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Compressed Sensing and Sparse Recovery

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Abstract

The central mathematical tool for algorithm analysis and development is the concentration of measure for random matrices. This chapter is motivated to provide applications examples for the theory developed in Part I. We emphasize the central role of random matrices.

Compressed sensing is a recent revolution. It is built upon the observation that sparsity plays a central role in the structure of a vector. The unexpected message here is that for a sparse signal, the relevant “information” is much less that what we thought previously. As a result, to recover the sparse signal, the required samples are much less than what is required by the traditional Shannon’s sampling theorem.

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Notes

  1. 1.

    A point in a vector space is a vector.

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Qiu, R., Wicks, M. (2014). Compressed Sensing and Sparse Recovery. In: Cognitive Networked Sensing and Big Data. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4544-9_7

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  • DOI: https://doi.org/10.1007/978-1-4614-4544-9_7

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