Abstract—We study the problem of reconstructing a sparse signal from a limited number of its linear projections when a part of its support is known, although the known part may contain some errors. The “known ” part of the support, denoted, may be available from prior knowledge. Alternatively, in a problem of recursively reconstructing time sequences of sparse spatial signals, one may use the support estimate from the previous time instant as the “known ” part. The idea of our proposed solution (modified-CS) is to solve a convex relaxation of the following problem: find the signal that satisfies the data constraint and is sparsest outside of. We obtain sufficient conditions for exact reconstruction using modified-CS. These are much weaker than those needed for compressive sensing (CS) when the sizes of the unknown part of the support and of errors in the known part are small compared to the support size. An important extension called regularized modified-CS (RegModCS) is developed which also uses prior signal estimate knowledge. Simulation comparisons for both sparse and compressible signals are shown. Index Terms—Compressive sensing, modified-CS, partially known support, prior knowledge, sparse reconstruction.

In recent work, we studied the problem of causally reconstructing time sequences of spatially sparse signals, with unknown and slow time-varying sparsity patterns, from a limited number of linear “incoherent” measurements. We proposed a solution called Kalman Filtered Compressed Sensing (KF-CS). The key idea is to run a reduced order KF only for the current signal’s estimated nonzero coefficients’ set, while performing CS on the Kalman filtering error to estimate new additions, if any, to the set. KF may be replaced by Least Squares (LS) estimation and we call the resulting algorithm LS-CS. In this work, (a) we bound the error in performing CS on the LS error and (b) we obtain the conditions under which the KF-CS (or LS-CS) estimate converges to that of a genie-aided KF (or LS), i.e. the KF (or LS) which knows the true nonzero sets.

This paper proposes a novel framework called Distributed Compressed Video Sensing (DISCOS) – a solution for Distributed Video Coding (DVC) based on the recently emerging Compressed Sensing theory. The DISCOS framework compressively samples each video frame independently at the encoder. However, it recovers video frames jointly at the decoder by exploiting an interframe sparsity model and by performing sparse recovery with side information. In particular, along with global frame-based measurements, the DISCOS encoder also acquires local block-based measurements for block prediction at the decoder. Our interframe sparsity model mimics state-of-the-art video codecs: the sparsest representation of a block is a linear combination of a few temporal neighboring blocks that are in previously reconstructed frames or in nearby key frames. This model enables a block to be optimally predicted from its local measurements by l1-minimization. The DISCOS decoder also employs a sparse recovery with side information to jointly reconstruct a frame from its global measurements and its local block-based prediction. Simulation results show that the proposed framework outperforms the baseline compressed sensing-based scheme of intraframecoding and intraframe-decoding by 8 − 10dB. Finally, unlike conventional DVC schemes, our DISCOS framework can perform most encoding operations in the analog domain with very low-complexity, making it be a promising candidate for real-time, practical applications where the analog to digital conversion is expensive, e.g., in Terahertz imaging. Index Terms — distributed video coding, Wyner-Ziv coding, compressed sensing, compressive sensing, sparse recovery with decoder side information, structurally random matrices. 1.

Abstract—This paper considers the problem of recovering time-varying sparse signals from dramatically undersampled measurements. A probabilistic signal model is presented that describes two common traits of time-varying sparse signals: a support set that changes slowly over time, and amplitudes that evolve smoothly in time. An algorithm for recovering signals that exhibit these traits is then described. Built on the belief propagation framework, the algorithm leverages recently developed approximate message passing techniques to perform rapid and accurate estimation. The algorithm is capable of performing both causal tracking and non-causal smoothing to enable both online and offline processing of sparse time series, with a complexity that is linear in all problem dimensions. Simulation results illustrate the performance gains obtained through exploiting the temporal correlation of the time series relative to independent recoveries. I.

Abstract. Compressive sensing (CS) is a new approach for the acquisition and recovery of sparse signals and images that enables sampling rates significantly below the classical Nyquist rate. Despite significant progress in the theory and methods of CS, little headway has been made in compressive video acquisition and recovery. Video CS is complicated by the ephemeral nature of dynamic events, which makes direct extensions of standard CS imaging architectures and signal models difficult. In this paper, we develop a new framework for video CS for dynamic textured scenes that models the evolution of the scene as a linear dynamical system (LDS). This reduces the video recovery problem to first estimating the model parameters of the LDS from compressive measurements, and then reconstructing the image frames. We exploit the low-dimensional dynamic parameters (the state sequence) and high-dimensional static parameters (the observation matrix) of the LDS to devise a novel compressive measurement strategy that measures only the dynamic part of the scene at each instant and accumulates measurements over time to estimate the static parameters. This enables us to lower the compressive measurement rate considerably. We validate our approach with a range of experiments involving both video recovery, sensing hyper-spectral data, and classification of dynamic scenes from compressive data. Together, these applications demonstrate the effectiveness of the approach.

Compressed sensing (CS) lowers the number of measurements required for reconstruction and estimation of signals that are sparse when expanded over a proper basis. Traditional CS approaches deal with time-invariant sparse signals, meaning that, during the measurement process, the signal of interest does not exhibit variations. However, many signals encountered in practice are varying with time as the observation window increases (e.g., video imaging, where the signal is sparse and varies between different frames). The present paper develops CS algorithms for time-varying signals, based on the least-absolute shrinkage and selection operator (Lasso) that has been popular for sparse regression problems. The Lasso here is tailored for smoothing time-varying signals, which are modeled as vector valued discrete time series. Two algorithms are proposed: the Group-Fused Lasso, when the unknown signal support is time-invariant but signal samples are allowed to vary with time; and the Dynamic Lasso, for the general class of signals with time-varying amplitudes and support. Performance of these algorithms is compared with a sparsity-unaware Kalman smoother, a support-aware Kalman smoother, and the standard Lasso which does not account for time variations. The numerical results amply demonstrate the practical merits of the novel CS algorithms.

Abstract—We study efficient importance sampling techniques for particle filtering (PF) when either (a) the observation likelihood (OL) is frequently multimodal or heavy-tailed, or (b) the state space dimension is large or both. When the OL is multimodal, but the state transition pdf (STP) is narrow enough, the optimal importance density is usually unimodal. Under this assumption, many techniques have been proposed. But when the STP is broad, this assumption does not hold. We study how existing techniques can be generalized to situations where the optimal importance density is multimodal, but is unimodal conditioned on a part of the state vector. Sufficient conditions to test for the unimodality of this conditional posterior are derived. Our result is directly extendable to testing for unimodality of any posterior. The number of particles N to accurately track using a PF increases with state space dimension, thus making any regular PF impractical for large dimensional tracking problems. But in most such problems, most of the state change occurs in only a few dimensions, while the change in the rest of the dimensions is small. Using this property, we propose to replace importance sampling from a large part of the state space (whose conditional posterior is narrow enough) by just tracking the mode of the conditional posterior. This introduces some extra error, but it also greatly reduces the importance sampling dimension. The net effect is much smaller error for a given N, especially when the available N is small. An important class of large dimensional problems with multimodal OL is tracking spatially varying physical quantities such as temperature or pressure in a large area using a network of sensors which may be nonlinear and/or may have nonnegligible failure probabilities. Improved performance of our proposed algorithms over existing PFs is demonstrated for this problem. Index Terms—Importance sampling for multimodal posteriors, large dimensional sequential state estimation, particle filtering, posterior mode tracking, tracking spatially varying physical quantities. I.

In recent work, Kalman Filtered Compressed Sensing (KF-CS) was proposed to causally reconstruct time sequences of sparse signals, from a limited number of “incoherent ” measurements. In this work, we develop the KF-CS idea for causal reconstruction of medical image sequences from MR data. This is the first real application of KF-CS and is considerably more difficult than simulation data for a number of reasons, for example, the measurement matrix for MR is not as “incoherent ” and the images are only compressible (not sparse). Greatly improved reconstruction results (as compared to CS and its recent modifications) on reconstructing cardiac and brain image sequences from dynamic MR data are shown.

Abstract—Fixed-interval smoothing of time-varying vector processes is an estimation approach with well-documented merits for tracking applications. The optimal performance in the linear Gauss-Markov model is achieved by the Kalman smoother (KS), which also admits an efficient recursive implementation. The present paper deals with vector processes for which it is known a priori that many of their entries equal to zero. In this context, the process to be tracked is sparse, and the performance of sparsityagnostic KS schemes degrades considerably. On the other hand, it is shown here that a sparsity-aware KS exhibits complexity which grows exponentially in the vector dimension. To obtain a tractable alternative, the KS cost is regularized with the sparsity-promoting ℓ1 norm of the vector process – a relaxation also used in linear regression problems to obtain the leastabsolute shrinkage and selection operator (Lasso). The Lasso (L)KS derived in this work is not only capable of tracking sparse time-varying vector processes, but can also afford an efficient recursive implementation based on the alternating direction method of multipliers (ADMoM). Finally, a weighted (W)-LKS is also introduced to cope with the bias of the LKS, and simulations are provided to validate the performance of the novel algorithms. I.

The paper proposes an algorithm for signal recovery with side information. It is assumed that the decoder has a priori knowledge about the sparse source signal in the form of side information, that can be used to estimate positions of significant elements in the source. The proposed iterative algorithm extends the orthogonal matching pursuit (OMP) algorithm used in compressive sampling, and is robust to partially noisy side information. Thus it is suitable for scenarios whereby a correlated source is available at the decoder. We apply the algorithm to spectrum sensing and image acquisition, and show great advantages of the proposed solution, compared to OMP (no side information) in terms of improved performance and reduced execution time. 1.