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arxiv: 0906.0593 · v3 · pith:7XSQ3AOSnew · submitted 2009-06-02 · 🧮 math.ST · math.OC· stat.ME· stat.TH

On the modified Basis Pursuit reconstruction for Compressed Sensing with partially known support

classification 🧮 math.ST math.OCstat.MEstat.TH
keywords basismodifiedpursuitsignalsupportcompressedknownmathbb
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The goal of this short note is to present a refined analysis of the modified Basis Pursuit ($\ell_1$-minimization) approach to signal recovery in Compressed Sensing with partially known support, as introduced by Vaswani and Lu. The problem is to recover a signal $x \in \mathbb R^p$ using an observation vector $y=Ax$, where $A \in \mathbb R^{n\times p}$ and in the highly underdetermined setting $n\ll p$. Based on an initial and possibly erroneous guess $T$ of the signal's support ${\rm supp}(x)$, the Modified Basis Pursuit method of Vaswani and Lu consists of minimizing the $\ell_1$ norm of the estimate over the indices indexed by $T^c$ only. We prove exact recovery essentially under a Restricted Isometry Property assumption of order 2 times the cardinal of $T^c \cap {\rm supp}(x)$, i.e. the number of missed components.

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