$\ell_1$ Minimization with Noisy Data

  • Authors:
  • P. Wojtaszczyk

  • Affiliations:
  • wojtaszczyk@mimuw.edu.pl

  • Venue:
  • SIAM Journal on Numerical Analysis
  • Year:
  • 2012

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Abstract

Compressed sensing aims at recovering a sparse signal $x\in \mathbb{R}^N$ from few nonadaptive, linear measurements $\Phi(x)$ given by a measurement matrix $\Phi$. One of the fundamental recovery algorithms is an $\ell_1$ minimization. In this paper we investigate the situation when our measurement $\Phi(x)$ is contaminated by arbitrary noise under the assumption that the matrix $\Phi$ satisfies the restricted isometry property. This complements results from [Candès, Romberg, and Tao, Comm. Pure Appl. Math., 59 (2006), pp. 1207-1223] and [DeVore, Petrova, and Wojtaszczyk, Appl. Comput. Harmon. Anal., 27 (2009), pp. 275-288].