Concept

Matching pursuit

Summary
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 D. The basic idea is to approximately represent a signal f from Hilbert space H as a weighted sum of finitely many functions g_{\gamma_n} (called atoms) taken from D. An approximation with N atoms has the form : f(t) \approx \hat f_N(t) := \sum_{n=1}^{N} a_n g_{\gamma_n}(t) where g_{\gamma_n} is the \gamma_nth column of the matrix D and a_n is the scalar weighting factor (amplitude) for the atom g_{\gamma_n}. Normally, not every atom in D will be used in this sum. Instead, matching pursuit chooses the atoms one at a time in order to maximally (greedily) reduce the approximation error. This is achieved by finding the atom that has
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