SYNTHESIS AND ANALYSIS PRIOR ALGORITHMS FOR JOINT-SPARSE RECOVERY
A. Majumdar and R. K. Ward
Department of Electrical and Computer Engineering, University of British Columbia
{angshulm, rababw}@ece.ubc.ca
ABSTRACT
This paper proposes a Majorization-Minimization approach
for solving the synthesis and analysis prior joint-sparse
multiple measurement vector reconstruction problem. The
proposed synthesis prior algorithm yielded the same results
as the Spectral Projected Gradient (SPG) method. The
analysis prior algorithm is the first to be proposed for this
problem. It yielded considerably better results than the
proposed synthesis prior algorithm. For problems of a given
size, the run times for our proposed algorithms are fixed;
unlike SPG where the reconstruction time also depends on
the support size of the vectors.
Index TermsÏ Compressed Sensing, Multiple
Measurement Vector, Convex Optimization
1. INTRODUCTION
In Compressed Sensing (CS) the problem is to recover a
sparse vector from its random low dimensional Fourier
projections that may be corrupted by noise.
1 1 1
,
n nN N n
y H x n N j
· · · ·
? - > (1)
where x is the high dimensional s-sparse vector to be
recovered, H is the random/Fourier projection, y is the lower
dimensional projection of x cpf さ ku vjg pqkug *cuuwogf vq
be Normally distributed).
An extension of the Single Measurement Vector (SMV)
problem represented by (1) is the Multiple Measurement
Vector (MMV) problem. For MMV, a set of vectors with a
common sparse support are to be recovered. By common
support, it is meant that all the vectors have non-zero
coefficients at the same positions. The MMV model is,
, 1...r
j j j
y Hx j j ? - ? (2)
where y
j
is the lower dimensional projection corresponding
to x
j
(all x
j
Óu have a common support as mentioned earlier).
The rest of the symbols have the same meanings as in (1).
It is possible to represent (2) in the following compact form,
Y HX N ? - (3)
where ] _
1
| ... |
r
Y y y ? , ] _
1
| ... |
r
X x x ? and ] _
1
| ... |
r
N j j ? .
Since the unknown vectors (xÓu+ jcxg c eqooqp urctug
support, the matrix X will be row-sparse. The MMV
problem has been studied in the past [1-5]. Optimization
based recovery methods recover X by solving the following
problem
2
,
min subject to
p
mp F
X
X Y HX g / ~ (4)
where
,
1
n
p
p
j
mp
m
j
X X
›
?
?
Â
(
j
X
›
is the vector whose entries
form the j
th
row of X), .
F
denotes the Frobenius norm (l
2
-
norm of all the elements) of the matrix and i is a parameter
dependent on the variance of noise.
Kp ]4_. vjg xcnwgu o?4 cpf rø3 ygtg rtqrqugf0 Ukpeg xcnwgu
of p. such as p<1, make the problem non-convex, m=2 and
p=1 are used [6]. Thus the inverse problem (3) is solved via,
2
2,1
min subject to
F
X
X Y HX g / ~ (5)
The choice of such values for the norms can be understood
intuitively. The l
2
-norm over the rows (
j
X
›
Óu+ gphqtegu
non-zero values on all the elements of the row vector
whereas the summation over the l
2
-norm (
2
1
r
j
j
X
›
?
Â
)
enforces row-sparsity, i.e. the selection of few rows.
MMV problems arise in varied areas of applied signal
processing like communication [7], Seismic Imaging [8] and
MRI [9, 10]. For example, in multi-echo T1/T2 weighted
MR imaging, the same anatomical cross section is imaged
by varying certain parameters in order to acquire images
with differing tissue contrasts. It has been argued in [9, 10],
that such multi-echo images have a common sparse support
in the wavelet domain.
It is possible to recover the signal by (5) when the
signal itself is sparse. However in MRI, the image to be
recovered is not sparse, but has a sparse representation in
some transform domains (e.g. finite difference). In such a
case the synthesis prior formulation (5) is not applicable.
Once needs to employ the following analysis prior
formulation,
2
2,1
min subject to
F
X
AX Y HX g / ~ (6)
where A is the sparsifying transform.
The Spectral Projected Gradient L1 algorithm [6] solves
the synthesis prior joint-sparse MMV recovery problem (5).
There is no existing algorithm to solve the analysis prior
problem (6). In this paper we propose algorithms for solving
the synthesis prior (5) and the analysis prior problems using
the Majorization-Minimization approach. These algorithms
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