Introduction to compressed sensing

TLDR: In this article, the authors provide an up-to-date review of the basics of the theory underlying CS and algorithms for sparse recovery in finite dimensions, focusing primarily on the theory and algorithms.

Abstract: Compressed sensing (CS) is an exciting, rapidly growing, field that has attracted considerable attention in signal processing, statistics, and computer science, as well as the broader scientific community. Since its initial development only a few years ago, thousands of papers have appeared in this area, and hundreds of conferences, workshops, and special sessions have been dedicated to this growing research field. In this chapter, we provide an up-to-date review of the basics of the theory underlying CS. This chapter should serve as a review to practitioners wanting to join this emerging field, and as a reference for researchers. We focus primarily on the theory and algorithms for sparse recovery in finite dimensions. In subsequent chapters of the book, we will see how the fundamentals presented in this chapter are expanded and extended in many exciting directions, including new models for describing structure in both analog and discrete-time signals, new sensing design techniques, more advanced recovery results and powerful new recovery algorithms, and emerging applications of the basic theory and its extensions. Introduction We are in the midst of a digital revolution that is driving the development and deployment of new kinds of sensing systems with ever-increasing fidelity and resolution. The theoretical foundation of this revolution is the pioneering work of Kotelnikov, Nyquist, Shannon, and Whittaker on sampling continuous-time bandlimited signals [162, 195, 209, 247]. Their results demonstrate that signals, images, videos, and other data can be exactly recovered from a set of uniformly spaced samples taken at the so-called Nyquist rate of twice the highest frequency present in the signal of interest.