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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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.
Sparse dictionary learning (also known as sparse coding or SDL) is a representation learning method which aims at finding a sparse representation of the input data in the form of a linear combination of basic elements as well as those basic elements themselves. These elements are called atoms and they compose a dictionary. Atoms in the dictionary are not required to be orthogonal, and they may be an over-complete spanning set. This problem setup also allows the dimensionality of the signals being represented to be higher than the one of the signals being observed.
Matching pursuit (MP) is a sparse approximation algorithm which finds the "best matching" projections of multidimensional data onto the span of an over-complete (i.e., redundant) dictionary . The basic idea is to approximately represent a signal from Hilbert space as a weighted sum of finitely many functions (called atoms) taken from . An approximation with atoms has the form where is the th column of the matrix and is the scalar weighting factor (amplitude) for the atom . Normally, not every atom in will be used in this sum.
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