These notes give a mathematical introduction to compressive sensing focusing on recovery using ℓ1-minimization and structured random matrices. An emphasis is put on techniques for proving probabilistic estimates for condition numbers of structured random matrices. Estimates of this type are key to providing conditions that ensure exact or approximate recovery of sparse vectors using ℓ1-minimization.

Compressive sensing is a new type of sampling theory, which predicts that sparse signals and images can be reconstructed from what was previously believed to be incomplete information. As a main feature, efficient algorithms such as ℓ1-minimization can be used for recovery. The theory has many potential applications in signal processing and imaging. This chapter gives an introduction and overview on both theoretical and numerical aspects of compressive sensing.

We study the spatiotemporal sampling of a diffusion field generated by K point sources, aiming to fully reconstruct the unknown initial field distribution from the sample measurements. The sampling operator in our problem can be described by a matrix derived from the diffusion model. We analyze the important properties of the sampling matrices, leading to precise bounds on the spatial and temporal sampling densities under which perfect field reconstruction is feasible. Moreover, our analysis indicates that it is possible to compensate linearly for insufficient spatial sampling densities by oversampling in time. Numerical simulations on initial field reconstruction under different spatiotemporal sampling densities confirm our theoretical results. Index Terms — Diffusion equation, initial inverse problems, spatiotemporal sampling, point sources localization, compressed sensing 1.