Computational Methods for Sparse Solution of Linear Inverse Problems

• Published in: Proceedings of the IEEE Vol. 98; no. 6; pp. 948 - 958
• Main Authors: Tropp, Joel A., Wright, Stephen J.
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.06.2010; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Approximation; Approximation algorithms; Collection; Compressed sensing; Computation; convex optimization; Dictionaries; Electrical engineering; Inverse problems; Least squares approximation; matching pursuit; Matching pursuit algorithms; Mathematical analysis; Mathematical models; Mathematics; Signal processing; Signal processing algorithms; sparse approximation; Statistics

The goal of the sparse approximation problem is to approximate a target signal using a linear combination of a few elementary signals drawn from a fixed collection. This paper surveys the major practical algorithms for sparse approximation. Specific attention is paid to computational issues, to the...