Signal Recovery from Inaccurate and Incomplete Measurements via Regularized Orthogonal Matching Pursuit

@inproceedings{Needell2010SignalRF,
  title={Signal Recovery from Inaccurate and Incomplete Measurements via Regularized Orthogonal Matching Pursuit},
  author={Deanna Needell and Roman Vershynin},
  year={2010}
}
We demonstrate a simple greedy algorithm that can reliably recover a vector v ∈ R from incomplete and inaccurate measurements x = Φv + e. Here Φ is a N × d measurement matrix with N ≪ d, and e is an error vector. Our algorithm, Regularized Orthogonal Matching Pursuit (ROMP), seeks to close the gap between two major approaches to sparse recovery. It combines the speed and ease of implementation of the greedy methods with the strong guarantees of the convex programming methods. For any… CONTINUE READING

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