Robust Uncertainty Principles Exact Signal Reconstruction from Highly Incomplete Frequency Information英文文献.pdfVIP

Robust Uncertainty Principles: Exact Signal Reconstruction from Highly Incomplete Frequency Information † † Emmanuel Candes , Justin Romberg , and Terence Tao † Applied and Computational Mathematics, Caltech, Pasadena, CA 91125 Department of Mathematics, University of California, Los Angeles, CA 90095 June 2004; Revised August 2005 Abstract This paper considers the model problem of reconstructing an object from incomplete frequency samples. Consider a discrete-time signal f ∈ CN and a randomly chosen set of frequencies Ω. Is it possible to reconstruct f from the partial knowledge of its Fourier coefficients on the set Ω? A typical result of this paper is as follows. Suppose that f is a superposition of |T | spikes f (t) = τ ∈T f (τ ) δ (t − τ ) obeying |T | ≤ CM · (log N )−1 · |Ω|, for some constant CM 0. We do not know the locations of the spikes nor their amplitudes. Then with probability at least 1 −O(N −M ), f can be reconstructed exactly as the solution to the 1 minimization problem N −1 ˆ min |g (t)|, s.t. gˆ(ω) = f (ω) for all ω ∈ Ω. g t=0 In short, exact recovery may be obtained by solving a convex optimization problem. We give numerical values for CM which depend on the desired probability of success. Our result may be interpreted as a novel kind of nonlinear sampling the