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taken by the conversion process. The sampling rate that x lies in a known subspace. Recently, there has
here is below the Nyquist frequency, so when were been growing interest in nonlinear but structured signal
reconstruction the waveform we see the problem quite models, in which x lies in a union of subspaces. In this
readily.The power, stability, and low cost of digital project I develop a general framework for efficient
signal processing (DSP) have pushed the analog-to- recovery of such signals from a given set of samples.
digital converter (ADC) increasingly close to the front- More specifically, we treat the case in which x lies in
end of many important sensing, imaging, and a sum of k subspaces, chosen from a larger set of m
communication systems. The power, stability, and low possibilities. The samples are modelled as inner
cost of digital signal processing (DSP) have pushed the products with an arbitrary set of sampling functions.
analog-to-digital converter (ADC) increasingly close To derive an efficient recovery algorithm, we show
to the front-end of many important sensing, imaging, that our problem can be formulated as that of
and recovering a block-sparse vector whose non-zero
communication systems. The power, stability, and low elements appear in fixed blocks. Our main result is an
cost of digital signal processing (DSP) have pushed the equivalence condition under which the proposed
analog-to-digital converter (ADC) increasingly close Convex Algorithm along with uniform uncertainity
to the front-end of many important sensing, imaging, principle is guaranteed to recover the original signal.
and communication systems. This result relies on the notion of block restricted
isometry property (RIP), which is a generalization of
The power, stability, and low cost of digital signal the standard RIP used extensively in the context of
processing (DSP) have pushed the analog-to-digital compressed sensing. Based on RIP we also prove
converter (ADC)increasingly close to the front-end of stability of our approach in the presence of noise and
many important sensing, imaging, and communication have a large bandwidth but a small “information rate”.
Systems.Unfortunately, many systems, especially those Fortunately, recent developments in mathematics and
operating in the radio frequency (RF) bands, severely signal processing have uncovered a promising
stress current ADC technologies.For example, some approach to the ADC bottleneck that enables sensing at
important radar and communications applications a rate comparable to the signal’s information rate. A
would be best served by an ADC sampling over 5 new field, known as Compressive Sensing (CS)
GSample/s and resolution of over 20 bits, a establishes mathematically that a relatively small
combination that greatly exceeds current capabilities. number of non-adaptive, linear measurements can
harvest all of the information necessary to faithfully
It could be decades before ADCs based on current reconstruct sparse or compressible signals.
technology will be fast and precise enough for these
applications.And even after better ADCs become Traditional sampling theories consider the problem of
available, the deluge of data will swamp back-end DSP reconstructing an unknown signal x from a series of
algorithms. For example, sampling a 1GHz band using samples. A prevalent assumption which often
2 GSample/s at 16 bits-persample generates data at a guarantees recovery from the given measurements is
rate of 4GB/s, enough to fill a modern hard disk in that x lies in a known subspace. Recently, there has
roughly one minute. In a typical application, only a been growing interest in nonlinear but structured signal
tiny fraction of this information is actually relevant; models, in which x lies in a union of subspaces. In this
the wideband signals in many RF applications often project I develop a general framework for efficient
have a large bandwidth but a small “information rate”. recovery of such signals from a given set of samples.
Fortunately, recent developments in mathematics and More specifically, we treat the case in which x lies in a
signal processing have uncovered a promising sum of k subspaces, chosen from a larger set of m
approach to the ADC bottleneck that enables sensing possibilities. The samples are modelled as inner
at a rate comparable to the signal’s information rate. A products with an arbitrary set of sampling functions.
new field, known as Compressive Sensing (CS) To derive an efficient recovery algorithm, we show
establishes mathematically that a relatively small that our problem can be formulated as that of
number of non-adaptive, linear measurements can recovering a block-sparse vector whose non-zero
harvest all of the information necessary to faithfully elements appear in fixed blocks. Our main result is an
reconstruct sparse or compressible signals. equivalence condition under which the proposed
Convex Algorithm along with uniform uncertainity
Traditional sampling theories consider the problem of principle is guaranteed to recover the original signal.
reconstructing an unknown signal x from a series of This result relies on the notion of block restricted
samples. A prevalent assumption which often isometry property (RIP), which is a generalization of
guarantees recovery from the given measurements is the standard RIP used extensively in the context of
SPARKS@ELECTROMANIA 2K9
recover x from the samples y ∈IRN. If the vectors si do where { A J , 1 ≤ j ≤ m} are a given set of disjoint
not span the entire space Ή , then there are many subspaces, and |j| = k denotes a sum over k indices.
possible signals x consistent with y. More specifically, Thus, each subspace vi corresponds to a different
if we define by S the sampling space spanned by the choice of
vectors si, then clearly S* v= 0 for any v subspaces AJ that comprise the sum. We assume
€S*.Therefore, if S*. is not the trivial space then adding throughout the paper that m and the dimensions di =
such a vector v to any solution xof (5) will result in dim(AJ ) of the subspaces A J are finite. Given n
the same samples y. However, by exploiting prior samples
knowledge on x in many cases uniqueness can be
guaranteed. A prior very often assumed is that lies in y= S* x
a given subspace A of Ή . If A and S have the same ……………..(8)
finite dimension, and S⊥and A intersect only at the 0
and the knowledge that x lies in exactly one of the
vector, then x can be perfectly recovered from the
subspaces v i ,we would like to recover the unknown
samples y.
signal x .In this setting, there are
possible subspaces comprising the
B. Union of Subspaces
When subspace information is available, perfect
reconstruction can often be guaranteed.Furthermore,
recover can be implemented by a simple linear
transformation of the given samples (5). However, union.An alternative interpretation of our model is as
there are many practical scenarios in which we are follows. Given an observation vector y, we seek a
given prior information about x that is not necessarily signal xfor which y= S* x and in addition x can be
in the form of a subspace.Here we focus our attention written as
on the setting where x lies in a union of subspaces
n k
u=U v i ……i=1……(6) ϰ = Σ xi
i=1
3) How can we recover the unique x in an efficient and Proposition 2: The measurement matrix D is stable for
stable manner? However, no concrete methods were every block k-sparse vector c if and only if there exists
proposed in order to recover x. Here we provide c1 > 0 and c2 < ∞ such that
efficient convex algorithms that recover x in a stable
way for arbitrary k under appropriate conditions on the c1 II vII 22 <= II Dv II 22 <= II vII 22 ………(19)
sampling functions si another spaces A i. My results for every v that is block 2k-sparse.It is easy to see that
are based on an equivalence between the union of if D satisfies (19) then Dc ǂ 0 for all block 2k-sparse
subspaces problem assuming (7) and that of recovering vectors c. Therefore, this condition implies both
block-sparse vectors. This allows us to recover x from invertibility and stability .
the given samples by first treating the problem of
recovering a block k-sparse vector c from a given set A.Block RIP
of measurements. This relationship is established in Property (19) is related to the RIP used in several
the next section. In the reminder of the paper we previous works in CS [9], [13], [14]. A matrix D of
therefore focus on the block k-sparse model and size n × N is said to have the RIP if there exists a
develop our results in that context. In particular, we constant δk€ [0, 1) such that for every k-sparse c €IRN,
introduce a block RIP condition that ensures
uniqueness and stability of our sampling problem. We (1 − δk) II c II2 2 <= II Dv II 22 <= (1 + δk) II c II2 2
then suggest an efficient convex optimization problem …………. (20)
which approximates an unknown block-sparse vector Extending this property to block-sparse vectors leads
c. Based on block RIP we prove that c can be to the following definition:
recovered exactly in a stable way using the proposed Definition 2: Let D : IRN →IRN be a given matrix.
optimization program. Furthermore, in the presence of Then D has the block RIP over I = {d1, . . . , dm} with
noise and modeling errors, this algorithm can parameter δk|I if for every c ∈ IRN that is block k-
approximate the best block-k sparse solution. sparse over I we have that
D. UNIQUENESS AND STABILITY
In this section we study the uniqueness and stability of (1 − δk/I) II c II2 2 <= II Dv II 22 <= (1 +
our sampling method. These properties are intimately δk/I) II c II2 2
Min
…………………. (23)
To show that (23) will indeed recover the true value of
c, suppose that there exists a c′ such that Dc′ = y and II
………………………(22) c′II 0,I <= II c′II 0,I <= k. Since both c, c′ are consistent
with the measurements,
where B is a diagonal matrix that results in unit-norm
columns of D, i.e., B = diag (1, 15, 1, 1, 1, 12)−1/2 . In 0 = D(c − c′) = Dd, ……………
this example m = 3 and I = {d1 = 2,d2 = 2,d3 = 2}. ………(24)
Suppose that c is block-1 sparse, which corresponds to
at most two non-zero values. Brute-force calculations
show that the smallest value of δ2 satisfying the where II d II 0,I <= 2k so that d is a block 2k-sparse
standard RIP (20) is δ2 = 0.866. On the other hand, the vector. Since D satisfies(21) with δ2k < 1, we must
block-RIP (21) corresponding to the case in which the have that d = 0 or c = c′.
two non-zero elements are restricted to occur in one
block is satisfied with δ1|I = 0.289. Increasing the 3.3.The Fast Fourier TransformAlgorithm
number of non-zero elements to k = 4, we can verify
that the standard RIP (20) does not hold for any δ4 € [0, This is how the DFT may be computed efficiently.
1). Indeed, in this example there exist two 4-sparse 1D Case
vectors that result in the same measurements. In
contrast, δ2|I = 0.966 satisfies the lower bound in (21)
when restricting the 4 non-zero values to two blocks.
Consequently, the measurements y = Dc uniquely
specify a single block-sparse c. In the next section, we
has to be evaluated for N values of u, which if done in
will see that the ability to recover c in a
computationally efficient way depends on the constant the obvious way clearly takes multiplications.It is
δ2k|I in the block RIP (21). The smaller the value possible to calculate the DFT more efficiently than
ofδ2k|I , the fewer samples are needed in order to this, using the fast Fourier transform or FFT
guarantee stable recovery. Both standard and block algorithm, which reduces the number of operations to
RIP constants δk,δk|I are by definition increasing with
k. Therefore, it was suggested in [12] to normalize
each of the columns of D to 1, so as to start with δ1 = 0. .
In the same spirit, we recommend choosing the bases We shall assume for simplicity that N is a power of 2,
for A I such that D = S* A has unit-norm columns, . If we define to be the root of unity
corresponding to δ1|I = 0. given by
B. Recovery Method ,
We have seen that if D satisfies the RIP (21) with δ2k and set M=N/2, we have
< 1, then there is a unique block-sparse vector c
consistent with (16). The question is how to find c in
practice. Below we present an algorithm that will in
principle find the unique c from the samples y.
Unfortunately, though, it has exponential complexity. This can be split apart into two separate sums of
In the next section we show that under a stronger alternate terms from the original sum,
condition on δ2k we can recover c in a stable and
efficient manner.Our first claim is that c can be
SPARKS@ELECTROMANIA 2K9
the first term on the right hand side coming from the
and two transforms of half the original size, and the second
term coming from the multiplications of
respectively,then we have
by
.
Induction can be used to prove that
10
SPARKS@ELECTROMANIA 2K9
MRIB toolbox ,test problems packaged with the GPSR y = D(x,1); % gives y := Dx
solver can be obtained from x = D(y,2); % gives x := Dty
www.cs.ubc.ca/labs/scl/sparco.Also an open source A full list of the basic operators available in the Sparco
pacakage Rice Wavelet Toolbox can be of great help.A library is given in Tables 3 and 4:
brief description of various sparco operators is as
follows : Matlab classes can be used to overload operations
commonly used for matrices so that the objects in that
At the core of the Sparco architect architecture is a class behave exactly like explicit matrices. Although
large library of linear operators. Where possible, this mechanism is not used for the implementation of
specialized code is used for fast evaluation of matrix- the Sparco operators, operator overloading can provide
vector multiplications. Once an operator has been a very convenient interface for the user. To facilitate
created D = opDCT(128) this feature, Sparco provides the function classOp:
matrix-vector products with the created operator can
be accessed as follows:
Matlab function Description:
the main matrix-vector operations are de_ned. In its second form, the classOp function
SPARKS@ELECTROMANIA 2K9
H = opDictionary(A1,A2,...); % H := [A1 j A2 j _ _ _ j
These calls take an operator op and return an object An]
from the operator class for which H = opTranspose(A); % H := AT
the main matrix-vector operations are de_ned. In its H = opBlockDiag(A1,A2,...); % H := diag(A1;A2; : : :)
second form, the classOp function
accepts an optional string argument and creates a H = opKron(A1,A2); % H := A1 A2
global variable that keeps track of the
number of multiplications with C and CT . The A sixth meta-operator, opWindowedOp, is a mixture
variable can be accessed from Matlab's between opDictionary and opBlockDiagv in which
base workspace. The following example illustrates the blocks can partially overlap rather than fully
use of classOp: (opDictionary), or not at all (opBlockDiag). A further
two di_erences are that only a single operator is
repeated and that each operator is implicitly preceded
F = opFFT(128); by a diagonal window operator.
G = classOp(F);
g1 = F(y,2); % gives g1 := FTy
g2 = G'*y; % gives g2 := GTy _ Fty Ensemble operators and general matrices:The three
ensemble
Operator type Matlab function operators (see Table 4) can be instantiated by simply
specifying their dimensions and a mode that
determines the normalization of the ensembles. Unlike
Ensembles opBinary, opSign, theother operators in the collection, the ensemble
opGaussian operators can be instantiated as explicit matrices
Selection opMask, (requiring O(m_ n) storage), or as implicit operators.
opColumnRestrict, opRestriction When instantiated as implicit operators, the random
Matrix opDiag, opDirac, number seeds are saved and rows and columns are
opMatrix, opToMatrix generated on the y during multiplication, requiring
Fast operators opCurvelet, only O(n) storage for the normalization coeffcients.
opConvolve1d, opConvolve2d, opDCT,
opFFT, opFFT2d, Selection operators:
opFFT2C, opHaar, opHaar2d,
opHeaviside, Two selection operators are provided: opMask and
opWavelet opRestriction. In forward mode, the restriction
Compound operators opBlockDiag, operator selects certain entries from the given vector
opDictionary, opFoG, opKron, and returns a correspondingly shortened vector. In
opWindowedOp contrast, the mask operator evaluates the dot-product
Nonlinear opReal, with a binary vector thus zeroing out the entries
opPadding instead of discarding them, and returns a vector of the
same length as the input vector.
Fast operators:
Table 4: Operators grouped by type: Sparco also provides support for
operators with a special structure for which fast
Meta operators: algorithms are available. Such operators in the library
include Fourier, discrete cosine, wavelet, two-
Several tools are available for conveniently assembling dimensional curvelet, and one-dimensional
more complex operators from the basic operators. The convolution of a signal with a kernel.For example, the
_ve meta-operators opFoG, opDictionary, following code generates a partial 12 Fourier
opTranspose, opBlockDiag, and opKron take one or measurement operator (F), a masked version with 30%
more of the basis operators as inputs, and assemble of the rows randomly zeroed out (M), and a
them into a single operator: dictionary consisting of an FFT and a scaled Dirac
basis (B):
m = 128;
H = opFoG(A1,A2,...); % H := A1 _ A2 _ : : : _ An
SPARKS@ELECTROMANIA 2K9
Utilities:
For general matrices there are three operators:
opDirac, opDiag, and opMatrix. The Dirac operator
coincides with the identity matrix of desired size.
Diagonal matrices can be generated using opDiag
which takes either a size and scalar, or a vector
containing the
5.RESULTS AND INFERENCES
diagonal entries. General matrix operators can be
created using opMatrix with a (sparse) matrix as an
Though the experimentation was not so successful
argument.
completely due to some inevitable and unavoidable
The opToMatrix utility function takes an implicit
circumstances , the result is still satisfactory.Since
linear operator and forms and returns an explicit
always there is a
matrix. Figure 1 shows the results of using this utility
function on the operator M and B :
scope of improvement , design of such a system in
Mexplicit = opToMatrix(M); imagesc(Mexplicit);
practical form is still a challenge. The
Bexplicit = opToMatrix(B); imagesc(Bexplicit);
top view of DSP kit used is shown below :
Using the appropriate algorithms and tools I have done
experimentation which is discussed in next section.
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