Thomas Blumensath - Iterative Hard Thresholding: Theory and Practice

Report 16 Downloads 54 Views
Iterative Hard Thresholding: Theory and Practice N I V ER

S

TH

Y IT

E

U

R

G

H

O F

E

D I U N B

T. Blumensath Institute for Digital Communications Joint Research Institute for Signal and Image Processing The University of Edinburgh February, 2009

home

·

prev

·

next

·

page

y = Φx + e

What to Expect I) Iterative Hard Thresholding for Sparse Inverse Problems What’s the probelm?

II) Theory and Practice Nice theory, bad attitude

III) Stability Beyond the Grave (RIP) Operating beyond the limits

IV) Results Up there with the best

home

·

prev

·

next

·

page

1 of 20

y = Φx + e

PART 1

Iterative Hard Thresholding for Sparse Inverse Problems

home

·

prev

·

next

·

page

2 of 20

y = Φx + e

The Problem and Solution THE PROBLEM: Given

y = Φx + e, where y ∈ RM , x ∈ RN , Φ ∈ RM ×N and e is observation noise, estimate x given y and Φ when M