Stable recovery of sparse signals and an oracle inequality

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. Furthermore, the condition is proved to be sharp. A specific counterexample is given. In addition, an oracle inequality is derived under the mutual incoherence condition in the case of Gaussian noise.

• Type: Journal
• Year: 2010
• Where: TIT
• Authors: T. Tony Cai, Lie Wang, Guangwu Xu
• Keywords: Education, Mutual Incoherence Condition, Noiseless Case, Sparse Signal Recovery, TIT 2010