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Sparse signal recovery with prior information by iterative reweighted least squares algorithm

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Published/Copyright: July 6, 2017

Abstract

In this paper, the iterative reweighted least squares (IRLS) algorithm for sparse signal recovery with partially known support is studied. We establish a theoretical analysis of the IRLS algorithm by incorporating some known part of support information as a prior, and obtain the error estimate and convergence result of this algorithm. Our results show that the error bound depends on the best (s+k)-term approximation and the regularization parameter λ, and convergence result depends only on the regularization parameter λ. Finally, a series of numerical experiments are carried out to demonstrate the effectiveness of the algorithm for sparse signal recovery with partially known support, which shows that an appropriate q (0<q<1) can lead to a better recovery performance than that of the case q=1.

Funding statement: Natural Science Foundation of China under Grant number 61273020, 61673015, Fundamental Research Funds for the Central Universities under Grant number XDJK2015A007.

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Received: 2017-1-18
Revised: 2017-5-25
Accepted: 2017-6-23
Published Online: 2017-7-6
Published in Print: 2018-4-1

© 2018 Walter de Gruyter GmbH, Berlin/Boston

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