Stable Recovery of Sparse Signals and an Oracle Inequality

Author(s)
Cai, T. Tony; Wang, Lie; Xu, Guangwu
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Abstract
This article considers sparse signal recovery in the presence of noise. A mutual incoherence condition which was previously used for exact recovery in the noiseless case is shown to be sufficient for stable recovery in the noisy case. Furthermore, the condition is proved to be sharp. A specific counterexample is given. In addition, an oracle inequality is derived under the mutual incoherence condition in the case of Gaussian noise.
Date issued
2010-07
URI
http://hdl.handle.net/1721.1/64813
Department
Massachusetts Institute of Technology. Department of Mathematics
Journal
IEEE transactions on information theory
Publisher
Institute of Electrical and Electronics Engineers / IEEE Information Theory Society
Citation
Cai, T.T., Lie Wang, and Guangwu Xu. “Stable Recovery of Sparse Signals and an Oracle Inequality.” Information Theory, IEEE Transactions On 56.7 (2010) : 3516-3522. Copyright © 2010, IEEE
Version: Final published version
Other identifiers
INSPEC Accession Number: 11392283
ISSN
0018-9448
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