D. Wang, Z. Zhang / Digital Signal Processing 89 (2019) 131–144 133
multiple signal classification algorithm (MUSIC) to handle a rank
defective problem in the MMV model. The algorithm provides a
two-stage framework to recover the MMV sparse signals contain-
ing
k nonzero rows. The first stage identifies the k − s entries
of the support by using a conventional MMV algorithm, while
the remaining s entries are determined by applying MUSIC on
an augmented subspace. The authors claimed that the compres-
sive
MUSIC could make the l
0
bound as s approaches the nonzero
support size k. Relatively, MUSIC performs well over the conven-
tional
MMV approaches. In order to fully exploit the advantages
of MUSIC to relax the condition and reduce the iterations, Wen et
al. [32]suggested a semisupervised MUSIC (SS-MUSIC) approach
to recover the support reliably under unfavorable rank-defective
situations in the MMV problem. In SS-MUSIC, both the labeled
MMV and some reliable unlabeled atoms are iteratively exploited
for classifier construction. Hence, the inadequate supervised infor-
mation
in rank defective MMV can be additionally compensated
from those unlabeled data so as to increase the discrimination of
the classifier. As a consequence, SS-MUSIC can successfully classify
all atoms within k − s iterations. In addition, Blanchard et al. [33]
extended
five known greedy algorithms to solve MMV problems,
e.g., iterative hard thresholding (IHT), normalized IHT (NIHT), etc.
However, the recovery bound acquired by the simultaneous NIHT
algorithm is linearly dependent on the l
2
-norm of the noise matrix,
which makes that the approach can not ensure to provide accu-
rate
reconstruction when heavy-tailed noise appears. To this end,
Ollila [30]developed a robust simultaneous NIHT (SNIHT) method
to simultaneously compute the estimate of MMV’s sparse signal
matrix and the scale of the related error distribution, depending
on Huber’s criterion and the HUB-SNIHT algorithm. By comparison
against SNIHT, HUB-SNIHT can obtain MMV’s joint sparse signals
well when noise is heavy-tailed non-Gaussian.
B.
Mixed norm optimization
The
recent works have shown that the mixed norm optimiza-
tion
approach is an effective tool for MMV problems with Gaus-
sian
noise. Some valuable achievements [6,13,28,34,35]are concen-
trated
on studying deterministic optimization approaches to han-
dle
l
p,q
-norm minimization models. For instance, Cotter et al. [6]
acquired
an improved M-FOCUSS, replying upon factored gradient
descent inspirations. They claimed that in the case of q = 1, once
the algorithm did not get stuck into a fixed point, it could converge
to a local or global point. Hyder et al. [13]developed a robust l
2,0
approximation algorithm so-called JLZA for MMV joint-sparse re-
covery
problems. JLZA could get a clear performance improvement
than other convex relaxation algorithms and also could achieve
satisfactory sparse signal recovery with a very high probability.
However, when non-Gaussian noise is included in MMV problems,
less original work can be found in the literature. We notice that He
et al. [28]acquired a smooth block successive minimization algo-
rithm
for an MMV sparse recovery problem with impulsive noise.
In their work, the impulsive signals are expressed by a generalized
l
p
-norm divergence function which differs from the conventional
residual l
2
-norm metric function, while a smooth approximation
function is adopted to replace the non-smoothness l
2,0
joint sparse
measurement function. After that, such an MMV problem is formu-
lated
by a smooth approximate model solved by a block coordinate
descent method with successive quadratic upper-bound minimiza-
tion
(SQUM). The SQUM could achieve outlier-robust sparse recov-
ery.
C.
Robust MMV Bayesian approach
Bayesian
theory-based sparse signal recovery approaches have
recently received much attention in the field of CS, as they can
achieve satisfactory recovery performance by comparison against
some popular l
1
-norm minimization algorithms and FOCUSS ap-
proaches,
and especially can provide posterior distribution for the
sparse signal [16]. On the basis of the Bayesian sparse recovery
method [37], multiple kinds of robust Bayesian algorithms can be
derived to solve the unconstrained l
p,0
-norm (p ≥ 1) minimization
model. Wipf et al. [15] obtained a multiple sparse Bayesian learn-
ing
(MSBL) algorithm for a MMV model, after extending their SBL
approach [38] specifically designed for SMV problems. Zhang et
al. [16]proposed a fast temporal MSBL for efficiently coping with
an MMV model which required all elements in each nonzero row
of the solution matrix be temporally correlated. All these acquired
Bayesian methods belong to the category of two-level hierarchical
estimation capable of being utilized to construct the sparse prior,
in which the expectation-maximization (EM) algorithm performs
the estimates of unknown parameters and random variables. How-
ever,
the EM algorithm has a serious drawback, namely it needs
the knowledge of the posterior of the hidden variables.
Fortunately,
variational methodology, an iterative approach, can
ameliorate EM’s shortcomings and become increasingly popular in
the signal processing community. It can utilize an approximation to
estimate the posterior of the hidden variables given the observa-
tions.
Based on this approximation, Bayesian inference is possible
by maximizing a lower bound of the likelihood function which also
guarantees local convergence. This indicates that sparse recovery
problems can be solved by VB approaches [19,20,22,25,36]. In or-
der
to address the problem of adaptive sparse signal estimation
and system identification, Themelis et al. [19]designed a unify-
ing
framework of sparse VB algorithms to facilitate the posterior
inference of the hidden variables by employing heavy-tailed pri-
ors
at a conjugate hierarchical form. Babacan et al. [20]presented
a general class of multivariate priors for group-sparse modeling
under
the Bayesian framework, while gaining some estimation pro-
cedures
used for such priors in terms of variational inference. The
reported experimental results suggested that the proposed formu-
lation
was very powerful and provided better estimation perfor-
mance
than state-of-the-art deterministic approaches. Additionally,
outliers and non-Gaussian noise, presented in MMV problems can
be also handled effectively by the reported VB methods. Shang et
al. [22]claimed that impulsive noise could be modeled by Student-
t
distributions and then the VB method VB-JSR was designed to
find the approximate posterior distribution required by Bayesian
inference. Their experiments indicated that VB-JSR can offer much
better recovery performance than their compared algorithms.
3. Preliminaries and problem statement
3.1. Optimization approaches on MMV sparse signal recov ery
Let ∈ R
M×N
(M N) denote a known sensing matrix, y and
e represent a measurement vector and an unknown noise vec-
tor
in R
M
, respectively. Assume that any two columns in are
linearly independent. Mathematically, the basic SMV sparse signal
recovery problem is to recover the N-dimensional k-sparse signal
vector x satisfying
y = x +e, (1)
where k-sparse denotes that there are at most k nonzero elements
in x. Correspondingly, once L measurement vectors are available in
some applications, the MMV sparse signals recovery problem [6],
called the MMV problem, is to find a k -rowsparse signal matrix
X ∈R
N×L
subjected to
Y = X +E, (2)
where k-rowsparse represents that there exist at most k (k < M)
nonzero row vectors in X, Y ∈ R
M×L
is a measurement matrix
composed of L column measurement vectors and E ∈ R
M×L
is a