Dynamic sparse state estimation using L1-L1 minimization: Adaptive-rate measurement bounds, algorithms and applications
 
Dynamic sparse state estimation using L1-L1 minimization: Adaptive-rate measurement bounds, algorithms and applications ■
 
Joao Mota, Joao Mota, Joao Mota, Nikos Deligiannis, Nikos Deligiannis, Nikos Deligiannis, Aswin Sankaranarayanan, Aswin Sankaranarayanan, Aswin Sankaranarayanan, Volkan Cevher, Volkan Cevher, Volkan Cevher, Miguel Rodrigues, Miguel Rodrigues, Miguel Rodrigues
 
Abstract ■

We propose a recursive algorithm for estimating time-varying signals from a few linear measurements. The signals are assumed sparse, with unknown support, and are described by a dynamical model. In each iteration, the algorithm solves an â„“1-â„“1 minimization problem and estimates the number of measurements that it has to take at the next iteration. These estimates are computed based on recent theoretical results for â„“1-â„“1 minimization. We also provide sufficient conditions for perfect signal reconstruction at each time instant as a function of an algorithm parameter. The algorithm exhibits high performance in compressive tracking on a real video sequence, as shown in our experimental results.