(10/23/13) New paper: Sparse representation à la Prony

October 23, 2013

We consider the classical problem of finding the sparse representation of a signal in a pair of bases. When both bases are orthogonal, it is well-known that the sparse representation is unique when the sparsity $K$ of the signal satisfies $K<1/\mu(\mD)$, where $\mu(\mD)$ is the mutual coherence of the dictionary. Furthermore, the sparse representation can be obtained in polynomial time by Basis Pursuit (BP), when $K<0.91/\mu(\mD)$. Therefore, there is a gap between the unicity condition and the one required to use the polynomial-complexity BP formulation. In this paper, we introduce, for the case of Fourier and canonical bases, a polynomial complexity algorithm that finds all the possible $K$-sparse representations of a signal under the much weaker condition that $K<\sqrt{2} /\mu(\mD)$. The same method can also be extended to many other pairs of bases, one of which must have local atoms. Examples include the union of Fourier and local Fourier bases, the union of discrete cosine transform and canonical bases, and the union of random Gaussian and canonical bases.