Kalman filtered Compressed Sensing
@article{Vaswani2008KalmanFC, title={Kalman filtered Compressed Sensing}, author={Namrata Vaswani}, journal={2008 15th IEEE International Conference on Image Processing}, year={2008}, pages={893-896} }
We consider the problem of reconstructing time sequences of spatially sparse signals (with unknown and time-varying sparsity patterns) from a limited number of linear "incoherent" measurements, in real-time. The signals are sparse in some transform domain referred to as the sparsity basis. For a single spatial signal, the solution is provided by Compressed Sensing (CS). The question that we address is, for a sequence of sparse signals, can we do better than CS, if (a) the sparsity pattern of…
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