Greedy Subspace Pursuit for Joint Sparse Recovery

TL;DR

This paper introduces a greedy algorithm called TSMP for joint sparse recovery in MMV problems, achieving near-optimal measurement bounds with improved efficiency and performance guarantees over existing methods.

Contribution

The paper proposes TSMP, a greedy algorithm that approaches the theoretical lower bound for measurements in MMV sparse recovery, with better efficiency and guarantees than prior algorithms.

Findings

TSMP outperforms existing greedy methods in simulations.

The measurement requirement for TSMP converges rapidly to the lower bound.

TSMP has low computational complexity.

Abstract

In this paper, we address the sparse multiple measurement vector (MMV) problem where the objective is to recover a set of sparse nonzero row vectors or indices of a signal matrix from incomplete measurements. Ideally, regardless of the number of columns in the signal matrix, the sparsity (k) plus one measurements is sufficient for the uniform recovery of signal vectors for almost all signals, i.e., excluding a set of Lebesgue measure zero. To approach the "k+1" lower bound with computational efficiency even when the rank of signal matrix is smaller than k, we propose a greedy algorithm called Two-stage orthogonal Subspace Matching Pursuit (TSMP) whose theoretical results approach the lower bound with less restriction than the Orthogonal Subspace Matching Pursuit (OSMP) and Subspace-Augmented MUltiple SIgnal Classification (SA-MUSIC) algorithms. We provide non-asymptotical performance guarantees of OSMP and TSMP by covering both noiseless and noisy cases. Variants of restricted isometry property and mutual coherence are used to improve the performance guarantees. Numerical simulations demonstrate that the proposed scheme has low complexity and outperforms most existing greedy methods. This shows that the minimum number of measurements for the success of TSMP converges more rapidly to the lower bound than the existing methods as the number of columns of the signal matrix increases.