Toeplitz-structured compressed sensing matrices

Waheed U. Bajwa, Jarvis D. Haupt, Gil M. Raz, Stephen J. Wright, Robert D. Nowak

Research output: Chapter in Book/Report/Conference proceedingConference contribution

259 Scopus citations

Abstract

The problem of recovering a sparse signal x ∈ ℝn from a relatively small number of its observations of the form y = Ax ∈ ℝk, where A is a known matrix and k ≪ n, has recently received a lot of attention under the rubric of compressed sensing (CS) and has applications in many areas of signal processing such as data compression, image processing, dimensionality reduction, etc. Recent work has established that if A is a random matrix with entries drawn independently from certain probability distributions then exact recovery of x from these observations can be guaranteed with high probability. In this paper, we show that Toeplitz-structured matrices with entries drawn independently from the same distributions are also sufficient to recover x from y with high probability, and we compare the performance of such matrices with that of fully independent and identically distributed ones. The use of Toeplitz matrices in CS applications has several potential advantages: (i) they require the generation of only O(n) independent random variables; (ii) multiplication with Toeplitz matrices can be efficiently implemented using fast Fourier transform, resulting in faster acquisition and reconstruction algorithms; and (iii) Toeplitz-structured matrices arise naturally in certain application areas such as system identification.

Original languageEnglish (US)
Title of host publication2007 IEEE/SP 14th Workshop on Statistical Signal Processing, SSP 2007, Proceedings
Pages294-298
Number of pages5
DOIs
StatePublished - Dec 1 2007
Event2007 IEEE/SP 14th WorkShoP on Statistical Signal Processing, SSP 2007 - Madison, WI, United States
Duration: Aug 26 2007Aug 29 2007

Publication series

NameIEEE Workshop on Statistical Signal Processing Proceedings

Other

Other2007 IEEE/SP 14th WorkShoP on Statistical Signal Processing, SSP 2007
CountryUnited States
CityMadison, WI
Period8/26/078/29/07

Keywords

  • Compressed sensing
  • Restricted isometry property
  • System identification
  • Toeplitz matrices
  • Underdetermined systems of linear equations

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    Bajwa, W. U., Haupt, J. D., Raz, G. M., Wright, S. J., & Nowak, R. D. (2007). Toeplitz-structured compressed sensing matrices. In 2007 IEEE/SP 14th Workshop on Statistical Signal Processing, SSP 2007, Proceedings (pp. 294-298). [4301266] (IEEE Workshop on Statistical Signal Processing Proceedings). https://doi.org/10.1109/SSP.2007.4301266