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Compressive Sensing
Exponential growth of data 48h of video uploaded/min on Youtube 571 new websites/min 100 Terabytes of dada uploaded on facebook/day
How to cope with that amount Compression Better sensing of less data
Shanon’s sampling theorem Full recovery under Nyquist sampling frequency?
Yes if fulfilling 3 criteria Sparsity Incoherence Non linear reconstruction
Compressive Sensing
Sparsity
Desired signal has a sparse representation in some domain D x of length N x is K sparse
x has K non zeros components in D Can be reconstructed using only M measurments (K<M<N)
Wavelet transform
Incoherence
Random subsampling must show “noise-like” pattern in the transform domain Undersampling introduces noise
Randomly undersampled Fourier space is incoherent
If Φis a M x N Gaussian matrix M > O ( Klog(N))
If Ψ is a N x N sparsifying basis ΦΨ satisfies the RIP condition
Restricted Isometry Property
M.Rudelsonand, R.Vershynin, “On sparse reconstruction from Fourier and Gaussian measurements,” Commun. Pure Appl. Math., vol. 61, no. 8, pp. 1025–1045, 2008.
Measurements required
How many measurements required M ≥ K+1
Only if No noise Real sparse signal
But NP hard problem (exponential numbers of subsets)