richard baraniuk rice university dsp.rice/cs

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Richard Baraniuk Rice University dsp.rice.edu/cs Compressive Signal Processing

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Compressive Signal Processing. Richard Baraniuk Rice University dsp.rice.edu/cs. Compressive Sensing (CS). When data is sparse/compressible, can directly acquire a condensed representation with no/little information loss Random projection will work. sparse signal. measurements. - PowerPoint PPT Presentation

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Page 1: Richard Baraniuk  Rice University dsp.rice/cs

Richard Baraniuk Rice Universitydsp.rice.edu/cs

Compressive

Signal Processing

Page 2: Richard Baraniuk  Rice University dsp.rice/cs

Compressive Sensing (CS)• When data is sparse/compressible, can directly

acquire a condensed representation with no/little information loss

• Random projection will work

measurementssparsesignal

sparsein some

basis

[Candes-Romberg-Tao, Donoho, 2004]

Page 3: Richard Baraniuk  Rice University dsp.rice/cs

• Reconstruction/decoding: given(ill-posed inverse problem) find

CS Signal Recovery

measurementssparsesignal

nonzeroentries

Page 4: Richard Baraniuk  Rice University dsp.rice/cs

• Reconstruction/decoding: given(ill-posed inverse problem) find

• L2 fast

CS Signal Recovery

Page 5: Richard Baraniuk  Rice University dsp.rice/cs

• Reconstruction/decoding: given(ill-posed inverse problem) find

• L2 fast, wrong

CS Signal Recovery

Page 6: Richard Baraniuk  Rice University dsp.rice/cs

Why L2 Doesn’t Work

least squares,minimum L2 solutionis almost never sparse null space of

translated to(random angle)

Page 7: Richard Baraniuk  Rice University dsp.rice/cs

• Reconstruction/decoding: given(ill-posed inverse problem) find

• L2 fast, wrong

• L0

CS Signal Recovery

number ofnonzeroentries:

ie: find sparsestpotential solution

Page 8: Richard Baraniuk  Rice University dsp.rice/cs

• Reconstruction/decoding: given(ill-posed inverse problem) find

• L2 fast, wrong

• L0 correct, slowonly M=K+1 measurements required to perfectly reconstruct K-sparse signal[Bresler; Rice]

CS Signal Recovery

Page 9: Richard Baraniuk  Rice University dsp.rice/cs

• Reconstruction/decoding: given(ill-posed inverse problem) find

• L2 fast, wrong

• L0 correct, slow

• L1 correct, mild oversampling [Candes et al, Donoho]

CS Signal Recovery

linear program

Page 10: Richard Baraniuk  Rice University dsp.rice/cs

Why L1 Works

minimum L1 solution= sparsest solution (with high probability) if

Page 11: Richard Baraniuk  Rice University dsp.rice/cs

• Gaussian white noise basis is incoherent with any fixed orthonormal basis (with high probability)

• Signal sparse in time domain:

Universality

Page 12: Richard Baraniuk  Rice University dsp.rice/cs

• Gaussian white noise basis is incoherent with any fixed orthonormal basis (with high probability)

• Signal sparse in frequency domain:

• Product remains white Gaussian

Universality

Page 13: Richard Baraniuk  Rice University dsp.rice/cs

Ex: Sub-Nyquist Sampling• Nyquist rate samples of wideband signal (sum of 20 wavelets)

N = 1024 samples/second

• Reconstruction from compressive measurementsM = 150 random measurements/second (6.8x sub-Nyquist)

MSE < 2% of signal energy

Page 14: Richard Baraniuk  Rice University dsp.rice/cs

Ex: Sub-Nyquist Sampling• Nyquist rate samples of image (N = 65536 pixels)

• Reconstruction from M = 20000 compressive measurements (3.2x sub-Nyquist)

MSE < 3% of signal energy

Page 15: Richard Baraniuk  Rice University dsp.rice/cs

Ex: Sub-Nyquist Sampling• Nyquist rate samples of image

(N = 65536 pixels)

• Reconstruction from measurements from a compressive cameraM = 11000 M = 1300 measurements measurements