978-1-4799-2764-7/13/$31.00 ©2013 IEEE 1660
2013 6th International Congress on Image and Signal Processing (CISP 2013)
Rewighted L1-Minimization for Sparse Solutions to
Underdetermined Linear Systems
Zhengguang Xie
School of Electronics and Information
Nantong University
Nantong City, China
Jianping Hu
Library of Nantong University
Nantong University
Nantong City, China
Abstract—We proposed a simple and efficient iteratively
reweighted algorithm with iterative support set to improve the
recover performance for compressive sensing (CS). The
numerical experiential results demonstrate that the new method
outperforms in successful probabilities, compared with classical
1
l
-minimization and other iteratively reweighted
1
l
-algorithms.
Keywords- Compressive sensing;
1
l
-Minimization; Reweighted
algorithm; Support set; Merit function.
I. INTRODUCTION
Compressive sensing (CS) theory present [1-3] that any
signals
1
0
N
R
×
∈x ( N is the number of entries of
0
x ) which
has a limited number of nonzero entries
(
0
0
{: 0}
i
l
ix N=≠<<x
), e.g., the coefficient sequence
of the signals in the appropriate frame/basis, can be
reconstructed by solving the combinatorial optimization
problem
)
0
0
Pmin
l
subject to =
x
xAxy (1)
here
MN
R
×
∈A ,
1M
R
×
∈y , MN<< , M is the number of
measurements or entries of
y . Theoretically, the program
)
0
P can perfectly recover all sparse signals
0
x obeying
0
0
/2
l
M≤x
. However, this is of little practical use, since
the optimization problem
)
0
P is non-convex and generally
impossible to solve in polynomial time since its solution
usually requires an intractable combinational search.
It is well-known that
1
l
-norm is the convex envelope of
0
l
x over the region {: 1}
l
∞
≤xx . One of the main
approaches, and widely used, to attack
)
0
P is through
1
l
-
minimization (
1
1
N
l
i
i
x
=
=
∑
x ), which leads to the more
tractable problem:
)
1
1
Pmin
l
subject to =
x
xAxy (2)
Unlike
)
0
P , this problem is convex—it can actually be
recast as a linear program—and hence can be solved very
efficiently. Various conditions (mutual coherence (MC)[4],
restricted isometric property/Condition (RIP or RIC) [5], and
null space property (NSP) [4]) for the relationship
0 1
arg m in{ : } { } arg min{ : }
ll
x== = =
*
xAxy x Axy
(3)
have been developed. It has been shown, in terms of sparse
signal recovery, that
1
l
-minimization allows recovery of sparse
signals from remarkably few measurements: supposing
A is
chosen randomly from a suitable distribution, then with very
high probability, all sparse signals
0
x for which
0
0
/
l
M α≤x
with (log( / ))ONMα = can be perfectly
recovered by using
)
1
P . A comprehensive discussion and
survey of recent results in this field can be found in [1, 6-7].
Inspired by the efficiency of
1
l
-minimization, it is natural
to ask whether there are other alternatives to outperform
1
l
-
minimization in finding sparse solutions of linear systems.
Numerical experiments indicate that the iteratively reweighted
1
l
-minimization does have an advantage over un-weighted
1
l
-
minimization in many situations [8-22] to find sparsity
solution, which can be formulate weighted
1
l
-problems
1
()WP as follows.
1
1
() () ()
1
()min
N
ii i
l
R
WP subject to
×
∈x
Wx Ax =y (4)
where
() ()
diag( )
ii
w=w and
() () () () ()
12
( , ,, ,, ) R
iiiiiTN
jN
wwwww
+
=∈"" ( means positive
real number ) is the vector of weights determined by the
previous iterate
(1) (1) (1) (1)
1
(,, ,, )R
iiiiTN
jN
xxx
−−−−
=∈x "" .
The novel contribution of this paper is a new and fast
iteratively reweighted algorithm for CS decoding. The
numerical experiential results show good performance of the
proposed algorithm in successful probabilities, in comparison
to classical
1
l
-minimization and other existing algorithms.
In Sect. 2, we summarize the unified framework of
reweighted
1
l
-minimization, and give out merit functions for