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Guarantees of total variation minimization for signal recovery
Conference proceeding

Guarantees of total variation minimization for signal recovery

Jian-Feng Cai and Weiyu Xu
2013 51st Annual Allerton Conference on Communication, Control, and Computing (Allerton), pp.1266-1271
10/2013
DOI: 10.1109/Allerton.2013.6736671

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Abstract

In this paper, we consider using total variation minimization to recover signals whose gradients have a sparse support, from a small number of measurements. We establish the proof for the performance guarantee of total variation (TV) minimization in recovering one-dimensional signal with sparse gradient support. This partially answers the open problem of proving the fidelity of total variation minimization in such a setting [1]. We also extend our results to TV minimization for multidimensional signals. Recoverable sparsity thresholds of TV minimization are explicitly computed for 1-dimensional signal by using the Grassmann angle framework. In particular, we have shown that the recoverable gradient sparsity can grow linearly with the signal dimension when TV minimization is used. Stability of recovering signal itself using 1-D TV minimization has also been established through a property called "almost Euclidean property for 1-dimensional TV norm".
Minimization Null space Random variables Sparse matrices Standards Vectors

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