Abstract-We investigate the recovery of signals exhibiting a sparse representation in a general (i.e., possibly redundant or incomplete) dictionary that are corrupted by additive noise admitting a sparse representation in another general dictionary. This setup covers a wide range of applications, such as image inpainting, super-resolution, signal separation, and recovery of signals that are impaired by, e.g., clipping, impulse noise, or narrowband interference. We present deterministic recovery guarantees based on a novel uncertainty relation for pairs of general dictionaries and we provide corresponding practicable recovery algorithms. The recovery guarantees we find depend on the signal and noise sparsity levels, on the coherence parameters of the involved dictionaries, and on the amount of prior knowledge about the signal and noise support sets.

We consider the recovery of sparse signals subject to sparse interference, as introduced in Studer et al., IEEE Trans. IT, 2012. We present novel probabilistic recovery guarantees for this framework, covering varying degrees of knowledge of the signal and interference support, which are relevant for a large number of practical applications. Our results assume that the sparsifying dictionaries are solely characterized by coherence parameters and we require randomness only in the signal and/or interference. The obtained recovery guarantees show that one can recover sparsely corrupted signals with overwhelming probability, even if the sparsity of both the signal and interference scale (near) linearly with the number of measurements.

We investigate the recovery of signals exhibiting a sparse representation in a general (i.e., possibly redundant or incomplete) dictionary that are corrupted by additive noise admitting a sparse representation in another general dictionary. This setup covers a wide range of applications, such as image inpainting, super-resolution, signal separation, and the recovery of signals that are corrupted by, e.g., clipping, impulse noise, or narrowband interference. We present deterministic recovery guarantees based on a recently developed uncertainty relation and provide corresponding recovery algorithms. The recovery guarantees we find depend on the signal and noise sparsity levels, on the coherence parameters of the involved dictionaries, and on the amount of prior knowledge on the support sets of signal and noise.

Robust principal component analysis (RPCA) deals with the decomposition of a matrix into a low-rank matrix and a sparse matrix. Such a decomposition finds, for example, applications in video surveillance or face recognition. One effective way to solve RPCA problems is to use a convex optimization method known as principal component pursuit (PCP). The corresponding algorithms have, however, prohibitive computational complexity for certain applications that require real-time processing. In this paper we propose a variety of methods that significantly reduce the computational complexity. Furthermore, we perform a systematic analysis of the performance/complexity tradeoffs underlying PCP. For synthetic data, we show that our methods result in a speedup of more than 365 times compared to a reference C implementation at only a small loss in terms of recovery error. To demonstrate the effectiveness of our approach, we consider foreground/background separation for video surveillance, where our methods enable real-time processing of a 640×480 color video stream at 12 frames per second (fps) using a quad-core CPU.

Abstract-In this paper, we present novel probabilistic recovery guarantees for sparse signals subject to sparse interference, covering varying degrees of knowledge of the signal and in terference support. Our results assume that the sparsifying dictionaries are characterized by coherence parameters and we require randomness only in the signal and/or interference. The obtained recovery guarantees show that one can recover sparsely corrupted signals with overwhelming probability, even if the sparsity of both the signal and interference scale (near) linearly with the number of measurements.