An efficient method for compressed sensing英文清晰版.pdfVIP

AN EFFICIENT METHOD FOR COMPRESSED SENSING Seung-Jean Kim, Kwangmoo Koh, Michael Lustig, and Stephen Boyd Department of Electrical Engineering, Stanford University, Stanford , CA 94305-9510 USA {sjkim,deneb1,mlustig,boyd}@ ABSTRACT 1.2. Solution methods Compressed sensing or compressive sampling (CS) has been When W is invertible, the CS problem (1) can be reformu- receiving a lot of interest as a promising method for signal lated as the ℓ -regularized least squares problem (LSP) 1 recovery and sampling. CS problems can be cast as convex problems, and then solved by several standard methods such minimize Ax − y 2 + λx 1 (2) 2 as interior-point methods, at least for small and medium size problems. In this paper we describe a specialized interior- where the variable is x ∈ Rn and the problem data or pa- point method for solving CS problems that uses a precondi- rameters are A = ΦW −1 ∈ Rm ×n and y ∈ Rm . The tioned conjugate gradient method to compute the search step. ℓ -regularized problem (2) can be transformed to a convex 1 The method can efficiently solve large CS problems, by ex- quadratic program (QP), with linear inequality constraints,