Uniform Uncertainty Principle and Signal Recovery via Regularized Orthogonal Matching Pursuit
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- Needell, D. & Vershynin, R. Found Comput Math (2009) 9: 317. doi:10.1007/s10208-008-9031-3
This paper seeks to bridge the two major algorithmic approaches to sparse signal recovery from an incomplete set of linear measurements—L1-minimization methods and iterative methods (Matching Pursuits). We find a simple regularized version of Orthogonal Matching Pursuit (ROMP) which has advantages of both approaches: the speed and transparency of OMP and the strong uniform guarantees of L1-minimization. Our algorithm, ROMP, reconstructs a sparse signal in a number of iterations linear in the sparsity, and the reconstruction is exact provided the linear measurements satisfy the uniform uncertainty principle.
KeywordsSignal recovery algorithms Restricted isometry condition Uncertainty principle Basis pursuit Compressed sensing Orthogonal matching pursuit Signal recovery Sparse approximation
Mathematics Subject Classification (2000)68W20 65T50 41A46
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