Stable Recovery of Sparse Signals and an Oracle InequalityTony Cai, Lie Wang and Guangwu Xu
Stable Recovery of Sparse Signals and an Oracle InequalityTony Cai, Lie Wang and Guangwu Xu
- Abstract: This article considers sparse signal recovery in the presence of noise. A mutual incoherence condition which was previously used for exact recovery in the noiseless case is shown to be sufficient for stable recovery in the noisy case. Both bounded noise and Gaussian noise settings are considered. Furthermore, the condition is shown to be sharp. In addition, an oracle inequality is given under the mutual incoherence condition.
- Paper: pdf file.