{ "id": "0803.2392", "version": "v2", "published": "2008-03-17T05:59:48.000Z", "updated": "2008-04-17T23:24:21.000Z", "title": "CoSaMP: Iterative signal recovery from incomplete and inaccurate samples", "authors": [ "D. Needell", "J. A. Tropp" ], "comment": "30 pages. Revised. Presented at Information Theory and Applications, 31 January 2008, San Diego", "journal": "Appl. Comput. Harmon. Anal., Vol. 26, pp. 301-321, 2008", "categories": [ "math.NA", "cs.IT", "math.IT" ], "abstract": "Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples. This paper describes a new iterative recovery algorithm called CoSaMP that delivers the same guarantees as the best optimization-based approaches. Moreover, this algorithm offers rigorous bounds on computational cost and storage. It is likely to be extremely efficient for practical problems because it requires only matrix-vector multiplies with the sampling matrix. For many cases of interest, the running time is just O(N*log^2(N)), where N is the length of the signal.", "revisions": [ { "version": "v2", "updated": "2008-04-17T23:24:21.000Z" } ], "analyses": { "subjects": [ "41A46", "68Q25", "68W20", "90C27" ], "keywords": [ "iterative signal recovery", "inaccurate samples", "incomplete", "algorithm offers rigorous bounds", "major algorithmic challenge" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 30, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2008arXiv0803.2392N" } } }