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Publication# Continuous-Domain Formulation of Inverse Problems for Composite Sparse-Plus-Smooth Signals

Abstract

We present a novel framework for the reconstruction of 1D composite signals assumed to be a mixture of two additive components, one sparse and the other smooth, given a finite number of linear measurements. We formulate the reconstruction problem as a continuous-domain regularized inverse problem with multiple penalties. We prove that these penalties induce reconstructed signals that indeed take the desired form of the sum of a sparse and a smooth component. We then discretize this problem using Riesz bases, which yields a discrete problem that can be solved by standard algorithms. Our discretization is exact in the sense that we are solving the continuous-domain problem over the search space specified by our bases without any discretization error. We propose a complete algorithmic pipeline and demonstrate its feasibility on simulated data.

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Problem solving

Problem solving is the process of achieving a goal by overcoming obstacles, a frequent part of most activities. Problems in need of solutions range from simple personal tasks (e.g. how to turn on an appliance) to complex issues in business and technical fields. The former is an example of simple problem solving (SPS) addressing one issue, whereas the latter is complex problem solving (CPS) with multiple interrelated obstacles.

Inverse problem

An inverse problem in science is the process of calculating from a set of observations the causal factors that produced them: for example, calculating an image in X-ray computed tomography, source reconstruction in acoustics, or calculating the density of the Earth from measurements of its gravity field. It is called an inverse problem because it starts with the effects and then calculates the causes. It is the inverse of a forward problem, which starts with the causes and then calculates the effects.

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