Bayesian compressive sensing

Published

Journal Article

The data of interest are assumed to be represented as N-dimensional real vectors, and these vectors are compressible in some linear basis B, implying that the signal can be reconstructed accurately using only a small number M ≪ N of basis-function coefficients associated with B. Compressive sensing is a framework whereby one does not measure one of the aforementioned N-dimensional signals directly, but rather a set of related measurements, with the new measurements a linear combination of the original underlying N-dimensional signal. The number of required compressive-sensing measurements is typically much smaller than N, offering the potential to simplify the sensing system. Let f denote the unknown underlying N-dimensional signal, and g a vector of compressive-sensing measurements, then one may approximate f accurately by utilizing knowledge of the (under-determined) linear relationship between f and g, in addition to knowledge of the fact that f is compressible in B. In this paper we employ a Bayesian formalism for estimating the underlying signal f based on compressive-sensing measurements g. The proposed framework has the following properties: i) in addition to estimating the underlying signal f, "error bars"are also estimated, these giving a measure of confidence in the inverted signal; ii) using knowledge of the error bars, a principled means is provided for determining when a sufficient number of compressive-sensing measurements have been performed; iii) this setting lends itself naturally to a framework whereby the compressive sensing measurements are optimized adaptively and hence not determined randomly; and iv) the framework accounts for additive noise in the compressive-sensing measurements and provides an estimate of the noise variance. In this paper we present the underlying theory, an associated algorithm, example results, and provide comparisons to other compressive-sensing inversion algorithms in the literature. © 2008 IEEE.

Full Text

Duke Authors

Cited Authors

  • Ji, S; Xue, Y; Carin, L

Published Date

  • June 1, 2008

Published In

Volume / Issue

  • 56 / 6

Start / End Page

  • 2346 - 2356

International Standard Serial Number (ISSN)

  • 1053-587X

Digital Object Identifier (DOI)

  • 10.1109/TSP.2007.914345

Citation Source

  • Scopus