Coherence-based performance guarantees of Orthogonal Matching Pursuit

Published

Journal Article

In this paper, we present coherence-based performance guarantees of Orthogonal Matching Pursuit (OMP) for both support recovery and signal reconstruction of sparse signals when the measurements are corrupted by noise. In particular, two variants of OMP either with known sparsity level or with a stopping rule are analyzed. It is shown that if the measurement matrix X C n×p satisfies the strong coherence property, then with n O(k log p), OMP will recover a k-sparse signal with high probability. In particular, the performance guarantees obtained here separate the properties required of the measurement matrix from the properties required of the signal, which depends critically on the minimum signal to noise ratio rather than the power profiles of the signal. We also provide performance guarantees for partial support recovery. Comparisons are given with other performance guarantees for OMP using worst-case analysis and the sorted one step thresholding algorithm. © 2012 IEEE.

Full Text

Duke Authors

Cited Authors

  • Chi, Y; Calderbank, R

Published Date

  • December 1, 2012

Published In

  • 2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012

Start / End Page

  • 2003 - 2009

Digital Object Identifier (DOI)

  • 10.1109/Allerton.2012.6483468

Citation Source

  • Scopus