Abstract
Recovering a sparse signal from an undersampled set of random linear measurements is the main problem of interest in compressed sensing. In this paper, we consider the case where both the signal and the measurements are complex-valued. We study the popular recovery method of l1- regularized least squares or LASSO.While several studies have shown that LASSO provides desirable solutions under certain conditions, the precise asymptotic performance of this algorithm in the complex setting is not yet known. In this paper, we extend the approximate message passing (AMP) algorithm to solve the complex-valued LASSO problem and obtain the complex approximate message passing algorithm (CAMP). We then generalize the state evolution framework recently introduced for the analysis of AMP to the complex setting. Using the state evolution, we derive accurate formulas for the phase transition and noise sensitivity of both LASSO and CAMP. Our theoretical results are concerned with the case of i.i.d. Gaussian sensing matrices. Simulations confirm that our results hold for a larger class of random matrices.
Original language | English (US) |
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Article number | 6478821 |
Pages (from-to) | 4290-4308 |
Number of pages | 19 |
Journal | IEEE Transactions on Information Theory |
Volume | 59 |
Issue number | 7 |
DOIs | |
State | Published - Jul 2013 |
Keywords
- Approximate message passing (AMP)
- Complexvalued LASSO
- Compressed sensing (CS)
- Minimax analysis
ASJC Scopus subject areas
- Information Systems
- Computer Science Applications
- Library and Information Sciences