On signal reconstruction in white noise using dictionaries

  • Authors:

  • G. K. Golubev

  • Affiliations:

  • Kharkevich Institute for Information Transmission Problems, RAS, Moscow, Russia and University of Provence Aix-Marseille I, Marseille, France

  • Venue:
  • Problems of Information Transmission
  • Year:
  • 2009

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Abstract

Assume that we observe a Gaussian vector Y = Xβ + 驴驴, where X is a known p 脳 n matrix with p 驴 n, β 驴 驴 n is an unknown vector, and 驴 驴 驴 n is a standard Gaussian white noise. The problem is to reconstruct Xβ from observations Y, provided that β is a sparse vector.