Belief propagation for joint sparse recovery

Details Belief propagation for joint sparse recovery Belief propagation for joint sparse recovery

2011-02-16

arxiv.org/abs/1102.3289v1

Computer Science

Information Theory

8 pages, 2 figures

Scientific paper

Compressed sensing (CS) demonstrates that sparse signals can be recovered from underdetermined linear measurements. We focus on the joint sparse recovery problem where multiple signals share the same common sparse support sets, and they are measured through the same sensing matrix. Leveraging a recent information theoretic characterization of single signal CS, we formulate the optimal minimum mean square error (MMSE) estimation problem, and derive a belief propagation algorithm, its relaxed version, for the joint sparse recovery problem and an approximate message passing algorithm. In addition, using density evolution, we provide a sufficient condition for exact recovery.

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