The Geometry of Compressed Sensing

Abstract

Most developments in compressed sensing have revolved around the exploitation of signal structures that can be expressed and understood most easily using a geometrical interpretation. This geometric point of view not only underlies many of the initial theoretical developments on which much of the theory of compressed sensing is built, but has also allowed ideas to be extended to much more general recovery problems and structures. A unifying framework is that of non-convex, low-dimensional constraint sets in which the signal to be recovered is assumed to reside. The sparse signal structure of traditional compressed sensing translates into a union of low dimensional subspaces, each subspace being spanned by a small number of the coordinate axes. The union of subspaces interpretation is readily generalised and many other recovery problems can be seen to fall into this setting. For example, instead of vector data, in many problems, data is more naturally expressed in matrix form (for example a video is often best represented in a pixel by time matrix). A powerful constraint on matrices are constraints on the matrix rank. For example, in low-rank matrix recovery, the goal is to reconstruct a low-rank matrix given only a subset of its entries. Importantly, low-rank matrices also lie in a union of subspaces structure, although now, there are infinitely many subspaces (though each of these is finite dimensional). Many other examples of union of subspaces signal models appear in applications, including sparse wavelet-tree structures (which form a subset of the general sparse model) and finite rate of innovations models, where we can have infinitely many infinite dimensional subspaces. In this chapter, I will provide an introduction to these and related geometrical concepts and will show how they can be used to (a) develop algorithms to recover signals with given structures and (b) allow theoretical results that characterise the performance of these algorithmic approaches.