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An Introduction To: Compressive Sensing

Compressive sensing allows signals that are sparse or compressible to be sampled below the Nyquist rate and later reconstructed perfectly. It works by taking inner products of the signal with a incoherent sampling matrix rather than traditional sampling. Recovery is done by convex optimization techniques like basis pursuit that exploit the signal's sparsity. Potential applications include medical imaging, cameras that only sample a few pixels, and more efficient data compression.

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120 views28 pages

An Introduction To: Compressive Sensing

Compressive sensing allows signals that are sparse or compressible to be sampled below the Nyquist rate and later reconstructed perfectly. It works by taking inner products of the signal with a incoherent sampling matrix rather than traditional sampling. Recovery is done by convex optimization techniques like basis pursuit that exploit the signal's sparsity. Potential applications include medical imaging, cameras that only sample a few pixels, and more efficient data compression.

Uploaded by

somu6402
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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An Introduction to

Compressive Sensing
Speaker: Ying-Jou Chen
Advisor: Jian-Jiun Ding

e
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Co

CS

Sens
i
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g
Sam
p l in g

Outline
Conventional Sampling &
Compression
Compressive Sensing
Why it is useful?
Framework
When and how to use
Recovery
Simple demo

Review
Sampling and Compression

Nyquists Rate
Perfect recovery

Transform Coding
Assume:

signal is sparse in some


domain
e.g. JPEG, JPEG2000, MPEG
1. Sample with frequency .
Get signal of length N
2. Transform signal K (<< N)
nonzero coefficients
3. Preserve K coefficients and their
locations

Compressive Sensing

Compressive Sensing

Sample with rate lower


than !!
Can be recovered
PERFECTLY!

Comparison
Nyquists
Sampling

Compressive
Sensing

Low pass filter

Convex
Optimization

Sampling
Frequency
Recovery

Some Applications
ECG
One-pixel Camera
Medical Imaging: MRI

Framework

N: length
for signal sampled with Nyquists rate
M: length for signal with lower rate
Sampling matrix

When? How?
Two things you must know

When.
Signal is compressible, sparse

Example ECG

:
: DCT (discrete cosine
transform)

How
How to design the sampling
matrix?

How
to decide
the sampling
N

rate
(M)?

Sampling Matrix
Low coherence
Low coherence

Coherence
Describe similarity

High coherence more similar

Low coherence more


different

Example: Time and


Frequency

For example,
,
1
0.8
0.6
0.4
0.2
0
-0.2
-0.4
-0.6
-0.8
-1

10

20

30

40

50

60

70

80

90

100

10

20

30

40

50

60

70

80

90

100

1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0

Fortunately
Random Sampling
iid Gaussian N(0,1)
Random

Low coherence with deterministic


basis.

More about low coherence

Random Sampling

Sampling Rate
Theorem

C : constant

S: sparsity
n: signal length

Can be exactly recovered with


high probability.

Recovery

M
N

BUT.

Recovery

Many related research


GPSR
(Gradient projection for sparse
reconstruction)
L1-magic
SparseLab
BOA
(Bound optimization approach)
..

Total Procedure

mpling (Assume f is spare somewhere)


Find

an incoherent
matrix
e.g. random matrix

Sample signal

Recovering

Demo Time

Reference

Candes, E. J. and M. B. Wakin (2008). "An Introduction To


Compressive Sampling." Signal Processing Magazine, IEEE 25(2):
21-30.
Baraniuk, R. (2008). Compressive sensing. Information Sciences
and Systems, 2008. CISS 2008. 42nd Annual Conference on.
Richard Baraniuk, Mark Davenport, Marco Duarte, Chinmay Hegde.
An Introduction to Compressive Sensing.
https://sites.google.com/site/igorcarron2/cs#sparse
http://videolectures.net/mlss09us_candes_ocsssrl1m/

Thanks a lot!

Key Points
1. Nyquists Rate
2. CS and Transform coding
3. Sampling in time V.S. Sampling as inner
products
4. About compressibility
5. About designing sampling matrix
6. About L1 norm explanation by
geometry!
7. Application( MRI, One-pixel camera)

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