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      Compressive Measurement Designs for Estimating Structured Signals in Structured Clutter: A Bayesian Experimental Design Approach

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          Abstract

          This work considers an estimation task in compressive sensing, where the goal is to estimate an unknown signal from compressive measurements that are corrupted by additive pre-measurement noise (interference, or clutter) as well as post-measurement noise, in the specific setting where some (perhaps limited) prior knowledge on the signal, interference, and noise is available. The specific aim here is to devise a strategy for incorporating this prior information into the design of an appropriate compressive measurement strategy. Here, the prior information is interpreted as statistics of a prior distribution on the relevant quantities, and an approach based on Bayesian Experimental Design is proposed. Experimental results on synthetic data demonstrate that the proposed approach outperforms traditional random compressive measurement designs, which are agnostic to the prior information, as well as several other knowledge-enhanced sensing matrix designs based on more heuristic notions.

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          Most cited references 16

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          Bayesian Compressive Sensing

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            Model-Based Compressive Sensing

             ,  ,   (2009)
            Compressive sensing (CS) is an alternative to Shannon/Nyquist sampling for the acquisition of sparse or compressible signals that can be well approximated by just K << N elements from an N-dimensional basis. Instead of taking periodic samples, CS measures inner products with M < N random vectors and then recovers the signal via a sparsity-seeking optimization or greedy algorithm. Standard CS dictates that robust signal recovery is possible from M = O(K log(N/K)) measurements. It is possible to substantially decrease M without sacrificing robustness by leveraging more realistic signal models that go beyond simple sparsity and compressibility by including structural dependencies between the values and locations of the signal coefficients. This paper introduces a model-based CS theory that parallels the conventional theory and provides concrete guidelines on how to create model-based recovery algorithms with provable performance guarantees. A highlight is the introduction of a new class of structured compressible signals along with a new sufficient condition for robust structured compressible signal recovery that we dub the restricted amplification property, which is the natural counterpart to the restricted isometry property of conventional CS. Two examples integrate two relevant signal models - wavelet trees and block sparsity - into two state-of-the-art CS recovery algorithms and prove that they offer robust recovery from just M=O(K) measurements. Extensive numerical simulations demonstrate the validity and applicability of our new theory and algorithms.
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              Model selection and estimation in regression with grouped variables

               Ming Yuan,  Yi P. Lin,  M Yuan (2006)
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                Author and article information

                Journal
                21 November 2013
                Article
                1311.5599

                http://arxiv.org/licenses/nonexclusive-distrib/1.0/

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                5 pages, 4 figures. Accepted for publication at The Asilomar Conference on Signals, Systems, and Computers 2013
                stat.ML cs.LG

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