E9 203: Compressive Sensing and Sparse Signal Processing
Logistics
Instructor: Chandra R. Murthy (cmurthy at iisc dot ac dot in)
Class hours: MWF 8-9am. Make-up classes: S 1.15-2.15pm
TA: TBD
TA Hours: TBD.
Textbooks:
1. M. Elad, “Sparse and Redundant Representations”, Springer, 2010.
2. H. Rauhut, “Compressive Sensing and Structured Random Matrices,” Radon Series Comp. Appl. Math., 2011.
3. M. A. Davenport, M. F. Duarte, Y. C. Eldar, G. Kutyniok, “Introduction to Compressed Sensing,” available here.
4. http://dsp.rice.edu/cs
5. S. Foucart and H. Rauhut, “A mathematical introduction to compressive sensing,” Birkhauser Press.
Prerequisites: Random processes (E2-202 or equivalent), Matrix theory (E2-212 or equivalent).
Overview:
The goal of this course is to provide an overview of the recent advances in compressed sensing and sparse signal processing. We start with a discussion of classical techniques to solve undetermined linear systems, and then introduce the l0 norm minimization problem as the central problem of compressed sensing. We then discuss the theoretical underpinnings of sparse signal representations and uniqueness of recovery in detail. We study the popular sparse signal recovery algorithms and their performances guarantees. We will also cover signal processing interpretations of sparse signal recovery in terms of MAP and NMSE estimation.
Syllabus:
| S. No. | Topic | Num. Lectures |
|---|---|---|
| 1 | Introduction and math review | 2 |
| 2 | Uniqueness and uncertainty principles | 4 |
| 3 | Recovery algorithms – greedy and convex | 6 |
| 4 | The theory of compressed sensing | 6 |
| 5 | Stable recovery | 4 |
| 6 | Approximate recovery algorithms | 4 |
| 7 | Bayesian recovery algorithms | 4 |
| 8 | Extensions and applications | 2 |
| Total | 32 |
Grading
Homeworks: due 2 weeks after the date the homework is announced: 25%
Exam 1: Date TBD, in class: 25%.
Exam 2: Date TBD, in class: 25%.
Initial project presentations: date TBD: 10%
Final project presentations and report: date TBD: 15%
Note: there will be no makeup exams.
Video Lectures and Notes
Video lectures and notes are posted here.
Project
Details will be discussed in class.
Announcements
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The first class will be held on Feb. 24, 2021.
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Teams code to join the class: leofcxe.