A fast algorithm for nonconvex approaches to sparse recovery problems
Signal Processing
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Compressed sensing is a new paradigm for signal recovery and sampling. It states that a relatively small number of linear measurements of a sparse signal can contain most of its salient information and that the signal can be exactly reconstructed from these highly incomplete observations. The major challenge in practical applications of compressed sensing consists in providing efficient, stable and fast recovery algorithms which, in a few seconds, evaluate a good approximation of a compressible image from highly incomplete and noisy samples. In this paper, we propose to approach the compressed sensing image recovery problem using adaptive nonlinear filtering strategies in an iterative framework, and we prove the convergence of the resulting two-steps iterative scheme. The results of several numerical experiments confirm that the corresponding algorithm possesses the required properties of efficiency, stability and low computational cost and that its performance is competitive with those of the state of the art algorithms.