Maximum likelihood estimation under partial sparsity constraints

• Published in: Proceedings of the ... IEEE International Conference on Acoustics, Speech and Signal Processing (1998) pp. 6421 - 6425
• Main Authors: Routtenberg, Tirza, Eldar, Yonina C., Lang Tong
• Format: Conference Proceeding
• Language: English
• Published: IEEE 01.05.2013
• Subjects: Compressed sensing; constrained Cramér-Rao; Matching pursuit algorithms; Maximum likelihood estimation; Signal to noise ratio; Sparse matrices; Sparsity; Vectors

We consider the problem of estimating two deterministic vectors in a linear Gaussian model where one of the unknown vectors is subject to a sparsity constraint. We derive the maximum likelihood estimator for this problem and develop the Projected Orthogonal Matching Pursuit (POMP) algorithm for its...