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CS Recovery Algorithms

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SARANYA GUNASEKAR (RA2213004011005)
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13 views14 pages

CS Recovery Algorithms

Uploaded by

SARANYA GUNASEKAR (RA2213004011005)
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Spare Optimization Algorithms for Compressed Sensing

Compressed Sensing Recovery Algorithms


He Liu
[email protected]
Southwest Jiaotong University

Sparse optimization algorithm is the key of compressed sensing technology.


At present, there are many compressed sensing (CS) recovery algorithms have
been proposed. The problem of compressed sensing recovery is actually a
minimization problem. Solving norm minimize using combinatorial search is

NP-hard, two frequently used sparse recovery algorithms in compressive sensing


(CS) are matching pursuit (MP) and norm minimization based algorithm

known as basis pursuit (BP). In order to obtain the results of approximate

minimization, and to avoid the NP-Hard problem, many sparse recovery


algorithms based approximate and norm based minimization problem with

have been proposed. Here I list some of them, and provide the

corresponding experimental results. The corresponding Matlab Codes of the


following algorithms can be downloaded from my GitHub page,
https://github.com/aresmiki.
The signal could be estimated from noisy measurement by solving the
convex minimization problem, called second-order cone program (SOCP), as
follows.

where is a bound of the amount of noise in the data. For notation convenience,
we rephrase the minimization problem for noise free case as

The following recovery algorithms are considered for two optimization


models, Please refer to the relevant literature for details.

1. Orthogonal Matching Pursuit (OMP) [1]


Algorithm 1: CS recovery using OMP

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

Input: The CS observation , and a measurement matrix where

and .
Initialization: Index , residual , sparse representaton .

Iteration:
while(stopping criterion false)
;

end while

Output: Sparse representation , and the original signal .

Figure.1. Recovery result by using OMP


2. Compressive Sampling Matching Pursuit (CoSaMP) [2-3]

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

Algorithm 2: CS recovery using CoSaMP


Input: The CS observation , a measurement matrix where

and , and the sparsity of signal based on is .


Initialization: Residual , sparse representation .

Iteration:
while(stopping criterion false)
;

end while
Output: Sparse representation , and the original signal .

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

Figure.2. Recovery result by using CoSaMP


3. Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) [4]
Algorithm 3: CS recovery using FISTA
Input: ---A Lipschitz constant of .

Step 0: Take

Step : ( ) Compute
(i) by solving the problem:

(ii)

(iii)

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

Figure.4. Recovery result by using FISTA


4. Iterative Hard Thresholding algorithms for compressive sensing
(IHT) [5-6]
Algorithm 4: CS recovery using IHT
Input: observation , and a measurement matrix .
Initialization:

Step : ( ) Compute
(i)

(ii)

(iii) set all but the largest K elements to zero, where K is the sparsity of the estimate
(iv)

Figure.4. Recovery result by using IHT


5. Iteratively Reweighted Least Square (IRLS) [7]
Algorithm 5: CS recovery using IRLS

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

Input: The CS observation , and a measurement matrix where

and .
Initialization: sparse representation , , .

Iteration:
while (stopping criterion false)
for from 1 to end
;

end
;

end whlie
Output: Sparse representation , and original signal .

Figure.5. Recovery result by using IRLS


6. Iterative Shrinkage-Thresholding Algorithm (ISTA) [8]
Algorithm 6: CS recovery using ISTA
Input: ---A Lipschitz constant of .

Step 0: Take

Step : ( ) Compute
(i) by solving the problem:

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

Figure.6. Recovery result by using ISTA


7. Null-Space Reweigthted Approximate l0-Pseudonorm Algorithm
(NSRAL0) [9]
Algorithm 7: CS recovery using NSRAL0
Step 1
Input: , , , , , and .

Step 2
Set , , , and .

Step 3
Perform the QR decomposition and construct using the last columns of Q.

Step 4
With and using as an initial point, apply the BFGS algorithm to solve the problem

in (10), where re-weighting with parameter is applied using in each

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

iteration. Denote the solution as .

Step 5

Compute and update weight vector to using .

Step 6
If . stop and output as solution; otherwise, set , , , and

repeat from Step 4.

Figure.7. Recovery result by using NSRAL0


8. Reweighted L1 Minimization Algorithm (RL1) [10]
Algorithm 8: CS recovery using RL1
Step 1
Set and for .

Step 2
Solve the weighted minimization problem

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

Step 3
Updata the weights; let and for each ,define

Step 4
Terminate on convergence or when attains a specified maximum number of iterations

.Otherwise, increment and go to Step 2.

Figure.8. Recovery result by using RL1


9. Robust Smoothed l0-Pseudonorm Algorithm (RSL0) [11]
Algorithm 9: CS recovery using RSL0
Step 1
Let equal to the minimum norm solution of .

Step 2
Choose a suitable decreasing sequence for , .

Step 3
Let .

Maximize (approximately) the function on the feasible set ;

Initialization:

For

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

Let .

Let .

If projiect on with:

Set .

Step 4
Final answer is .

Figure.9. Recovery result by using RSL0


10. L1_SplitBregmanIteration (SBIL1) [12]
Algorithm 10: CS recovery using SBIL1
While

For to

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

, use a wide variety of optimization techniques to

solve this problem.

, compute the optimal value of using shrinkage

operators:

End

End

Figure.10. Recovery result by using SBIL1


11. Smoothed l0-Pseudonorm Algorithm (SL0) [13]
Algorithm 11: CS recovery using SL0
Step 1
Set . Choose a suitable decreasing sequence for .

Step 2
For

Let .

Maximize subject to , using iteration of steepest ascent:

Initialization: .

For

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

Let .

Project s back onto the feasible set

Set .

Step 3
Final answer is .

Figure.11. Recovery result by using SL0


12. Minimization of Approximate Lp Pseudonorm Using a Quasi-
Newton Algorithm (UALP) [14]
Algorithm 12: CS recovery using UALP
Step 1
Input: and .

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

set .

Step 2
Compute for using where .

Step 3
Use to compute and .

Step 4
Repeat for

Set and use as an initial point. Apply the BFGS algorithm to solve the problem in

Denote the solution as .

Step 5
Set , and terminate.

Figure.12. Recovery result by using URLP


Reference
[1] Joel A. Tropp and Anna C. Gilbert Signal Recovery From Random Measurements Via
Orthogonal Matching Pursuit ， IEEE TRANSACTIONS ON INFORMATION THEORY, VOL.
53, NO. 12.
[2] Needell D ， Tropp J A CoSaMP ： Iterative signal recovery from incomplete and inaccurate
samples[J]．Applied and Computation Harmonic Analysis，2009，26：301-321.
[3] D.Needell, J.A. Tropp ． CoSaMP: Iterative signal recoveryfrom incomplete and inaccurate
samples[J]. Communications of theACM，2010，53(12)：93-100.
[4] A. Beck and M. Teboulle, “A fast iterative shrinkage-thresholding algorithm for linear inverse

Southwest Jiaotong University He Liu [email protected]


Spare Optimization Algorithms for Compressed Sensing

problems,” SIAM J. Imaging Sciences, vol. 2, no. 1, pp. 183-202, 2009.


[5] Blumensath T, Davies M E. Iterative hard thresholding for compressed sensing[J]. Applied &
Computational Harmonic Analysis, 2009, 27(3):265-274.
[6] Blumensath T, Davies M E. Iterative Thresholding for Sparse Approximations[J]. Journal of
Fourier Analysis and Applications, 2008, 14(5):629-654.
[7] Chartrand and W. Yin, “Iteratively Reweighted Algorithms for Compressed Sensing,” 2008.
[8] I. Daubechies, M. Defrise, and C. D. Mol, “An iterative thresholding algorithm for linear
inverse problems with a sparsity constraint,” Comm. Pure Appl. Math., vol. 57, pp. 1413-1457,
2004.
[9] J. K. Pant, W.-S. Lu, and A. Antoniou,“Reconstruction of sparse signals by minimizing a re-
weighted approximate l0-norm in the null space of the measurement matrix,” IEEE Inter. Midwest
Symp. on Circuits-Syst, pp. 430–433, 2010.
[10] Candès E J, Wakin M B, Boyd S P. Enhancing sparsity by reweighted L1 minimization.[J].
Journal of Fourier Analysis & Applications, 2007, 14(5):877-905.
[11] H. Mohimani, M. Babie-Zadeh, and C. Jutten,“A fast approach for overcomplete sparse
decomposition based on smoothed l0-norm,” IEEE Trans. Signal Process., vol. 57, no. 1, pp. 289-
301, Jan. 2009.
[12] Yin W, Osher S, Goldfarb D, et al.Bregman Iterative Algorithms for L1 Minimization with
Applications to Compressed Sensing[J]. Siam Journal on Imaging Sciences, 2008, 1(1):143-168.
[13] H. Mohimani, M. Babie-Zadeh, and C. Jutten,“A fast approach for overcomplete sparse
decomposition based on smoothed l0-norm,” IEEE Trans. Signal Process., vol. 57, no. 1, pp. 289-
301, Jan. 2009.
[14] Pant J K, Lu W S, Antoniou A.Unconstrained regularized Lp -norm based algorithm for the
reconstruction of sparse signals[C] IEEE International Symposium on Circuits and Systems.
IEEE, 2011:1740-1743.

Southwest Jiaotong University He Liu [email protected]

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