Sparse signal restoration is usually formulated as the minimization of a quadratic cost function y − Ax 2 2 , where A is a dictionary and x is an unknown sparse vector. It is well-known that imposing an ℓ 0 constraint leads to an NP-hard minimization problem. The convex relaxation approach has received considerable attention, where the ℓ 0 -norm is replaced by the ℓ 1 -norm. Among the many efficient ℓ 1 solvers, the homotopy algorithm minimizes y − Ax 2 2 + λ x 1 with respect to x for a continuum of λ's. It is inspired by the piecewise regularity of the ℓ 1 -regularization path, also referred to as the homotopy path. In this paper, we address the minimization problem y − Ax
Index TermsSparse signal estimation; ℓ 0 -regularized least-squares; ℓ 0 -homotopy; ℓ 1 -homotopy; stepwise algorithms; orthogonal least squares; model order selection.