E9 203: Compressed Sensing and Sparse Signal Processing: Video Lectures and Notes

Lecture 1: Introduction to underdetermined linear systems, penalty functions, l1 minimization, and linear programming. Video, Notes-SVG, Notes-PDF.

Lecture 2: Best s-term approximation, and why lp-ball with p < 1 promotes sparsity. Video1, Video2,Notes-SVG, Notes-PDF.