Analysis of orthogonal matching pursuit using the restricted isometry property
| Title | Analysis of orthogonal matching pursuit using the restricted isometry property |
| Publication Type | Journal Article |
| Authors | M. A. Davenport, and M. B. Wakin |
| Abstract | Orthogonal Matching Pursuit (OMP) is the canonical greedy algorithm for sparse approximation. In this paper we demonstrate that the restricted isometry property (RIP) can be used for a very straightforward analysis of OMP. Our main conclusion is that the RIP of order K +1 (with isometry constant delta < 1/3sqrt(K) ) is sufficient for OMP to exactly recover any K-sparse signal. Our analysis relies on simple and intuitive observations about OMP and matrices which satisfy the RIP. For restricted classes of K-sparse signals (those that are highly compressible), a relaxed bound on the isometry constant is also established. A deeper understanding of OMP may benefit the analysis of greedy algorithms in general. To demonstrate this, we also briefly revisit the analysis of the Regularized OMP (ROMP) algorithm. |
| Acknowledgements | This research was partially supported by NSF Grant CCF-0830320, DARPA Grants N66001-08-1-2065 and HR0011-08-1-0078, AFOSR Grants FA9550-07-1-0301 and FA9550-09-1-0465, and ONR Grant N00014-07-1-0936. Thanks to Marco Duarte and Chinmay Hegde for their comments on a preliminary version of this manuscript. |
| Year of Publication | 2010 |
| Month | Oct. |
| Journal | IEEE Transactions on Information Theory |
| Volume | 56 |
| Issue/Number | 9 |
| Pages | 4395-4401 |
| URL | http://arxiv1.library.cornell.edu/PS_cache/arxiv/pdf/0909/0909.0083v1.pdf |