Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to the independent identically distributed (IID) transform matrices, but may become unreliable for other matrix ensembles, especially for ill-conditioned ones. To handle this difficulty, orthogonal/vector AMP (OAMP/VAMP) was proposed for general unitarily-invariant matrices, including IID matrices and partial orthogonal matrices. However, the Bayes-optimal OAMP/VAMP requires high-complexity linear minimum mean square error (MMSE) estimator. This limits the application of OAMP/VAMP to large-scale systems.To solve the disadvantages of AMP and OAMP/VAMP, this paper proposes a low-complexity memory AMP (MAMP) for unitarily-invariant matrices. MAMP is consisted of an orthogonal nonlinear estimator (NLE) for denoising (same as OAMP/VAMP), and an orthogonal long-memory matched filter (MF) for interference suppression. Orthogonal principle is used to guarantee the asymptotic Gaussianity of estimation errors in MAMP. A state evolution is derived to asymptotically characterize the performance of MAMP. The relaxation parameters and damping vector in MAMP are analytically optimized based on the state evolution to guarantee and improve the convergence. We show that MAMP has comparable complexity to AMP. Furthermore, we prove that for all unitarily-invariant matrices, the optimized MAMP converges to the high-complexity OAMP/VAMP, and thus is Bayes-optimal if it has a unique fixed point. Finally, simulations are provided to verify the validity and accuracy of the theoretical results.

No abstract

No abstract

No abstract

Approximate message passing (AMP) is a promising technique for unknown signal reconstruction of certain highdimensional linear systems with non-Gaussian signaling. A distinguished feature of the AMP-type algorithms is that their dynamics can be rigorously described by state evolution. However, state evolution does not necessarily guarantee the convergence of iterative algorithms. To solve the convergence problem of AMPtype algorithms in principle, this paper proposes a memory AMP (MAMP) under a sufficient statistic condition, named sufficient statistic MAMP (SS-MAMP). We show that the covariance matrices of SS-MAMP are L-banded and convergent. Given an arbitrary MAMP, we can construct an SS-MAMP by damping, which not only ensures the convergence of MAMP, but also preserves the orthogonality of MAMP, i.e., its dynamics can be rigorously described by state evolution. As a byproduct, we prove that the Bayes-optimal orthogonal/vector AMP (BO-OAMP/VAMP) is an SS-MAMP. As a result, we reveal two interesting properties of BO-OAMP/VAMP for large systems: 1) the covariance matrices are L-banded and are convergent in BO-OAMP/VAMP, and 2) damping and memory are useless (i.e., do not bring performance improvement) in BO-OAMP/VAMP. As an example, we construct a sufficient statistic Bayes-optimal MAMP (BO-MAMP), which is Bayes optimal if its state evolution has a unique fixed point and its MSE is not worse than the original BO-MAMP. Finally, simulations are provided to verify the validity and accuracy of the theoretical results.