## Quantitative Robust Uncertainty Principles and Optimally Sparse Decompositions (2004)

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Citations: | 122 - 13 self |

### BibTeX

@MISC{Candès04quantitativerobust,

author = {Emmanuel J. Candès and Justin Romberg},

title = {Quantitative Robust Uncertainty Principles and Optimally Sparse Decompositions},

year = {2004}

}

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### Abstract

In this paper, we develop a robust uncertainty principle for finite signals in C N which states that for nearly all choices T, Ω ⊂ {0,..., N − 1} such that |T | + |Ω | ≍ (log N) −1/2 · N, there is no signal f supported on T whose discrete Fourier transform ˆ f is supported on Ω. In fact, we can make the above uncertainty principle quantitative in the sense that if f is supported on T, then only a small percentage of the energy (less than half, say) of ˆ f is concentrated on Ω. As an application of this robust uncertainty principle (QRUP), we consider the problem of decomposing a signal into a sparse superposition of spikes and complex sinusoids f(s) = � α1(t)δ(s − t) + � α2(ω)e i2πωs/N / √ N. t∈T We show that if a generic signal f has a decomposition (α1, α2) using spike and frequency locations in T and Ω respectively, and obeying ω∈Ω |T | + |Ω | ≤ Const · (log N) −1/2 · N, then (α1, α2) is the unique sparsest possible decomposition (all other decompositions have more non-zero terms). In addition, if |T | + |Ω | ≤ Const · (log N) −1 · N, then the sparsest (α1, α2) can be found by solving a convex optimization problem. Underlying our results is a new probabilistic approach which insists on finding the correct uncertainty relation or the optimally sparse solution for nearly all subsets but not necessarily all of them, and allows to considerably sharpen previously known results [9, 10]. In fact, we show that the fraction of sets (T, Ω) for which the above properties do not hold can be upper bounded by quantities like N −α for large values of α. The QRUP (and the application to finding sparse representations) can be extended to general pairs of orthogonal bases Φ1, Φ2 of C N. For nearly all choices Γ1, Γ2 ⊂ {0,..., N − 1} obeying |Γ1 | + |Γ2 | ≍ µ(Φ1, Φ2) −2 · (log N) −m, where m ≤ 6, there is no signal f such that Φ1f is supported on Γ1 and Φ2f is supported on Γ2 where µ(Φ1, Φ2) is the mutual coherence between Φ1 and Φ2.