arXiv · 1405.1502
Robust iterative hard thresholding for compressed sensing
Abstract
Compressed sensing (CS) or sparse signal reconstruction (SSR) is a signal processing technique that exploits the fact that acquired data can have a sparse representation in some basis. One popular technique to reconstruct or approximate the unknown sparse signal is the iterative hard thresholding (IHT) which however performs very poorly under non-Gaussian noise conditions or in the face of outliers (gross errors). In this paper, we propose a robust IHT method based on ideas from $M$-estimation that estimates the sparse signal and the scale of the error distribution simultaneously. The method has a negligible performance loss compared to IHT under Gaussian noise, but superior performance under heavy-tailed non-Gaussian noise conditions.
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Esa Ollila, Hyon-Jung Kim, Visa Koivunen. 2014-05-07. Robust iterative hard thresholding for compressed sensing. https://arxiv.org/abs/1405.1502
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