Sparse Signal Recovery with Temporally Correlated Source Vectors Using Sparse Bayesian Learning

Details Sparse Signal Recovery with Temporally Correlated Source Vectors Using Sparse Bayesian Learning Sparse Signal Recovery with Temporally Correlated Source Vectors Using Sparse Bayesian Learning

2011-02-19

arxiv.org/abs/1102.3949v2

IEEE Journal of Selected Topics in Signal Processing, vol.5, no. 5, pp. 912-926, 2011

Statistics

Machine Learning

The final version with some typos corrected. Codes can be downloaded at: http://dsp.ucsd.edu/~zhilin/TSBL_code.zip

Scientific paper

10.1109/JSTSP.2011.2159773

We address the sparse signal recovery problem in the context of multiple measurement vectors (MMV) when elements in each nonzero row of the solution matrix are temporally correlated. Existing algorithms do not consider such temporal correlations and thus their performance degrades significantly with the correlations. In this work, we propose a block sparse Bayesian learning framework which models the temporal correlations. In this framework we derive two sparse Bayesian learning (SBL) algorithms, which have superior recovery performance compared to existing algorithms, especially in the presence of high temporal correlations. Furthermore, our algorithms are better at handling highly underdetermined problems and require less row-sparsity on the solution matrix. We also provide analysis of the global and local minima of their cost function, and show that the SBL cost function has the very desirable property that the global minimum is at the sparsest solution to the MMV problem. Extensive experiments also provide some interesting results that motivate future theoretical research on the MMV model.

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