varying signals via approximate message passing. CoRR abs/1205.4080.
Metadata
Title
Introduction to Compressed Sensing and Sparse Filtering
Authors
Avishy Y. Carmi
Lyudmila S. Mihaylova
Simon J. Godsill
Copyright Year
2014
Publisher
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-38398-4_1