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We give a simple technique for verifying the Restricted Isometry Property (as introduced by Candès and Tao) for random matrices that underlies Compressed Sensing. Our approach has two main ingredients: (i) concentration inequalities for random inner products that have recently provided algorithmically simple proofs of the Johnson-Lindenstrauss lemma; and (ii) covering numbers for finite-dimensional balls in Euclidean space. This leads to an elementary proof of the Restricted Isometry Property and brings out connections between Compressed Sensing and the Johnson-Lindenstrauss lemma. As a result, we obtain simple and direct proofs of Kashin's theorems on widths of finite balls in Euclidean space (and their improvements due to Gluskin) and proofs of the existence of optimal Compressed Sensing measurement matrices. In the process, we also prove that these measurements have a certain universality with respect to the sparsity-inducing basis. Communicated by Emmanuel J. Candès.

Humans are visual animals, and imaging sensors that extend our reachcameras-have improved dramatically in recent times thanks to the introduction of CCD and CMOS digital technology. Consumer digital cameras in the megapixel range are now ubiquitous thanks to the happy coincidence that the semiconductor material of choice for large-scale electronics integration (silicon) also happens to readily convert photons at visual wavelengths into electrons. On the contrary, imaging at wavelengths where silicon is blind is considerably more complicated, bulky, and expensive. Thus, for comparable resolution, a US$500 digital camera for the visible becomes a US$50,000 camera for the infrared.In this article, we present a new approach to building simpler, smaller, and cheaper digital cameras that can operate efficiently across a much broader spectral range than conventional silicon-based cameras. Our approach fuses a new camera architecture

Compressive sensing (CS) is an alternative to Shannon/Nyquist sampling for the acquisition of sparse or compressible signals that can be well approximated by just K << N elements from an N-dimensional basis. Instead of taking periodic samples, CS measures inner products with M < N random vectors and then recovers the signal via a sparsity-seeking optimization or greedy algorithm. Standard CS dictates that robust signal recovery is possible from M = O(K log(N/K)) measurements. It is possible to substantially decrease M without sacrificing robustness by leveraging more realistic signal models that go beyond simple sparsity and compressibility by including structural dependencies between the values and locations of the signal coefficients. This paper introduces a model-based CS theory that parallels the conventional theory and provides concrete guidelines on how to create model-based recovery algorithms with provable performance guarantees. A highlight is the introduction of a new class of structured compressible signals along with a new sufficient condition for robust structured compressible signal recovery that we dub the restricted amplification property, which is the natural counterpart to the restricted isometry property of conventional CS. Two examples integrate two relevant signal models - wavelet trees and block sparsity - into two state-of-the-art CS recovery algorithms and prove that they offer robust recovery from just M=O(K) measurements. Extensive numerical simulations demonstrate the validity and applicability of our new theory and algorithms.Comment: 20 pages, 10 figures. Typo corrected in grant number. To appear in IEEE Transactions on Information Theor

[ A coherent framework for multiscale signal and image processing ] T he dual-tree complex wavelet transform (CWT) is a relatively recent enhancement to the discrete wavelet transform (DWT), with important additional properties: It is nearly shift invariant and directionally selective in two and higher dimensions. It achieves this with a redundancy factor of only 2 d for d-dimensional signals, which is substantially lower than the undecimated DWT. The multidimensional (M-D) dual-tree CWT is nonseparable but is based on a computationally efficient, separable filter bank (FB). This tutorial discusses the theory behind the dual-tree transform, shows how complex wavelets with good properties can be designed, and illustrates a range of applications in signal and image processing. We use the complex number symbol C in CWT to avoid confusion with the often-used acronym CWT for the (different) continuous wavelet transform. BACKGROUNDThis article aims to reach two different audiences. The first is the wavelet community, many members of which are unfamiliar with the utility, convenience, and unique properties of complex wavelets. The second is the broader class of signal processing folk who work with applications where the DWT has proven somewhat disappointing, such as those involving complex or modulat-

Wavelet-based statistical signal processing techniques such as denoising and detection typically model the wavelet coefficients as independent or jointly Gaussian. These models are unrealistic for many real-world signals. In this paper, we develop a new framework for statistical signal processing based on wavelet-domain hidden Markov models (HMM's) that concisely models the statistical dependencies and non-Gaussian statistics encountered in real-world signals. Wavelet-domain HMM's are designed with the intrinsic properties of the wavelet transform in mind and provide powerful, yet tractable, probabilistic signal models. Efficient expectation maximization algorithms are developed for fitting the HMM's to observational signal data. The new framework is suitable for a wide range of applications, including signal estimation, detection, classification, prediction, and even synthesis. To demonstrate the utility of wavelet-domain HMM's, we develop novel algorithms for signal denoising, classification, and detection. Index Terms-Hidden Markov model, probabilistic graph, wavelets. 1053-587X/98$10.00 © 1998 IEEE Matthew S. Crouse (S'93) received the B.S.E.E. degree (magna cum laude) from Rice University, Houston, TX, in 1993. He received the M.S.E.E. degree from University of Illinois, Urbana, in 1995 and is presently a Ph.D. student in electrical and computer engineering at Rice University. His research interests include wavelets, fractals, and statistical signal and image processing. Robert D. Nowak (M'95) received the B.S. (with highest distinction), M.S., and Ph.D. degrees in electrical engineering from the University

Abstract-Wideband analog signals push contemporary analogto-digital conversion (ADC) systems to their performance limits. In many applications, however, sampling at the Nyquist rate is inefficient because the signals of interest contain only a small number of significant frequencies relative to the band limit, although the locations of the frequencies may not be known a priori. For this type of sparse signal, other sampling strategies are possible. This paper describes a new type of data acquisition system, called a random demodulator, that is constructed from robust, readily available components. Let K denote the total number of frequencies in the signal, and let W denote its band limit in hertz. Simulations suggest that the random demodulator requires just O(K log(W=K)) samples per second to stably reconstruct the signal. This sampling rate is exponentially lower than the Nyquist rate of W hertz. In contrast to Nyquist sampling, one must use nonlinear methods, such as convex programming, to recover the signal from the samples taken by the random demodulator. This paper provides a detailed theoretical analysis of the system's performance that supports the empirical observations.

Compressive sensing is a signal acquisition framework based on the revelation that a small collection of linear projections of a sparse signal contains enough information for stable recovery. In this paper we introduce a new theory for distributed compressive sensing (DCS) that enables new distributed coding algorithms for multi-signal ensembles that exploit both intra-and inter-signal correlation structures. The DCS theory rests on a new concept that we term the joint sparsity of a signal ensemble. Our theoretical contribution is to characterize the fundamental performance limits of DCS recovery for jointly sparse signal ensembles in the noiseless measurement setting; our result connects single-signal, joint, and distributed (multi-encoder) compressive sensing. To demonstrate the efficacy of our framework and to show that additional challenges such as computational tractability can be addressed, we study in detail three example models for jointly sparse signals. For these models, we develop practical algorithms for joint recovery of multiple signals from incoherent projections. In two of our three models, the results are asymptotically best-possible, meaning that both the upper and lower bounds match the performance of our practical algorithms. Moreover, simulations indicate that the asymptotics take effect with just a moderate number of signals. DCS is immediately applicable to a range of problems in sensor arrays and networks.