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Table of Contents
E9 203: Compressive Sensing and Sparse Signal Processing
Logistics
Instructor: Chandra R. Murthy (cmurthy at ece)
Class hours: MW 11am-12.30pm. First class: 05 Jan. 2015.
Class location: EC1.07
TA: 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
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 lo 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.
Grading
Homeworks: 25% Due 2 weeks after the date the homework is announced
Two exams: 25% each.
Project presentation and report: 25%
Homeworks and Assignments
Homeworks and assignments are posted here.
Project
Projects will be announced.