Required Number of Iterations for Sparse Signal Recovery via Orthogonal Least Squares

Required Number of Iterations for Sparse Signal Recovery via Orthogonal Least Squares

Year:    2023

Author:    Haifeng Li, Jing Zhang, Jinming Wen, Dongfang Li

Journal of Computational Mathematics, Vol. 41 (2023), Iss. 1 : pp. 1–17

Abstract

In countless applications, we need to reconstruct  a $K$-sparse signal $\mathbf{x}\in\mathbb{R}^n$ from noisy measurements $\mathbf{y}=\mathbf{\Phi}\mathbf{x}+\mathbf{v}$,  where $\mathbf{\Phi}\in\mathbb{R}^{m\times n}$ is a sensing matrix and $\mathbf{v}\in\mathbb{R}^m$ is a noise vector. Orthogonal least squares (OLS), which selects at each step the column that results in the most significant decrease in the residual power, is one of the most popular sparse recovery algorithms. In this paper,  we investigate the number of iterations required for recovering $\mathbf{x}$ with the OLS algorithm. We show that OLS provides a stable reconstruction of all $K$-sparse signals $\mathbf{x}$  in $\lceil2.8K\rceil$ iterations provided that $\mathbf{\Phi}$ satisfies the restricted isometry property (RIP). Our result provides a better recovery bound and fewer number of required iterations than those proposed by Foucart in 2013.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.2104-m2020-0093

Journal of Computational Mathematics, Vol. 41 (2023), Iss. 1 : pp. 1–17

Published online:    2023-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    17

Keywords:    Sparse signal recovery Orthogonal least squares (OLS) Restricted isometry property (RIP).

Author Details

Haifeng Li

Jing Zhang

Jinming Wen

Dongfang Li