Analysis of MMSE estimation for compressive sensing of block sparse signals

Mikko Vehkaperä, Saikat Chatterjee, Mikael Skoglund

Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientificpeer-review

5 Citations (Scopus)

Abstract

Minimum mean square error (MMSE) estimation of block sparse signals from noisy linear measurements is considered. Unlike in the standard compressive sensing setup where the non-zero entries of the signal are independently and uniformly distributed across the vector of interest, the information bearing components appear here in large mutually dependent clusters. Using the replica method from statistical physics, we derive a simple closed-form solution for the MMSE obtained by the optimum estimator. We show that the MMSE is a version of the Tse-Hanly formula with system load and MSE scaled by a parameter that depends on the sparsity pattern of the source. It turns out that this is equal to the MSE obtained by a genie-aided MMSE estimator which is informed in advance about the exact locations of the non-zero blocks. The asymptotic results obtained by the non-rigorous replica method are found to have an excellent agreement with finite sized numerical simulations.
Original languageEnglish
Title of host publication2011 IEEE Information Theory Workshop
Pages553-557
ISBN (Electronic)978-1-4577-0437-6, 978-1-4577-0436-9
DOIs
Publication statusPublished - 21 Dec 2011
MoE publication typeA4 Article in a conference publication
Event2011 IEEE Information Theory Workshop, ITW 2011 - Paraty, Brazil
Duration: 16 Oct 201120 Oct 2011

Conference

Conference2011 IEEE Information Theory Workshop, ITW 2011
CountryBrazil
CityParaty
Period16/10/1120/10/11

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Mean square error
Error analysis
Bearings (structural)
Physics
Computer simulation

Cite this

Vehkaperä, M., Chatterjee, S., & Skoglund, M. (2011). Analysis of MMSE estimation for compressive sensing of block sparse signals. In 2011 IEEE Information Theory Workshop (pp. 553-557). [6089563] https://doi.org/10.1109/ITW.2011.6089563
Vehkaperä, Mikko ; Chatterjee, Saikat ; Skoglund, Mikael. / Analysis of MMSE estimation for compressive sensing of block sparse signals. 2011 IEEE Information Theory Workshop. 2011. pp. 553-557
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Vehkaperä, M, Chatterjee, S & Skoglund, M 2011, Analysis of MMSE estimation for compressive sensing of block sparse signals. in 2011 IEEE Information Theory Workshop., 6089563, pp. 553-557, 2011 IEEE Information Theory Workshop, ITW 2011, Paraty, Brazil, 16/10/11. https://doi.org/10.1109/ITW.2011.6089563

Analysis of MMSE estimation for compressive sensing of block sparse signals. / Vehkaperä, Mikko; Chatterjee, Saikat; Skoglund, Mikael.

2011 IEEE Information Theory Workshop. 2011. p. 553-557 6089563.

Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientificpeer-review

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Vehkaperä M, Chatterjee S, Skoglund M. Analysis of MMSE estimation for compressive sensing of block sparse signals. In 2011 IEEE Information Theory Workshop. 2011. p. 553-557. 6089563 https://doi.org/10.1109/ITW.2011.6089563