From Bernoulli–Gaussian Deconvolution to Sparse Signal Restoration

  • Authors:
  • Charles Soussen;Jérôme Idier;David Brie;Junbo Duan

  • Affiliations:
  • Centre de Recherche en Automatique de Nancy (CRAN, UMR 7039, Nancy-University, CNRS), Vandœuvre-lès-Nancy, France;Institut de Recherche en Communications et Cybernétique de Nantes (IRCCyN, UMR CNRS 6597), Nantes, France;Centre de Recherche en Automatique de Nancy (CRAN, UMR 7039, Nancy-University, CNRS), Vandœuvre-lès-Nancy, France;Department of Biomedical Engineering and Biostatistics, Tulane University, New Orleans, LA, USA

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2011

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Abstract

Formulated as a least square problem under an $\ell_0$ constraint, sparse signal restoration is a discrete optimization problem, known to be NP complete. Classical algorithms include, by increasing cost and efficiency, matching pursuit (MP), orthogonal matching pursuit (OMP), orthogonal least squares (OLS), stepwise regression algorithms and the exhaustive search. We revisit the single most likely replacement (SMLR) algorithm, developed in the mid-1980s for Bernoulli–Gaussian signal restoration. We show that the formulation of sparse signal restoration as a limit case of Bernoulli–Gaussian signal restoration leads to an $\ell_0$-penalized least square minimization problem, to which SMLR can be straightforwardly adapted. The resulting algorithm, called single best replacement (SBR), can be interpreted as a forward–backward extension of OLS sharing similarities with stepwise regression algorithms. Some structural properties of SBR are put forward. A fast and stable implementation is proposed. The approach is illustrated on two inverse problems involving highly correlated dictionaries. We show that SBR is very competitive with popular sparse algorithms in terms of tradeoff between accuracy and computation time.