Decoding by linear programming

Abstract

This paper considers a natural error correcting problem with real valued input/output. We wish to recover an input vector f/spl isin/R/sup n/ from corrupted measurements y=Af+e. Here, A is an m by n (coding) matrix and e is an arbitrary and unknown vector of errors. Is it possible to recover f exactly from the data y? We prove that under suitable conditions on the coding matrix A, the input f is the unique solution to the /spl lscr//sub 1/-minimization problem (/spl par/x/spl par//sub /spl lscr/1/:=/spl Sigma//sub i/|x/sub i/|) min(g/spl isin/R/sup n/) /spl par/y - Ag/spl par//sub /spl lscr/1/ provided that the support of the vector of errors is not too large, /spl par/e/spl par//sub /spl lscr/0/:=|{i:e/sub i/ /spl ne/ 0}|/spl les//spl rho//spl middot/m for some /spl rho/>0. In short, f can be recovered exactly by solving a simple convex optimization problem (which one can recast as a linear program). In addition, numerical experiments suggest that this recovery procedure works unreasonably well; f is recovered exactly even in situations where a significant fraction of the output is corrupted. This work is related to the problem of finding sparse solutions to vastly underdetermined systems of linear equations. There are also significant connections with the problem of recovering signals from highly incomplete measurements. In fact, the results introduced in this paper improve on our earlier work. Finally, underlying the success of /spl lscr//sub 1/ is a crucial property we call the uniform uncertainty principle that we shall describe in detail.

DOI: 10.1109/TIT.2005.858979

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@article{Cands2005DecodingBL, title={Decoding by linear programming}, author={Emmanuel J. Cand{\`e}s and Terence Tao}, journal={IEEE Transactions on Information Theory}, year={2005}, volume={51}, pages={4203-4215} }