Compressed sensing (also known as compressive sensing, compressive sampling, or sparse sampling) is a signal processing technique for efficiently acquiring and reconstructing a signal, by finding solutions to underdetermined linear systems. This is based on the principle that, through optimization, the sparsity of a signal can be exploited to recover it from far fewer samples than required by the Nyquist–Shannon sampling theorem. There are two conditions under which recovery is possible. The first one is sparsity, which requires the signal to be sparse in some domain. The second one is incoherence, which is applied through the isometric property, which is sufficient for sparse signals.
A common goal of the engineering field of signal processing is to reconstruct a signal from a series of sampling measurements. In general, this task is impossible because there is no way to reconstruct a signal during the times that the signal is not measured. Nevertheless, with prior knowledge or assumptions about the signal, it turns out to be possible to perfectly reconstruct a signal from a series of measurements (acquiring this series of measurements is called sampling). Over time, engineers have improved their understanding of which assumptions are practical and how they can be generalized.
An early breakthrough in signal processing was the Nyquist–Shannon sampling theorem. It states that if a real signal's highest frequency is less than half of the sampling rate, then the signal can be reconstructed perfectly by means of sinc interpolation. The main idea is that with prior knowledge about constraints on the signal's frequencies, fewer samples are needed to reconstruct the signal.
Around 2004, Emmanuel Candès, Justin Romberg, Terence Tao, and David Donoho proved that given knowledge about a signal's sparsity, the signal may be reconstructed with even fewer samples than the sampling theorem requires. This idea is the basis of compressed sensing.
Compressed sensing relies on techniques, which several other scientific fields have used historically.
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Sparse approximation (also known as sparse representation) theory deals with sparse solutions for systems of linear equations. Techniques for finding these solutions and exploiting them in applications have found wide use in , signal processing, machine learning, medical imaging, and more. Consider a linear system of equations , where is an underdetermined matrix and . The matrix (typically assumed to be full-rank) is referred to as the dictionary, and is a signal of interest.
Basis pursuit is the mathematical optimization problem of the form where x is a N-dimensional solution vector (signal), y is a M-dimensional vector of observations (measurements), A is a M × N transform matrix (usually measurement matrix) and M < N. It is usually applied in cases where there is an underdetermined system of linear equations y = Ax that must be exactly satisfied, and the sparsest solution in the L1 sense is desired. When it is desirable to trade off exact equality of Ax and y in exchange for a sparser x, basis pursuit denoising is preferred.
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be used as a starting point or a basic refresher in elementary DSP
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tools for adaptive filtering and a solid mathematical framework for sampling and
quantization
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Ieee Computer Soc2023
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In inverse problems, the task is to reconstruct an unknown signal from its possibly noise-corrupted measurements. Penalized-likelihood-based estimation and Bayesian estimation are two powerful statistical paradigms for the resolution of such problems. They ...