Title
Robust signal recovery approach for compressive sensing using unconstrained optimization
Abstract
A robust signal recovery approach for compressive sensing using unconstrained minimization is proposed. The ℓ1 penalty function of the constrained ℓ1-regularized least-squares recovery problem is replaced by the smoothly clipped absolute deviation (SCAD) sparsity-promoting penalty function. A convex and differentiable local quadratic approximation for the SCAD function is employed to render the computation of the gradient and Hessian tractable. Unconstrained minimization of randomly selected wavelet coefficients is carried out using the Newton method with an inexact line search. Experimental results demonstrate that signals recovered using the proposed approach often exhibit reduced ℓ∞ reconstruction error under increasingly additive Gaussian measurement noise when compared with signals recovered using the ℓ1-Magic and gradient projection for sparse reconstruction (GPSR) methods. Conversely, the number of linear measurements required to represent a signal can be reduced. As shown through simulations, significant reduction in the reconstruction error can be achieved although the computational cost is increased.
Year
DOI
Venue
2010
10.1109/ISCAS.2010.5537822
Circuits and Systems
Keywords
Field
DocType
Newton method,least squares approximations,optimisation,quadratic programming,Gaussian measurement noise,Hessian tractable,Newton method,compressive sensing,gradient projection for sparse reconstruction method,quadratic approximation,robust signal recovery approach,smoothly clipped absolute deviation,unconstrained optimization,wavelet coefficient,Compressive sensing,numerical optimization,smoothly clipped absolute deviation
Mathematical optimization,Noise measurement,Control theory,Algorithm,Hessian matrix,Line search,Quadratic programming,Mathematics,Compressed sensing,Penalty method,Newton's method,Wavelet
Conference
ISSN
ISBN
Citations 
0271-4302
978-1-4244-5309-2
1
PageRank 
References 
Authors
0.64
3
3
Name
Order
Citations
PageRank
Flávio C. A. Teixeira120.99
Stuart W. A. Bergen221.33
A. Antoniou326730.79