Exact and Stable Recovery of Sequences of Signals with Sparse Increments via Differential _1-Minimization

no code implementations • NeurIPS 2012 • Demba Ba, Behtash Babadi, Patrick Purdon, Emery Brown

We consider the problem of recovering a sequence of vectors, $(x_k)_{k=0}^K$, for which the increments $x_k-x_{k-1}$ are $S_k$-sparse (with $S_k$ typically smaller than $S_1$), based on linear measurements $(y_k = A_k x_k + e_k)_{k=1}^K$, where $A_k$ and $e_k$ denote the measurement matrix and noise, respectively.

Compressive Sensing