This thesis develops new mathematical theory and presents novel recovery algorithms for discrete linear dynamical systems (LDS) with sparsity constraints on either control inputs or initial state. The recovery problems in this framework manifest as the problem of reconstructing one or more sparse signals from a set of noisy underdetermined linear measurements. The goal of our work is to design algorithms for sparse signal recovery which can exploit the underlying structure in the measurement matrix and the unknown sparse vectors, and to analyze the impact of these structures on the efficacy of the recovery. We answer three fundamental and interconnected questions on sparse signal recovery problems that arise in the context of LDS. First, what are necessary and sufficient conditions for the existence of a sparse solution? Second, given that a sparse solution exists, what are good low-complexity algorithms that ...

Many signal and image processing applications have benefited remarkably from the theory of sparse representations. In its classical form this theory models signal as having a sparse representation under a given dictionary -- this is referred to as the "Synthesis Model". In this work we focus on greedy methods for the problem of recovering a signal from a set of deteriorated linear measurements. We consider four different sparsity frameworks that extend the aforementioned synthesis model: (i) The cosparse analysis model; (ii) the signal space paradigm; (iii) the transform domain strategy; and (iv) the sparse Poisson noise model. Our algorithms of interest in the first part of the work are the greedy-like schemes: CoSaMP, subspace pursuit (SP), iterative hard thresholding (IHT) and hard thresholding pursuit (HTP). It has been shown for the synthesis model that these can achieve a stable recovery ...

Over the last decade there has been an increasing interest in solutions for the continuous monitoring of health status with wireless, and in particular, wearable devices that provide remote analysis of physiological data. The use of wireless technologies have introduced new problems such as the transmission of a huge amount of data within the constraint of limited battery life devices. The design of an accurate and energy efficient telemonitoring system can be achieved by reducing the amount of data that should be transmitted, which is still a challenging task on devices with both computational and energy constraints. Furthermore, it is not sufficient merely to collect and transmit data, and algorithms that provide real-time analysis are needed. In this thesis, we address the problems of compression and analysis of physiological data using the emerging frameworks of Compressive Sensing (CS) and sparse ...

Compressed sensing (CS) is a recently introduced signal acquisition framework that goes against the traditional Nyquist sampling paradigm. CS demonstrates that a sparse, or compressible, signal can be acquired using a low rate acquisition process. Since noise is always present in practical data acquisition systems, sensing and reconstruction methods are developed assuming a Gaussian (light-tailed) model for the corrupting noise. However, when the underlying signal and/or the measurements are corrupted by impulsive noise, commonly employed linear sampling operators, coupled with Gaussian-derived reconstruction algorithms, fail to recover a close approximation of the signal. This dissertation develops robust sampling and reconstruction methods for sparse signals in the presence of impulsive noise. To achieve this objective, we make use of robust statistics theory to develop appropriate methods addressing the problem of impulsive noise in CS systems. We develop a generalized Cauchy distribution (GCD) ...

During the last decades, information is being gathered and processed at an explosive rate. This fact gives rise to a very important issue, that is, how to effectively and precisely describe the information content of a given source signal or an ensemble of source signals, such that it can be stored, processed or transmitted by taking into consideration the limitations and capabilities of the several digital devices. One of the fundamental principles of signal processing for decades is the Nyquist-Shannon sampling theorem, which states that the minimum number of samples needed to reconstruct a signal without error is dictated by its bandwidth. However, there are many cases in our everyday life in which sampling at the Nyquist rate results in too many data and thus, demanding an increased processing power, as well as storage requirements. A mathematical theory that emerged ...

In direction finding (DF) applications, there are several factors affecting the estimation accuracy of the direction-of-arrivals (DOA) of unknown source locations. The major distortions in the estimation process are due to the array imperfections, model mismatches and multipath. The array imperfections usually exist in practical applications due to the nonidealities in the antenna array such as mutual coupling (MC) and gain/phase uncertainties. The model mismatches usually occur when the model of the received signal differs from the signal model used in the processing stage of the DF system. Another distortion is due to multipath signals. In the multipath scenario, the antenna array receives the transmitted signal from more than one path with different directions and the array covariance matrix is rank-deficient. In this thesis, three new methods are proposed for the problems in DF applications in the presence of array ...

Sparse signal recovery consists of algorithms that are able to recover undersampled high dimensional signals accurately. These algorithms require fewer measurements than traditional Shannon/Nyquist sampling theorem demands. Sparse signal recovery has found many applications including magnetic resonance imaging, electromagnetic inverse scattering, radar/sonar imaging, seismic data collection, sensor array processing and channel estimation. The focus of this thesis is on electromagentic inverse scattering problem and joint estimation of the frequency offset and the channel impulse response in OFDM. In the electromagnetic inverse scattering problem, the aim is to find the electromagnetic properties of unknown targets from measured scattered field. The reconstruction of closely placed point-like objects is investigated. The application of the greedy pursuit based sparse recovery methods, OMP and FTB-OMP, is proposed for increasing the reconstruction resolution. The performances of the proposed methods are compared against NESTA and MT-BCS methods. ...

Ill-posed inverse problems appear in many signal and image processing applications, such as deblurring, super-resolution and compressed sensing. The common approach to address them is to design a specific algorithm, or recently, a specific deep neural network, for each problem. Both signal processing and machine learning tactics have drawbacks: traditional reconstruction strategies exhibit limited performance for complex signals, such as natural images, due to the hardness of their mathematical modeling; while modern works that circumvent signal modeling by training deep convolutional neural networks (CNNs) suffer from a huge performance drop when the observation model used in training is inexact. In this work, we develop and analyze reconstruction algorithms that are not restricted to a specific signal model and are able to handle different observation models. Our main contributions include: (a) We generalize the popular sparsity-based CoSaMP algorithm to any signal ...

The idea of balancing the resources spent in the acquisition and encoding of natural signals strictly to their intrinsic information content has interested nearly a decade of research under the name of compressed sensing. In this doctoral dissertation we develop some extensions and improvements upon this technique’s foundations, by modifying the random sensing matrices on which the signals of interest are projected to achieve different objectives. Firstly, we propose two methods for the adaptation of sensing matrix ensembles to the second-order moments of natural signals. These techniques leverage the maximisation of different proxies for the quantity of information acquired by compressed sensing, and are efficiently applied in the encoding of natural signals with minimum complexity digital hardware. Secondly, we focus on the possibility of using compressed sensing as a method to provide a partial, yet cryptanalysis-resistant form of encryption. In ...

Many scientific and engineering problems require us to process measurements and data in order to extract information. Since we base decisions on information, it is important to design accurate and efficient processing algorithms. This is often done by modeling the signal of interest and the noise in the problem. One type of modeling is Compressed Sensing, where the signal has a sparse or low-rank representation. In this thesis we study different approaches to designing algorithms for sparse and low-rank problems. Greedy methods are fast methods for sparse problems which iteratively detects and estimates the non-zero components. By modeling the detection problem as an array processing problem and a Bayesian filtering problem, we improve the detection accuracy. Bayesian methods approximate the sparsity by probability distributions which are iteratively modified. We show one approach to making the Bayesian method the Relevance Vector ...

Compressed Sensing (CS) is a widely used technique for efficient signal acquisition, in which a very small number of (possibly noisy) linear measurements of an unknown signal vector are taken via multiplication with a designed ‘sensing matrix’ in an application-specific manner, and later recovered by exploiting the sparsity of the signal vector in some known orthonormal basis and some special properties of the sensing matrix which allow for such recovery. We study three new applications of CS, each of which poses a unique challenge in a different aspect of it, and propose novel techniques to solve them, advancing the field of CS. Each application involves a unique combination of realistic assumptions on the measurement noise model and the signal, and a unique set of algorithmic challenges. We frame Pooled RT-PCR Testing for COVID-19 – wherein RT-PCR (Reverse Transcription Polymerase Chain ...

Today’s society is characterized by an abundance of data that is generated at an unprecedented velocity. However, much of this data is immediately thrown away by compression or information extraction. In a compressed sensing (CS) setting the inherent sparsity in many datasets is exploited by avoiding the acquisition of superfluous data in the first place. We combine this technique with tensors, or multiway arrays of numerical values, which are higher-order generalizations of vectors and matrices. As the number of entries scales exponentially in the order, tensor problems are often large-scale. We show that the combination of simple, low-rank tensor decompositions with CS effectively alleviates or even breaks the so-called curse of dimensionality. After discussing the larger data fusion optimization framework for coupled and constrained tensor decompositions, we investigate three categories of CS type algorithms to deal with large-scale problems. First, ...

This dissertation is the combination of three manuscripts –either published in or submitted to journals– on compressive sensing of propeller noise for detection, identification and localization of water crafts. Propeller noise, as a result of rotating blades, is broadband and radiates through water dominating underwater acoustic noise spectrum especially when cavitation develops. Propeller cavitation yields cyclostationary noise which can be modeled by amplitude modulation, i.e., the envelope-carrier product. The envelope consists of the so-called propeller tonals representing propeller characteristics which is used to identify water crafts whereas the carrier is a stationary broadband process. Sampling for propeller noise processing yields large data sizes due to Nyquist rate and multiple sensor deployment. A compressive sensing scheme is proposed for efficient sampling of second-order cyclostationary propeller noise since the spectral correlation function of the amplitude modulation model is sparse as shown in ...

This work aims at exploiting compressive sensing paradigms in order to reduce the cost of statistical learning tasks. We first provide a reminder of compressive sensing bases and describe some statistical analysis tasks using similar ideas. Then we describe a framework to perform parameter estimation on probabilistic mixture models in a case where training data is compressed to a fixed-size representation called a sketch. We formulate the estimation as a generalized inverse problem for which we propose a greedy algorithm. We experiment this framework and algorithm on an isotropic Gaussian mixture model. This proof of concept suggests the existence of theoretical recovery guarantees for sparse objects beyond the usual vector and matrix cases. We therefore study the generalization of linear inverse problems stability results on general signal models encompassing the standard cases and the sparse mixtures of probability distributions. We ...

The sparse signal recovery, which appears not only in compressed sensing but also in other related problems such as sparse overcomplete representations, denoising, sparse learning, etc. has drawn a large attraction in the last decade. The literature contains a vast number of recovery methods, which have been analysed in theoretical and empirical aspects. This dissertation presents novel search-based sparse signal recovery methods. First, we discuss theoretical analysis of the orthogonal matching pursuit algorithm with more iterations than the number of nonzero elements of the underlying sparse signal. Second, best-fi rst tree search is incorporated for sparse recovery by a novel method, whose tractability follows from the properly de fined cost models and pruning techniques. The proposed method is evaluated by both theoretical and empirical analyses, which clearly emphasize the improvements in the recovery accuracy. Next, we introduce an iterative two ...