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Exact recoverability from dense corrupted observations via L1L_1 minimization

IEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2011
Abstract

This paper presents a surprising phenomenon: given mm highly corrupted measurements y=AΩx+ey = A_{\Omega \bullet} x^{\star} + e^{\star}, where AΩA_{\Omega \bullet} is a submatrix selected uniformly at random from an orthogonal matrix AA and ee^{\star} is an unknown sparse error vector whose nonzero entries may be unbounded, we show that with high probability l1l_1-minimization can recover xx^{\star} exactly from only m=Cμ2k(logn)2m = C \mu^2 k (\log n)^2 where kk is the number of nonzero components of xx^{\star} and μ=nmaxijAij2\mu = n \max_{ij} A_{ij}^2, even if nearly 100100 % measurements are corrupted. We further guarantee that stable recovery is possible when measurements are polluted by both gross sparse and small dense errors: y=AΩx+e+νy = A_{\Omega \bullet} x^{\star} + e^{\star}+ \nu where ν\nu is dense noise with bounded energy. Simulation results under various settings are also presented to verify the validity of the theory as well as to illustrate the promising potentials of the proposed framework.

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