E9 203: Compressive Sensing and Sparse Signal Processing

Instructor: Chandra R. Murthy (cmurthy at ece)
Class hours: WF 11.30am-1pm. First class: Wednesday, Jan. 09, 2012.
Class location: EC1.07
TA: Abhay Sharma.

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).

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.

Homeworks: 25% Due 2 weeks after the date the homework is announced
Initial project presentation: 25% Mar. 6th and 8th, 2013. Project presentation schedule here
Project presentation: 25% Last 2 weeks of classes
Project report: 25% Due Tuesday, Apr. 23rd, 2013, 10am

Homeworks and assignments are posted here.

Projects are posted here.

• As this is an experimental new class, space is limited and will be provided on a first-come, first-served basis to about 15 students.
• The first class will be held at EC1.07, 11.30am-1pm, on Tuesday, Jan. 08, 2012.
• HW 1 is now online. Announced: 16 Jan. 2013, due: 30 Jan. 2013.
• The project assignments should all be in place by now. The projects page also has a template for submitting the reports.
• HW 2 is now online. Announced: 06 Feb. 2013, due: 20 Feb. 2013.
• HW 3 is now online. Announced: 27 Feb. 2013, due: 13 Mar. 2013.
• 08 Mar. 2013: Please see the new template for project reports. It includes the notation to be used consistently in all reports.
• HW 4 is now online. Announced: 03 Apr. 2013, due: 17 Apr. 2013.