FIXED-POINT CONTINUATION APPLIED TO COMPRESSED SENSING: IMPLEMENTATION AND NUMERICAL EXPERIMENTS

被引：57

作者：

Hale, Elaine T. ^{[1
]}

Yin, Wotao ^{[1
]}

Zhang, Yin ^{[1
]}

机构：

[1] Rice Univ, Dept Computat & Appl Math, Houston, TX 77005 USA

来源：

JOURNAL OF COMPUTATIONAL MATHEMATICS | 2010年 / 28卷 / 02期

基金：

美国国家科学基金会;

关键词：

l(1) regularization; Fixed-point algorithm; Continuation; Compressed sensing; Numerical experiments; ROBUST UNCERTAINTY PRINCIPLES; SIGNAL RECOVERY; ALGORITHM; L(1)-MINIMIZATION; RECONSTRUCTION; DECONVOLUTION; MINIMIZATION;

D O I：

10.4208/jcm.2009.10-m1007

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We investigate the application of this algorithm to compressed sensing signal recovery, in which f(x) = 1/2 parallel to Ax-b parallel to(2)(M), A is an element of R-mxn and m <= n. In particular. we extend the original algorithm to obtain better practical results, derive appropriate choices for M and (mu) over bar under a given measurement model, and present numerical results for a variety of compressed sensing problems. The numerical results show that the performance of our algorithm compares favorably with that of several recently proposed algorithms.

引用

页码：170 / 194

页数：25